Ng Ka Ming
Quant
Date Joined
11th May, 2024
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52% Complete
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2024-06-10 11:30:39
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2024-05-29 09:47:26
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Public Backtests (14)
View More37.239Net Profit
60.326PSR
1.338Sharpe Ratio
0.163Alpha
0.612Beta
37.12CAR
23.1Drawdown
-0.01Loss Rate
0Parameters
0Security Types
253Tradeable Dates
25055Trades
0.428Treynor Ratio
0.01Win Rate
32.331Net Profit
65.071PSR
1.454Sharpe Ratio
0.164Alpha
0.483Beta
34.97CAR
18.4Drawdown
-0.02Loss Rate
62Parameters
0Security Types
253Tradeable Dates
10237Trades
0.501Treynor Ratio
0.02Win Rate
41.662Net Profit
58.016PSR
1.297Sharpe Ratio
0.247Alpha
0.368Beta
42.064CAR
13.6Drawdown
-0.03Loss Rate
63Parameters
0Security Types
253Tradeable Dates
11777Trades
0.823Treynor Ratio
0.03Win Rate
4.908Net Profit
18.403PSR
0.24Sharpe Ratio
0.119Alpha
-0.375Beta
4.948CAR
27.9Drawdown
-0.01Loss Rate
81Parameters
0Security Types
1006Tradeable Dates
7534Trades
-0.164Treynor Ratio
0.02Win Rate
49.222Net Profit
27.28PSR
0.577Sharpe Ratio
-0.016Alpha
0.878Beta
10.517CAR
16.6Drawdown
0Loss Rate
63Parameters
0Security Types
1006Tradeable Dates
186944Trades
0.065Treynor Ratio
0Win Rate
Community
View More37.239Net Profit
60.326PSR
1.338Sharpe Ratio
0.163Alpha
0.612Beta
37.12CAR
23.1Drawdown
-0.01Loss Rate
0Parameters
0Security Types
253Tradeable Dates
25055Trades
0.428Treynor Ratio
0.01Win Rate
32.331Net Profit
65.071PSR
1.454Sharpe Ratio
0.164Alpha
0.483Beta
34.97CAR
18.4Drawdown
-0.02Loss Rate
62Parameters
0Security Types
253Tradeable Dates
10237Trades
0.501Treynor Ratio
0.02Win Rate
41.662Net Profit
58.016PSR
1.297Sharpe Ratio
0.247Alpha
0.368Beta
42.064CAR
13.6Drawdown
-0.03Loss Rate
63Parameters
0Security Types
253Tradeable Dates
11777Trades
0.823Treynor Ratio
0.03Win Rate
4.908Net Profit
18.403PSR
0.24Sharpe Ratio
0.119Alpha
-0.375Beta
4.948CAR
27.9Drawdown
-0.01Loss Rate
81Parameters
0Security Types
1006Tradeable Dates
7534Trades
-0.164Treynor Ratio
0.02Win Rate
49.222Net Profit
27.28PSR
0.577Sharpe Ratio
-0.016Alpha
0.878Beta
10.517CAR
16.6Drawdown
0Loss Rate
63Parameters
0Security Types
1006Tradeable Dates
186944Trades
0.065Treynor Ratio
0Win Rate
61.202Net Profit
37.19PSR
0.821Sharpe Ratio
-0.003Alpha
0.915Beta
12.679CAR
16.6Drawdown
-0.01Loss Rate
45Parameters
0Security Types
1008Tradeable Dates
16399Trades
0.091Treynor Ratio
0.01Win Rate
59.099Net Profit
34.356PSR
0.787Sharpe Ratio
-0.005Alpha
0.911Beta
12.31CAR
18.6Drawdown
-0.02Loss Rate
57Parameters
0Security Types
1008Tradeable Dates
12324Trades
0.089Treynor Ratio
0.02Win Rate
44.638Net Profit
7.177PSR
0.323Sharpe Ratio
0.004Alpha
0.905Beta
9.673CAR
41.3Drawdown
-0.14Loss Rate
20Parameters
0Security Types
0Tradeable Dates
6047Trades
0.085Treynor Ratio
0.11Win Rate
63.692Net Profit
10.748PSR
0.422Sharpe Ratio
0.021Alpha
0.989Beta
13.121CAR
39.7Drawdown
-0.13Loss Rate
20Parameters
0Security Types
0Tradeable Dates
6252Trades
0.102Treynor Ratio
0.11Win Rate
71.299Net Profit
30.579PSR
0.764Sharpe Ratio
-0.004Alpha
1.084Beta
14.403CAR
21.6Drawdown
-0.07Loss Rate
20Parameters
0Security Types
0Tradeable Dates
7307Trades
0.091Treynor Ratio
0.06Win Rate
60.949Net Profit
24.332PSR
0.676Sharpe Ratio
-0.016Alpha
1.086Beta
12.635CAR
24Drawdown
-0.07Loss Rate
20Parameters
0Security Types
0Tradeable Dates
7585Trades
0.08Treynor Ratio
0.06Win Rate
89.793Net Profit
16.308PSR
0.541Sharpe Ratio
0.019Alpha
1.016Beta
17.438CAR
39Drawdown
-0.11Loss Rate
20Parameters
0Security Types
0Tradeable Dates
6219Trades
0.127Treynor Ratio
0.09Win Rate
29.45Net Profit
26.161PSR
0.436Sharpe Ratio
0.036Alpha
0.928Beta
13.877CAR
20.7Drawdown
-0.09Loss Rate
20Parameters
0Security Types
0Tradeable Dates
3133Trades
0.084Treynor Ratio
0.06Win Rate
26.9Net Profit
21.751PSR
0.369Sharpe Ratio
0.029Alpha
0.989Beta
12.742CAR
22.3Drawdown
-0.19Loss Rate
20Parameters
0Security Types
0Tradeable Dates
1645Trades
0.075Treynor Ratio
0.13Win Rate
Ng left a comment in the discussion Multi-Alpha Fusion
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Ng left a comment in the discussion Multi-Alpha Fusion
4 months ago