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0.384Net Profit
64.232PSR
2.869Sharpe Ratio
0.033Alpha
0.173Beta
10.008CAR
0.3Drawdown
0Loss Rate
1Parameters
0Security Types
218.859Sortino Ratio
11Tradeable Dates
1Trades
0.236Treynor Ratio
0Win Rate
Raul started the discussion Backtesting results - Key Statistics. Methods?
Hi all,
Raul started the discussion Data specifications: QUANTQUOTE exisists?
Hi all,
Raul left a comment in the discussion Is it possible to download the daily PnL from the backtest?
Hi Jing,
Raul left a comment in the discussion Is it possible to download the daily PnL from the backtest?
Hi Jing,
0.384Net Profit
64.232PSR
2.869Sharpe Ratio
0.033Alpha
0.173Beta
10.008CAR
0.3Drawdown
0Loss Rate
1Parameters
0Security Types
218.859Sortino Ratio
11Tradeable Dates
1Trades
0.236Treynor Ratio
0Win Rate
Raul started the discussion Backtesting results - Key Statistics. Methods?
Hi all,
Raul started the discussion Data specifications: QUANTQUOTE exisists?
Hi all,
Raul left a comment in the discussion QC-IB Webinar: Pairs Trading with Python
If you get the following error
Raul left a comment in the discussion Is it possible to download the daily PnL from the backtest?
Hi Jing,
Raul left a comment in the discussion Is it possible to download the daily PnL from the backtest?
Hi Jing,
Raul left a comment in the discussion How can I download data?
Thank you all,
Raul left a comment in the discussion QC-IB Webinar: Pairs Trading with Python
If you get the following error
3 years ago