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-13.597Net Profit
1.414PSR
-0.489Sharpe Ratio
-0.073Alpha
0.122Beta
-6.638CAR
24.5Drawdown
-0.14Loss Rate
6Parameters
0Security Types
534Tradeable Dates
1073Trades
-0.593Treynor Ratio
0.15Win Rate
-13.597Net Profit
1.414PSR
-0.489Sharpe Ratio
-0.073Alpha
0.122Beta
-6.638CAR
24.5Drawdown
-0.14Loss Rate
6Parameters
0Security Types
534Tradeable Dates
1073Trades
-0.593Treynor Ratio
0.15Win Rate
Roni left a comment in the discussion Greeks and IV Implementation
This is amazing! thanks for posting it. That's a great starting point for option trading.
Roni left a comment in the discussion Greeks and IV Implementation
This is amazing! thanks for posting it. That's a great starting point for option trading.
2 months ago