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14.69Net Profit
50.942PSR
0.049Sharpe Ratio
-0.014Alpha
0.147Beta
8.134CAR
5.2Drawdown
-0.09Loss Rate
0Parameters
0Security Types
439Tradeable Dates
383Trades
0.018Treynor Ratio
0.08Win Rate
14.69Net Profit
50.942PSR
0.049Sharpe Ratio
-0.014Alpha
0.147Beta
8.134CAR
5.2Drawdown
-0.09Loss Rate
0Parameters
0Security Types
439Tradeable Dates
383Trades
0.018Treynor Ratio
0.08Win 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.
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