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1.487Net Profit
15.988PSR
-2.673Sharpe Ratio
-0.038Alpha
-0.01Beta
0.819CAR
2Drawdown
-0.31Loss Rate
0Parameters
0Security Types
0Tradeable Dates
503Trades
3.98Treynor Ratio
0.32Win Rate
1.487Net Profit
15.988PSR
-2.673Sharpe Ratio
-0.038Alpha
-0.01Beta
0.819CAR
2Drawdown
-0.31Loss Rate
0Parameters
0Security Types
0Tradeable Dates
503Trades
3.98Treynor Ratio
0.32Win Rate
The Open-Quant League is a quarterly competition between universities and investment clubs for the best-performing strategy. The previous quarter's code is open-sourced, and competitors must adapt to survive.
Get this certificate by participating in our Open Quant League
The Open-Quant League is a quarterly competition between universities and investment clubs for the best-performing strategy. The previous quarter's code is open-sourced, and competitors must adapt to survive.
Get this certificate by participating in our Open Quant League
The Open-Quant League is a quarterly competition between universities and investment clubs for the best-performing strategy. The previous quarter's code is open-sourced, and competitors must adapt to survive.
Get this certificate by participating in our Open Quant League