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0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
2Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Peter started the discussion List Securities with Active Subscriptions
If using AddSecurity/Equity/Option, how can I list out the active subscriptions? Iterating over...
Peter started the discussion Manually Adding and Removing Securities Unexpected Behaviour
I'm seeing some odd outcomes when using manual AddSecurity / RemoveSecurity.
Peter left a comment in the discussion Manually Adding and Removing Securities Unexpected Behaviour
I turned to this method while trying to find a workaround for customizing the update schedule of a...
Peter left a comment in the discussion List Securities with Active Subscriptions
Followed up here:
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
2Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Peter started the discussion List Securities with Active Subscriptions
If using AddSecurity/Equity/Option, how can I list out the active subscriptions? Iterating over...
Peter started the discussion Manually Adding and Removing Securities Unexpected Behaviour
I'm seeing some odd outcomes when using manual AddSecurity / RemoveSecurity.
Peter left a comment in the discussion Manually Adding and Removing Securities Unexpected Behaviour
That looks fantastic! I had no clue I could add multiple universe selectors - this perfectly solves...
Peter left a comment in the discussion Manually Adding and Removing Securities Unexpected Behaviour
I turned to this method while trying to find a workaround for customizing the update schedule of a...
Peter left a comment in the discussion List Securities with Active Subscriptions
Followed up here:
Peter left a comment in the discussion List Securities with Active Subscriptions
Hey Jared,
Peter left a comment in the discussion List Securities with Active Subscriptions
Ah that's unfortunate, I was looking for a way to find the answer backward lookingly (audit the...
Peter left a comment in the discussion List Securities with Active Subscriptions
I believe ActiveSecurities only gets filled if you are adding them in your universe selection. If...
Peter started the discussion AttributeError : 'Option' object has no attribute 'Strike'
Attaching the code snippet below - self.Holdings is a list of Symbols for the securities in my...
Peter started the discussion Options Contracts Universe Selection
From what I have seen, the suggested method of creating options "universes" is to first select...
Peter started the discussion Interupting Backtest
Is there any way to interupt a backtest and keep the results. The only thing I am able to find is a...
Peter started the discussion Data Subscription Limit
What are the implications of manually adjusting the below?
Peter started the discussion HasOptions in Universe Selectors
I've looked through the properties available in the coarse and fine selectors and was not able to...
Peter started the discussion Scheduled Universe Selection with Fundamental Selectors
Is it possible to create a scheduled universe selector that leverages the fundamental universe...
Peter started the discussion Option Margin Requirements
I wanted to create a thread for ressources regarding mechanics of option margins.
Peter started the discussion Book Price Ladder
Are there any plans to build out functionality for Trade Book Depth? I believe you can currently...
Peter left a comment in the discussion Manually Adding and Removing Securities Unexpected Behaviour
That looks fantastic! I had no clue I could add multiple universe selectors - this perfectly solves...
3 years ago