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87.048Net Profit
14.566PSR
0.473Sharpe Ratio
0.051Alpha
0.793Beta
16.555CAR
36.1Drawdown
36Loss Rate
0Parameters
1Security Types
0.611Sortino Ratio
1025Tradeable Dates
175Trades
0.136Treynor Ratio
64Win Rate
79.705Net Profit
17.738PSR
0.52Sharpe Ratio
0.067Alpha
0.802Beta
17.845CAR
35Drawdown
44Loss Rate
0Parameters
1Security Types
0.691Sortino Ratio
896Tradeable Dates
310Trades
0.151Treynor Ratio
56Win Rate
72.231Net Profit
18.643PSR
0.529Sharpe Ratio
0.076Alpha
0.777Beta
17.79CAR
36.1Drawdown
-1.3Loss Rate
27Parameters
0Security Types
834Tradeable Dates
149Trades
0.157Treynor Ratio
1.72Win Rate
87.048Net Profit
14.566PSR
0.473Sharpe Ratio
0.051Alpha
0.793Beta
16.555CAR
36.1Drawdown
36Loss Rate
0Parameters
1Security Types
0.611Sortino Ratio
1025Tradeable Dates
175Trades
0.136Treynor Ratio
64Win Rate
79.705Net Profit
17.738PSR
0.52Sharpe Ratio
0.067Alpha
0.802Beta
17.845CAR
35Drawdown
44Loss Rate
0Parameters
1Security Types
0.691Sortino Ratio
896Tradeable Dates
310Trades
0.151Treynor Ratio
56Win Rate
72.231Net Profit
18.643PSR
0.529Sharpe Ratio
0.076Alpha
0.777Beta
17.79CAR
36.1Drawdown
-1.3Loss Rate
27Parameters
0Security Types
834Tradeable Dates
149Trades
0.157Treynor Ratio
1.72Win Rate
The Open-Quant League is a quarterly competition between universities and investment clubs for the best-performing strategy. The previous quarter's code is open-sourced, and competitors must adapt to survive.
Get this certificate by participating in our Open Quant League
The Open-Quant League is a quarterly competition between universities and investment clubs for the best-performing strategy. The previous quarter's code is open-sourced, and competitors must adapt to survive.
Get this certificate by participating in our Open Quant League
The Open-Quant League is a quarterly competition between universities and investment clubs for the best-performing strategy. The previous quarter's code is open-sourced, and competitors must adapt to survive.
Get this certificate by participating in our Open Quant League