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74.214Net Profit
89.183PSR
1.596Sharpe Ratio
0.053Alpha
1.097Beta
37.728CAR
12.8Drawdown
28Loss Rate
0Parameters
1Security Types
1.963Sortino Ratio
0Tradeable Dates
1794Trades
0.187Treynor Ratio
72Win Rate
74.214Net Profit
89.183PSR
1.596Sharpe Ratio
0.053Alpha
1.097Beta
37.728CAR
12.8Drawdown
28Loss Rate
0Parameters
1Security Types
1.963Sortino Ratio
0Tradeable Dates
1794Trades
0.187Treynor Ratio
72Win Rate
Piyush left a comment in the discussion Intraday Application of Hidden Markov Models
Hey!I was wondering why did you choose “n_components=3”. I tried your code with...
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Piyush left a comment in the discussion Intraday Application of Hidden Markov Models
Hey!I was wondering why did you choose “n_components=3”. I tried your code with...
6 months ago