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0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
1008Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Sebastian started the discussion RollingWindow: Coding questions
Hi there,
Sebastian left a comment in the discussion RollingWindow: Coding questions
Hi, thanks for fixing my bugs. I would have not be able to find the lower case by myself. I will...
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
1008Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Sebastian started the discussion RollingWindow: Coding questions
Hi there,
Sebastian left a comment in the discussion Leveraged ETF Mean Reversion (160% Compounding)
Hi, nice numbers. I have looked into your algo and found a lot of parameters with odd numbers. How...
Sebastian left a comment in the discussion RollingWindow: Coding questions
Hi, thanks for fixing my bugs. I would have not be able to find the lower case by myself. I will...
Sebastian left a comment in the discussion Leveraged ETF Mean Reversion (160% Compounding)
Hi, nice numbers. I have looked into your algo and found a lot of parameters with odd numbers. How...
6 years ago