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-0.48Net Profit
1.078PSR
0.156Sharpe Ratio
0.056Alpha
-0.081Beta
-0.096CAR
51Drawdown
-0.55Loss Rate
24Parameters
0Security Types
0Tradeable Dates
5455Trades
-0.607Treynor Ratio
0.54Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
3Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
251Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
9.244Net Profit
1.172PSR
0.166Sharpe Ratio
0.017Alpha
0.023Beta
1.784CAR
18.4Drawdown
-0.68Loss Rate
63Parameters
0Security Types
0.156Sortino Ratio
1259Tradeable Dates
1110Trades
0.795Treynor Ratio
1.1Win Rate
Papa started the discussion Qty. for Market Orders using remaining margin
If you're not using alpha framework and looking for a way to order quantity based on a percentage...
Papa started the discussion Chart Quotas Custom charts - way to increase quotas?
Dear QC Community,
Papa started the discussion Market Breadth Indicator question
Hi QC Community, Web developer turned novice here trying to get average momentum percentage from a...
Papa started the discussion TrSum Volatility Indicator Implementation
I'd like to share an implementation of the trSum indicator, which is a useful measure of volatility...
-0.48Net Profit
1.078PSR
0.156Sharpe Ratio
0.056Alpha
-0.081Beta
-0.096CAR
51Drawdown
-0.55Loss Rate
24Parameters
0Security Types
0Tradeable Dates
5455Trades
-0.607Treynor Ratio
0.54Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
3Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
251Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
9.244Net Profit
1.172PSR
0.166Sharpe Ratio
0.017Alpha
0.023Beta
1.784CAR
18.4Drawdown
-0.68Loss Rate
63Parameters
0Security Types
0.156Sortino Ratio
1259Tradeable Dates
1110Trades
0.795Treynor Ratio
1.1Win Rate
Papa left a comment in the discussion Help with Portfolio Construction Model - Issue with PortfolioTarget.Percent() and Execution Prices
Below is a custom FixedPercentagePortfolioConstructionModel that implements this solution:
Papa started the discussion Qty. for Market Orders using remaining margin
If you're not using alpha framework and looking for a way to order quantity based on a percentage...
Papa started the discussion Chart Quotas Custom charts - way to increase quotas?
Dear QC Community,
Papa started the discussion Market Breadth Indicator question
Hi QC Community, Web developer turned novice here trying to get average momentum percentage from a...
Papa started the discussion TrSum Volatility Indicator Implementation
I'd like to share an implementation of the trSum indicator, which is a useful measure of volatility...
Papa started the discussion Extended Hours Overnight Trading 24/5
Wondering if QC is looking into extending extended hours for select securities? specifically: (...
Papa left a comment in the discussion Crypto Coarse Universe Selection is now Available
any update on the market cap data set?
Papa left a comment in the discussion Crypto market cap
anu update here?
Papa left a comment in the discussion Algorithm Framework with multiple alpha and universe selection models
Hi Shile, what about chained universes within the algorithm framework?
Papa left a comment in the discussion Finviz screener with Quantconnect
Yes, you can use Finviz screeners to filter stocks based on your criteria and then use QuantConnect...
Papa left a comment in the discussion Bollinger Band with EMA
Hey Zheng,
Papa left a comment in the discussion Help with Portfolio Construction Model - Issue with PortfolioTarget.Percent() and Execution Prices
Below is a custom FixedPercentagePortfolioConstructionModel that implements this solution:
9 days ago