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5.687Net Profit
38.727PSR
0.723Sharpe Ratio
0.062Alpha
-0.033Beta
6.47CAR
7.6Drawdown
64Loss Rate
37Parameters
1Security Types
0.1036Sortino Ratio
224Tradeable Dates
1097Trades
-1.648Treynor Ratio
36Win Rate
10.209Net Profit
57.623PSR
1.189Sharpe Ratio
0.104Alpha
-0.045Beta
11.649CAR
6Drawdown
59Loss Rate
37Parameters
1Security Types
0.1984Sortino Ratio
224Tradeable Dates
1107Trades
-2.055Treynor Ratio
41Win Rate
6.0598PSR
43Parameters
1Security Types
1463Tradeable Dates
Sherry submitted the research Measuring Hope vs. Fear in the S&P500 News
This abstract discusses the measurement of hope and fear in news specifically about the S&P500 companies in early 2020. The research shows that hope and fear have been battling each other in the market, with hope ultimately prevailing. The abstract highlights a specific instance on March 8th where fear was dominant due to the collapse of oil prices and bond yields. The code used to create the chart is available on GitHub, and the research notebook explains the steps taken to plot the instances of fearful and hopeful words in the news. The data used is from QuantConnect's alternative data source, TiingoNews, which provides news articles linked to ticker symbols for trading strategy determination. The abstract encourages readers to draw their own findings from the data and modify the code for further research. It emphasizes the importance of optimism in challenging times and the belief that hope can overcome fear.
Sherry left a comment in the discussion Inspired by the series "From Research to Production" - Long-Short Moving Average Crossover (Manual Universe) + Research Notebook
Hi Emilio,
Sherry left a comment in the discussion Boot Camp "Universe Selection" / "Building our Portfolio " Bug error
Hi Alfred,
Sherry left a comment in the discussion Boot Camp Liquid Universe selection error
Hi Alfred,
5.687Net Profit
38.727PSR
0.723Sharpe Ratio
0.062Alpha
-0.033Beta
6.47CAR
7.6Drawdown
64Loss Rate
37Parameters
1Security Types
0.1036Sortino Ratio
224Tradeable Dates
1097Trades
-1.648Treynor Ratio
36Win Rate
10.209Net Profit
57.623PSR
1.189Sharpe Ratio
0.104Alpha
-0.045Beta
11.649CAR
6Drawdown
59Loss Rate
37Parameters
1Security Types
0.1984Sortino Ratio
224Tradeable Dates
1107Trades
-2.055Treynor Ratio
41Win Rate
6.0598PSR
43Parameters
1Security Types
1463Tradeable Dates
Sherry submitted the research Measuring Hope vs. Fear in the S&P500 News
This abstract discusses the measurement of hope and fear in news specifically about the S&P500 companies in early 2020. The research shows that hope and fear have been battling each other in the market, with hope ultimately prevailing. The abstract highlights a specific instance on March 8th where fear was dominant due to the collapse of oil prices and bond yields. The code used to create the chart is available on GitHub, and the research notebook explains the steps taken to plot the instances of fearful and hopeful words in the news. The data used is from QuantConnect's alternative data source, TiingoNews, which provides news articles linked to ticker symbols for trading strategy determination. The abstract encourages readers to draw their own findings from the data and modify the code for further research. It emphasizes the importance of optimism in challenging times and the belief that hope can overcome fear.
Sherry left a comment in the discussion Typo in Rolling Window boot camp comments?
Hi Maxine,
Sherry left a comment in the discussion Inspired by the series "From Research to Production" - Long-Short Moving Average Crossover (Manual Universe) + Research Notebook
Hi Emilio,
Sherry left a comment in the discussion Boot Camp "Universe Selection" / "Building our Portfolio " Bug error
Hi Alfred,
Sherry left a comment in the discussion Boot Camp Liquid Universe selection error
Hi Alfred,
Sherry left a comment in the discussion Bootcamp "Using our Signal to Flip" not accepting solution
Sherry left a comment in the discussion Taking the Opening range and applying it to a future symbol- stuck
Hi Joshua,
Sherry left a comment in the discussion Typo in Rolling Window boot camp comments?
Hi Maxine,
4 years ago