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13.75Net Profit
97.923PSR
7.452Sharpe Ratio
1.018Alpha
0.112Beta
334.705CAR
4.6Drawdown
-0.04Loss Rate
5Parameters
0Security Types
22.947Sortino Ratio
32Tradeable Dates
17Trades
16.39Treynor Ratio
1.28Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
5Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
32Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Oldrich started the discussion Persistent storage / Data serialization in research environment
Is there any option I missed or any plan to implement peristent storage for own...
Oldrich started the discussion Algorithm behave differently when setting even empty CustomSecurityInitializer
I have cryptocurrency algorithm ramwork based algo (Bitfinex, Margin account), which works as...
Oldrich started the discussion Auctions data in Daily resolution (equities)
Hi,
Oldrich left a comment in the discussion Opening-Closing Auction Prices / 20TB, 200M files, and 640 Cores.
I compared quickly research daily bars with Yahoo finnance data and I still see some difference in...
13.75Net Profit
97.923PSR
7.452Sharpe Ratio
1.018Alpha
0.112Beta
334.705CAR
4.6Drawdown
-0.04Loss Rate
5Parameters
0Security Types
22.947Sortino Ratio
32Tradeable Dates
17Trades
16.39Treynor Ratio
1.28Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
5Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
32Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Oldrich started the discussion Persistent storage / Data serialization in research environment
Is there any option I missed or any plan to implement peristent storage for own...
Oldrich started the discussion Algorithm behave differently when setting even empty CustomSecurityInitializer
I have cryptocurrency algorithm ramwork based algo (Bitfinex, Margin account), which works as...
Oldrich started the discussion Auctions data in Daily resolution (equities)
Hi,
Oldrich left a comment in the discussion Opening-Closing Auction Prices / 20TB, 200M files, and 640 Cores.
Jared BroadÂ
Oldrich left a comment in the discussion Opening-Closing Auction Prices / 20TB, 200M files, and 640 Cores.
I compared quickly research daily bars with Yahoo finnance data and I still see some difference in...
Oldrich left a comment in the discussion Opening-Closing Auction Prices / 20TB, 200M files, and 640 Cores.
That's great news!
Oldrich left a comment in the discussion Auctions data in Daily resolution (equities)
Hi Shile,
Oldrich left a comment in the discussion Market On Close Fill Price
Issue at github for this:
Oldrich left a comment in the discussion Market On Close Fill Price
I have noticed the behaviour as well, it's quite confusing.. I suppose same issue apply to the...
Oldrich left a comment in the discussion Opening-Closing Auction Prices / 20TB, 200M files, and 640 Cores.
Jared BroadÂ
4 years ago