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1296.248Net Profit
87.659PSR
1.408Sharpe Ratio
0.18Alpha
0.125Beta
22.462CAR
16.5Drawdown
-1.18Loss Rate
13Parameters
1Security Types
2.169Sortino Ratio
3274Tradeable Dates
162Trades
1.54Treynor Ratio
4.58Win Rate
23.245Net Profit
0.86PSR
0.271Sharpe Ratio
0.019Alpha
0.981Beta
2.284CAR
70.5Drawdown
-4.44Loss Rate
4Parameters
0Security Types
0.084Sortino Ratio
2329Tradeable Dates
128Trades
0.117Treynor Ratio
0.61Win Rate
Nate started the discussion Newbie post - basic covered call on .spy
Hi everyone,
Nate left a comment in the discussion Intersection of ROC comparison using OUT_DAY approach
Thanks Vladimir and Ikezi Kamanu for the info! Very hepful indeed.
Nate left a comment in the discussion Intersection of ROC comparison using OUT_DAY approach
Hi Vladimir,
Nate left a comment in the discussion Using Greeks
Thanks all for the info. I ended up adjusting my `OnData` method to pull in greeks 1x per day and...
1296.248Net Profit
87.659PSR
1.408Sharpe Ratio
0.18Alpha
0.125Beta
22.462CAR
16.5Drawdown
-1.18Loss Rate
13Parameters
1Security Types
2.169Sortino Ratio
3274Tradeable Dates
162Trades
1.54Treynor Ratio
4.58Win Rate
23.245Net Profit
0.86PSR
0.271Sharpe Ratio
0.019Alpha
0.981Beta
2.284CAR
70.5Drawdown
-4.44Loss Rate
4Parameters
0Security Types
0.084Sortino Ratio
2329Tradeable Dates
128Trades
0.117Treynor Ratio
0.61Win Rate
Nate started the discussion Newbie post - basic covered call on .spy
Hi everyone,
Nate left a comment in the discussion Newbie post - basic covered call on .spy
Hi Derek,
Nate left a comment in the discussion Intersection of ROC comparison using OUT_DAY approach
Thanks Vladimir and Ikezi Kamanu for the info! Very hepful indeed.
Nate left a comment in the discussion Intersection of ROC comparison using OUT_DAY approach
Hi Vladimir,
Nate left a comment in the discussion Using Greeks
Thanks all for the info. I ended up adjusting my `OnData` method to pull in greeks 1x per day and...
Nate left a comment in the discussion Using Greeks
Hi Rahul,
Nate left a comment in the discussion Newbie post - basic covered call on .spy
Hi Derek,
3 years ago