Svanik Dani
Quant
Date Joined
3rd March, 2021
Bootcamp progress
28% Complete
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2022-11-26 04:22:17
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Public Backtests (8)
View More4373.436Net Profit
4.003PSR
0.687Sharpe Ratio
0.154Alpha
2.175Beta
29.757CAR
63.4Drawdown
-6.22Loss Rate
0Parameters
0Security Types
3668Tradeable Dates
1123Trades
0.158Treynor Ratio
6.32Win Rate
63.292Net Profit
88.172PSR
1.288Sharpe Ratio
0.074Alpha
0.026Beta
13.046CAR
5.1Drawdown
-0.56Loss Rate
0Parameters
0Security Types
1008Tradeable Dates
540Trades
2.98Treynor Ratio
0.74Win Rate
-2.19Net Profit
0.345PSR
-0.158Sharpe Ratio
0.004Alpha
-0.218Beta
-0.405CAR
47.9Drawdown
-2.97Loss Rate
0Parameters
0Security Types
1372Tradeable Dates
114Trades
0.089Treynor Ratio
2.11Win Rate
84.845Net Profit
30.031PSR
0.61Sharpe Ratio
0.033Alpha
0.273Beta
11.924CAR
23.5Drawdown
-2.05Loss Rate
0Parameters
0Security Types
1372Tradeable Dates
42Trades
0.228Treynor Ratio
7.67Win Rate
83.895Net Profit
28.781PSR
0.598Sharpe Ratio
0.035Alpha
0.246Beta
11.818CAR
23.5Drawdown
-2.61Loss Rate
0Parameters
0Security Types
1372Tradeable Dates
74Trades
0.251Treynor Ratio
4.67Win Rate
Community
View More4373.436Net Profit
4.003PSR
0.687Sharpe Ratio
0.154Alpha
2.175Beta
29.757CAR
63.4Drawdown
-6.22Loss Rate
0Parameters
0Security Types
3668Tradeable Dates
1123Trades
0.158Treynor Ratio
6.32Win Rate
63.292Net Profit
88.172PSR
1.288Sharpe Ratio
0.074Alpha
0.026Beta
13.046CAR
5.1Drawdown
-0.56Loss Rate
0Parameters
0Security Types
1008Tradeable Dates
540Trades
2.98Treynor Ratio
0.74Win Rate
-2.19Net Profit
0.345PSR
-0.158Sharpe Ratio
0.004Alpha
-0.218Beta
-0.405CAR
47.9Drawdown
-2.97Loss Rate
0Parameters
0Security Types
1372Tradeable Dates
114Trades
0.089Treynor Ratio
2.11Win Rate
84.845Net Profit
30.031PSR
0.61Sharpe Ratio
0.033Alpha
0.273Beta
11.924CAR
23.5Drawdown
-2.05Loss Rate
0Parameters
0Security Types
1372Tradeable Dates
42Trades
0.228Treynor Ratio
7.67Win Rate
83.895Net Profit
28.781PSR
0.598Sharpe Ratio
0.035Alpha
0.246Beta
11.818CAR
23.5Drawdown
-2.61Loss Rate
0Parameters
0Security Types
1372Tradeable Dates
74Trades
0.251Treynor Ratio
4.67Win Rate
100.205Net Profit
39.975PSR
0.716Sharpe Ratio
0.044Alpha
0.273Beta
13.574CAR
23.5Drawdown
-1.69Loss Rate
0Parameters
0Security Types
1372Tradeable Dates
70Trades
0.269Treynor Ratio
4.01Win Rate
-120.632Net Profit
22.203PSR
0.893Sharpe Ratio
1.741Alpha
9.718Beta
0CAR
102.3Drawdown
-12.01Loss Rate
0Parameters
0Security Types
1370Tradeable Dates
366Trades
0.231Treynor Ratio
246.14Win Rate
102.922Net Profit
36.057PSR
0.696Sharpe Ratio
0.056Alpha
0.195Beta
13.87CAR
11.9Drawdown
-0.14Loss Rate
32Parameters
0Security Types
1370Tradeable Dates
1855Trades
0.39Treynor Ratio
0.21Win Rate
Svanik left a comment in the discussion Volatility-Adjusted Means
Hi John, Thank you for your insightful feedback on our strategy! I appreciate your suggestion...
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Svanik left a comment in the discussion Volatility-Adjusted Means
Hi John, Thank you for your insightful feedback on our strategy! I appreciate your suggestion...
1 months ago