spacetime
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Date Joined
4th September, 2018
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Public Backtests (12)
View More0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
8Parameters
2Security Types
0Sortino Ratio
34Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
29.617Net Profit
90.98PSR
2.341Sharpe Ratio
0.065Alpha
0.581Beta
29.709CAR
4.6Drawdown
-0.56Loss Rate
45Parameters
0Security Types
3.523Sortino Ratio
366Tradeable Dates
28Trades
0.324Treynor Ratio
3.61Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
6Parameters
1Security Types
0Sortino Ratio
2Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
32.7Net Profit
83.655PSR
2.039Sharpe Ratio
0Alpha
0.989Beta
32.804CAR
6.9Drawdown
0Loss Rate
44Parameters
0Security Types
3.243Sortino Ratio
366Tradeable Dates
1Trades
0.213Treynor Ratio
0Win Rate
Community
View Morespacetime started the discussion Divergence, Convergence, Correlation - Futures Treasury and Futures Index Price
How do we calculate divergence, convergence and correlation for futures treasury spreads and...
spacetime left a comment in the discussion Is reduce() function available in Quantconnect?
Hi Andres Arizpe ,
spacetime left a comment in the discussion Is reduce() function available in Quantconnect?
Hi Andres Arizpe ,
spacetime left a comment in the discussion Help Adding Data For Micro WTI Futures Contract
Hi AegeanFutures ,
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
8Parameters
2Security Types
0Sortino Ratio
34Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
29.617Net Profit
90.98PSR
2.341Sharpe Ratio
0.065Alpha
0.581Beta
29.709CAR
4.6Drawdown
-0.56Loss Rate
45Parameters
0Security Types
3.523Sortino Ratio
366Tradeable Dates
28Trades
0.324Treynor Ratio
3.61Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
6Parameters
1Security Types
0Sortino Ratio
2Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
32.7Net Profit
83.655PSR
2.039Sharpe Ratio
0Alpha
0.989Beta
32.804CAR
6.9Drawdown
0Loss Rate
44Parameters
0Security Types
3.243Sortino Ratio
366Tradeable Dates
1Trades
0.213Treynor Ratio
0Win Rate
86.306Net Profit
44.147PSR
1.002Sharpe Ratio
0.008Alpha
0.876Beta
23.636CAR
33.4Drawdown
-0.04Loss Rate
44Parameters
2Security Types
1.183Sortino Ratio
1072Tradeable Dates
16Trades
0.195Treynor Ratio
17.2Win Rate
-0.351Net Profit
0.869PSR
-0.867Sharpe Ratio
-0.002Alpha
0.001Beta
-0.319CAR
0.4Drawdown
-0.02Loss Rate
44Parameters
2Security Types
-1.27Sortino Ratio
401Tradeable Dates
6Trades
-3.276Treynor Ratio
0Win Rate
41.552Net Profit
76.814PSR
1.684Sharpe Ratio
-0.008Alpha
1.001Beta
28.677CAR
9.5Drawdown
0Loss Rate
1Parameters
1Security Types
0Sortino Ratio
349Tradeable Dates
1Trades
0.199Treynor Ratio
0Win Rate
4010.678Net Profit
98.199PSR
5.854Sharpe Ratio
1.717Alpha
0.6Beta
653.142CAR
41.7Drawdown
-5.95Loss Rate
43Parameters
0Security Types
12.415Sortino Ratio
671Tradeable Dates
43Trades
7.076Treynor Ratio
65.14Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
79.132Net Profit
75.778PSR
1.505Sharpe Ratio
0.187Alpha
-0.041Beta
21.427CAR
13.4Drawdown
-0.61Loss Rate
7Parameters
0Security Types
1.805Sortino Ratio
756Tradeable Dates
130Trades
-4.399Treynor Ratio
1.43Win Rate
598.138Net Profit
75.722PSR
5.82Sharpe Ratio
9.185Alpha
-1.662Beta
339.686CAR
68.8Drawdown
-12.28Loss Rate
11Parameters
1Security Types
3.743Sortino Ratio
330Tradeable Dates
138Trades
-5.287Treynor Ratio
-29.02Win Rate
spacetime started the discussion Divergence, Convergence, Correlation - Futures Treasury and Futures Index Price
How do we calculate divergence, convergence and correlation for futures treasury spreads and...
spacetime left a comment in the discussion Divergence, Convergence, Correlation - Futures Treasury and Futures Index Price
Derek Melchin ,
spacetime left a comment in the discussion Is reduce() function available in Quantconnect?
Hi Andres Arizpe ,
spacetime left a comment in the discussion Is reduce() function available in Quantconnect?
Hi Andres Arizpe ,
spacetime left a comment in the discussion Help Adding Data For Micro WTI Futures Contract
Hi AegeanFutures ,
spacetime left a comment in the discussion From Research To Production: Long Short-Term Memory
Vladimir,
spacetime left a comment in the discussion From Research To Production: Long Short-Term Memory
Hi Vladimir,
spacetime started the discussion Trying to retrieve an element from a collection using a key that does not exist in that collection throws a KeyError exception.
https://www.quantconnect.com/tutorials/strategy-library/can-crude-oil-predict-equity-returns
spacetime started the discussion Futures Trading EMA Crossover
Hello,
spacetime started the discussion SPY, Minute The issue starts from Dec 1st, 2018; and continues until now
Hi,
spacetime started the discussion Error: TWS version 968 is not installed __ You must install the offline version of TWS/Gateway __ IBController does not work with the auto-updating TWS/Gateway
I am trying to get LEAN working "locally". (still have to ask IB support to turn on live...
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spacetime left a comment in the discussion Divergence, Convergence, Correlation - Futures Treasury and Futures Index Price
Derek Melchin ,
2 years ago