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15Parameters
0Security Types
3Tradeable Dates
-1.73Net Profit
-0.072Sharpe Ratio
0.307Alpha
-15.891Beta
-1.845CAR
18.9Drawdown
100Loss Rate
6Parameters
1Security Types
-0.7912Sortino Ratio
236Tradeable Dates
33Trades
0.001Treynor Ratio
0Win Rate
Sachin started the discussion Question – Getting specific option data efficiently
Hello,
Sachin started the discussion Question - Equity, Holding and Volume values with DataNormalizationMode.Raw
Why do I see differnce in Equity, Holding and Volume values if I add the following:
Sachin left a comment in the discussion AddOption Daily Resolution not working
Thank you Jared for correcting me and providing insight.
Sachin left a comment in the discussion Question – Getting specific option data efficiently
Thank you Rahul for the answer and pointer. I will try that.
15Parameters
0Security Types
3Tradeable Dates
-1.73Net Profit
-0.072Sharpe Ratio
0.307Alpha
-15.891Beta
-1.845CAR
18.9Drawdown
100Loss Rate
6Parameters
1Security Types
-0.7912Sortino Ratio
236Tradeable Dates
33Trades
0.001Treynor Ratio
0Win Rate
Sachin left a comment in the discussion Option Premium Price using the OptionChainProvider.GetOptionContractList Method
Hi Derek,
Sachin started the discussion Question – Getting specific option data efficiently
Hello,
Sachin started the discussion Question - Equity, Holding and Volume values with DataNormalizationMode.Raw
Why do I see differnce in Equity, Holding and Volume values if I add the following:
Sachin left a comment in the discussion AddOption Daily Resolution not working
Thank you Jared for correcting me and providing insight.
Sachin left a comment in the discussion Question – Getting specific option data efficiently
Thank you Rahul for the answer and pointer. I will try that.
Sachin left a comment in the discussion AddOption Daily Resolution not working
In my experience, only Second resolution works for Options. If you need hourly or daily data to...
Sachin left a comment in the discussion New Algorithm Creator
Thanks Liang for the reply and suggestions. I will check it out.
Sachin left a comment in the discussion New Algorithm Creator
Hello,
Sachin left a comment in the discussion Option Premium Price using the OptionChainProvider.GetOptionContractList Method
Hi Derek,
1 years ago