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0.79Net Profit
6.196Sharpe Ratio
0.267Alpha
0.325Beta
37.603CAR
0.2Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
0Tradeable Dates
4Trades
0.68Treynor Ratio
100Win Rate
0.79Net Profit
6.196Sharpe Ratio
0.267Alpha
0.325Beta
37.603CAR
0.2Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
0Tradeable Dates
4Trades
0.68Treynor Ratio
100Win Rate
Nate left a comment in the discussion Algo: Beer Money 1.0.0
Just to echo a few other comments on here, this type of algo is unlikely to produce live trading...
Nate left a comment in the discussion VIX Futures
Nope. To my knowledge, VIX data is still not available.
Nate left a comment in the discussion Crypto Buy-Dip, Price Percentage Delta- Top 1% of Community.
If you're using LimitOrders, then you can't really assume the order will be filled in any...
Nate left a comment in the discussion Crypto Buy-Dip, Price Percentage Delta- Top 1% of Community.
Sam, the buy order is being submitted before the sell order has filled. Personally, I find the...
0.79Net Profit
6.196Sharpe Ratio
0.267Alpha
0.325Beta
37.603CAR
0.2Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
0Tradeable Dates
4Trades
0.68Treynor Ratio
100Win Rate
0.79Net Profit
6.196Sharpe Ratio
0.267Alpha
0.325Beta
37.603CAR
0.2Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
0Tradeable Dates
4Trades
0.68Treynor Ratio
100Win Rate
Nate left a comment in the discussion Algo: Beer Money 1.0.0
Hi Jared. Yes, I've been wanting to put together a few slides and hope to have time to do...
Nate left a comment in the discussion Algo: Beer Money 1.0.0
Just to echo a few other comments on here, this type of algo is unlikely to produce live trading...
Nate left a comment in the discussion VIX Futures
Nope. To my knowledge, VIX data is still not available.
Nate left a comment in the discussion Crypto Buy-Dip, Price Percentage Delta- Top 1% of Community.
If you're using LimitOrders, then you can't really assume the order will be filled in any...
Nate left a comment in the discussion Crypto Buy-Dip, Price Percentage Delta- Top 1% of Community.
Sam, the buy order is being submitted before the sell order has filled. Personally, I find the...
Nate left a comment in the discussion Crypto Buy-Dip, Price Percentage Delta- Top 1% of Community.
I've been live-trading on GDAX this week (not this particular algo) and in a few days I'm...
Nate started the discussion Memory Utilization Leak?
I am occasionally getting the "Memory Usage Maxed Out - 4096MB max" error when...
Nate started the discussion VIX Futures
Hi,
Nate started the discussion Integrating C# Algorithms with Python
I'm sharing some example code that may be interesting to both the C# and Python algorithm...
Nate started the discussion Operationalizing predictive models with QuantConnect
Hello,
Nate left a comment in the discussion Algo: Beer Money 1.0.0
Hi Jared. Yes, I've been wanting to put together a few slides and hope to have time to do...
6 years ago