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-102.939Net Profit
0.424PSR
-0.303Sharpe Ratio
-0.37Alpha
1.34Beta
0CAR
100Drawdown
-0.06Loss Rate
0Parameters
1Security Types
101.682Sortino Ratio
0Tradeable Dates
2067Trades
-0.158Treynor Ratio
0.12Win Rate
6.693Net Profit
25.396PSR
0.372Sharpe Ratio
-0.075Alpha
0.846Beta
6.175CAR
34.5Drawdown
37Loss Rate
0Parameters
1Security Types
0.0236Sortino Ratio
0Tradeable Dates
599Trades
0.128Treynor Ratio
63Win Rate
Sunil started the discussion How do risk models work?
I can't get risk models to close out all positions as I would expect. I hope someone here can help...
Sunil started the discussion Python memory leak help
I'm writing my algorithm in python, and my algorithm doesn't complete a run when I execute it over...
Sunil started the discussion How do I debug my backtest?
Hello,
Sunil started the discussion Attempting buy-and-hold with EqualWeightingPortfolioConstructionModel
I'm attempting to implement a buy-and-hold strategy, but my algorithm never appears to hold. It...
-102.939Net Profit
0.424PSR
-0.303Sharpe Ratio
-0.37Alpha
1.34Beta
0CAR
100Drawdown
-0.06Loss Rate
0Parameters
1Security Types
101.682Sortino Ratio
0Tradeable Dates
2067Trades
-0.158Treynor Ratio
0.12Win Rate
6.693Net Profit
25.396PSR
0.372Sharpe Ratio
-0.075Alpha
0.846Beta
6.175CAR
34.5Drawdown
37Loss Rate
0Parameters
1Security Types
0.0236Sortino Ratio
0Tradeable Dates
599Trades
0.128Treynor Ratio
63Win Rate
Sunil started the discussion How do risk models work?
I can't get risk models to close out all positions as I would expect. I hope someone here can help...
Sunil left a comment in the discussion How do risk models work?
Thanks for the suggestion Varad, I did implement my own based on the existing implementation to...
Sunil started the discussion Python memory leak help
I'm writing my algorithm in python, and my algorithm doesn't complete a run when I execute it over...
Sunil started the discussion How do I debug my backtest?
Hello,
Sunil started the discussion Attempting buy-and-hold with EqualWeightingPortfolioConstructionModel
I'm attempting to implement a buy-and-hold strategy, but my algorithm never appears to hold. It...
Sunil started the discussion How to get the current ticker for a symbol
I created a notebook to illustrate a problem showing symbol names. CHV and CVX refer to the same...
Sunil left a comment in the discussion How to get the current ticker for a symbol
Hello Alexandre Catarino
Sunil left a comment in the discussion How to get the current ticker for a symbol
Alexandre Catarino I really appreciate your attempts at helping me. There are things in your code...
Sunil left a comment in the discussion How to get the current ticker for a symbol
Hi David,
Sunil left a comment in the discussion How to get the current ticker for a symbol
Hello Alexandre Catarino
Sunil left a comment in the discussion How to get the current ticker for a symbol
I understand how to get symbols present in the history. Please look again at my example again. I...
Sunil started the discussion Data not accessible in ScheduledUniverseSelectionModel
I'm trying to implement my first algorithm, so please bear with me :)
Sunil left a comment in the discussion How do risk models work?
Thanks for the suggestion Varad, I did implement my own based on the existing implementation to...
2 years ago