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1.545Net Profit
9.917Sharpe Ratio
0Alpha
56.211Beta
206.17CAR
0.3Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
5Tradeable Dates
2Trades
0.011Treynor Ratio
0Win Rate
mochunhei started the discussion Understanding buying power calculation and SetHoldings()
Hello, I've been trying really hard to understand the buying power calculation and...
mochunhei started the discussion Connection with Interactive Brokers lost?
Hello,
mochunhei left a comment in the discussion Connection with Interactive Brokers lost?
No. I'm not running my own server. I have subscribed the $20/month plan and run the algo...
mochunhei left a comment in the discussion Algo Framework ETF Momentum Rebalancing using Mean Variance Optimization
I didn't think about that, how do you do that?
1.545Net Profit
9.917Sharpe Ratio
0Alpha
56.211Beta
206.17CAR
0.3Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
5Tradeable Dates
2Trades
0.011Treynor Ratio
0Win Rate
mochunhei started the discussion Understanding buying power calculation and SetHoldings()
Hello, I've been trying really hard to understand the buying power calculation and...
mochunhei started the discussion Connection with Interactive Brokers lost?
Hello,
mochunhei left a comment in the discussion Connection with Interactive Brokers lost?
Thanks. But my live algo didn't reconnect automatically, Do I have to do any configuration so...
mochunhei left a comment in the discussion Connection with Interactive Brokers lost?
No. I'm not running my own server. I have subscribed the $20/month plan and run the algo...
mochunhei left a comment in the discussion Algo Framework ETF Momentum Rebalancing using Mean Variance Optimization
I didn't think about that, how do you do that?
mochunhei left a comment in the discussion Algo Framework ETF Momentum Rebalancing using Mean Variance Optimization
Jared, which language do you suggest us to work with this framework?
mochunhei left a comment in the discussion Algo Framework ETF Momentum Rebalancing using Mean Variance Optimization
I think this is amazing!! I really like the idea of modularization!!
mochunhei left a comment in the discussion Connection with Interactive Brokers lost?
Thanks. But my live algo didn't reconnect automatically, Do I have to do any configuration so...
6 years ago