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3842.072Net Profit
92.346PSR
2.564Sharpe Ratio
0.943Alpha
1.897Beta
103.315CAR
40.9Drawdown
-0.61Loss Rate
8Parameters
1Security Types
2.414Sortino Ratio
1303Tradeable Dates
2280Trades
0.699Treynor Ratio
0.79Win Rate
923.102Net Profit
29.155PSR
1.087Sharpe Ratio
-0.084Alpha
0.786Beta
57.252CAR
91.8Drawdown
-0.39Loss Rate
12Parameters
1Security Types
1.013Sortino Ratio
1875Tradeable Dates
25985Trades
1.027Treynor Ratio
0.66Win Rate
8792.703Net Profit
76.114PSR
1.933Sharpe Ratio
1.253Alpha
-0.154Beta
138.186CAR
83.8Drawdown
-1.51Loss Rate
36Parameters
2Security Types
2.847Sortino Ratio
1887Tradeable Dates
20Trades
-8.015Treynor Ratio
2901.77Win Rate
-38.734Net Profit
0.021PSR
-0.41Sharpe Ratio
-0.067Alpha
0.008Beta
-9.324CAR
43.2Drawdown
-0.11Loss Rate
4Parameters
1Security Types
-0.71Sortino Ratio
0Tradeable Dates
10871Trades
-7.911Treynor Ratio
0.14Win Rate
14.811Net Profit
92.116PSR
4.447Sharpe Ratio
0.639Alpha
-0.087Beta
74.02CAR
4Drawdown
-0.02Loss Rate
5Parameters
0Security Types
8.067Sortino Ratio
0Tradeable Dates
1059Trades
-7.05Treynor Ratio
0.07Win Rate
Sheikh started the discussion How to Generate Insights for Top 10 and Bottom 10
Hello,
Sheikh started the discussion Insight Count increasing daily for Top 5 and Bottom 5
Hello Varad kabade,
Sheikh started the discussion Please add targets attribute to the notification payload
Hi QCSupport,
Sheikh started the discussion Machine Learning SPY ETF
Hello QC Support,
Sheikh started the discussion AccumulationDistribution does not support the `Update(DateTime, decimal)` method
Hi QC Support:
3842.072Net Profit
92.346PSR
2.564Sharpe Ratio
0.943Alpha
1.897Beta
103.315CAR
40.9Drawdown
-0.61Loss Rate
8Parameters
1Security Types
2.414Sortino Ratio
1303Tradeable Dates
2280Trades
0.699Treynor Ratio
0.79Win Rate
923.102Net Profit
29.155PSR
1.087Sharpe Ratio
-0.084Alpha
0.786Beta
57.252CAR
91.8Drawdown
-0.39Loss Rate
12Parameters
1Security Types
1.013Sortino Ratio
1875Tradeable Dates
25985Trades
1.027Treynor Ratio
0.66Win Rate
8792.703Net Profit
76.114PSR
1.933Sharpe Ratio
1.253Alpha
-0.154Beta
138.186CAR
83.8Drawdown
-1.51Loss Rate
36Parameters
2Security Types
2.847Sortino Ratio
1887Tradeable Dates
20Trades
-8.015Treynor Ratio
2901.77Win Rate
-38.734Net Profit
0.021PSR
-0.41Sharpe Ratio
-0.067Alpha
0.008Beta
-9.324CAR
43.2Drawdown
-0.11Loss Rate
4Parameters
1Security Types
-0.71Sortino Ratio
0Tradeable Dates
10871Trades
-7.911Treynor Ratio
0.14Win Rate
14.811Net Profit
92.116PSR
4.447Sharpe Ratio
0.639Alpha
-0.087Beta
74.02CAR
4Drawdown
-0.02Loss Rate
5Parameters
0Security Types
8.067Sortino Ratio
0Tradeable Dates
1059Trades
-7.05Treynor Ratio
0.07Win Rate
Sheikh started the discussion How to Generate Insights for Top 10 and Bottom 10
Hello,
Sheikh started the discussion Insight Count increasing daily for Top 5 and Bottom 5
Hello Varad kabade,
Sheikh started the discussion Please add targets attribute to the notification payload
Hi QCSupport,
Sheikh started the discussion Machine Learning SPY ETF
Hello QC Support,
Sheikh started the discussion AccumulationDistribution does not support the `Update(DateTime, decimal)` method
Hi QC Support:
Sheikh started the discussion Machine Learning Crypto Algo
Hi QC Community,
Sheikh started the discussion Price Action Long Short SPY ETF Algo
Hi QC Community,
Sheikh started the discussion RFE: Backtest meta-data availability to Alpha Streams clients
Hi QC,
Sheikh started the discussion Billion Dollar Cryptocurrency Strategy Python
Hi QC Community,
Sheikh started the discussion Converting Rolling Window to DataFrame
Hello QC Support,
Sheikh started the discussion Multiple Alphas in a Single Algo
Hi QC Support,
Sheikh started the discussion Train ML model on dates prior to backtest start date
Hello QC Support,
Sheikh started the discussion Hedged Equity Algo
Hello QC Community!
Sheikh left a comment in the discussion Machine Learning Crypto Algo
(Thanks Varad)
Sheikh left a comment in the discussion Billion Dollar Cryptocurrency Strategy Python
Thanks for all of your responses on my support requests, Louis!
Sheikh left a comment in the discussion Multiple Alphas in a Single Algo
Thanks for all of your responses on my support requests, Varad!
Sheikh left a comment in the discussion Machine Learning Crypto Algo
Hi Varade,
Sheikh left a comment in the discussion Price Action Long Short SPY ETF Algo
Sorry, attached is the code / algo. Thanks.
Sheikh left a comment in the discussion Hedged Equity Algo
Thanks guys, Spacetime & Vladimir!
3 years ago