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125.477Net Profit
21.866PSR
0.75Sharpe Ratio
0.1Alpha
0.395Beta
12.866CAR
34.3Drawdown
44Loss Rate
25Parameters
2Security Types
0.3795Sortino Ratio
1692Tradeable Dates
72Trades
0.385Treynor Ratio
56Win Rate
26.18Net Profit
0.197PSR
0.199Sharpe Ratio
0.06Alpha
-0.12Beta
2.197CAR
58.2Drawdown
54Loss Rate
14Parameters
1Security Types
0.0213Sortino Ratio
0Tradeable Dates
56294Trades
-0.383Treynor Ratio
46Win Rate
23.865Net Profit
0.179PSR
0.191Sharpe Ratio
0.056Alpha
-0.111Beta
2.022CAR
62.7Drawdown
53Loss Rate
20Parameters
1Security Types
0.0095Sortino Ratio
0Tradeable Dates
25470Trades
-0.388Treynor Ratio
47Win Rate
500.753Net Profit
13.908PSR
0.762Sharpe Ratio
0.098Alpha
0.534Beta
13.482CAR
31.1Drawdown
74Loss Rate
3Parameters
1Security Types
0.4197Sortino Ratio
0Tradeable Dates
222Trades
0.301Treynor Ratio
26Win Rate
0Parameters
0Security Types
2Tradeable Dates
Tamim started the discussion Confusion about SecurityManager
According to the reference, Securities is a Dictionary<Symbol, Security> so you can access...
Tamim started the discussion What happens to active securities when removed from the universe?
If I have active securities that are removed from the universe, are they automatically liquidated?...
Tamim started the discussion Trading View and Quantconnect not matching up
I am running a basic MACD crossover on the EURJPY. I am looking at when the insights are emitted,...
Tamim started the discussion EnterpriseValue
I am getting the error that Fine Fundamental object does not have Enterprise Value. In...
Tamim started the discussion Market order inner workings
If a market order is partially filled, does the algo keep trying to purchase it until is completed?...
125.477Net Profit
21.866PSR
0.75Sharpe Ratio
0.1Alpha
0.395Beta
12.866CAR
34.3Drawdown
44Loss Rate
25Parameters
2Security Types
0.3795Sortino Ratio
1692Tradeable Dates
72Trades
0.385Treynor Ratio
56Win Rate
26.18Net Profit
0.197PSR
0.199Sharpe Ratio
0.06Alpha
-0.12Beta
2.197CAR
58.2Drawdown
54Loss Rate
14Parameters
1Security Types
0.0213Sortino Ratio
0Tradeable Dates
56294Trades
-0.383Treynor Ratio
46Win Rate
23.865Net Profit
0.179PSR
0.191Sharpe Ratio
0.056Alpha
-0.111Beta
2.022CAR
62.7Drawdown
53Loss Rate
20Parameters
1Security Types
0.0095Sortino Ratio
0Tradeable Dates
25470Trades
-0.388Treynor Ratio
47Win Rate
500.753Net Profit
13.908PSR
0.762Sharpe Ratio
0.098Alpha
0.534Beta
13.482CAR
31.1Drawdown
74Loss Rate
3Parameters
1Security Types
0.4197Sortino Ratio
0Tradeable Dates
222Trades
0.301Treynor Ratio
26Win Rate
0Parameters
0Security Types
2Tradeable Dates
0.349Net Profit
21.071PSR
0.123Sharpe Ratio
0.006Alpha
-0.005Beta
0.509CAR
5.4Drawdown
47Loss Rate
29Parameters
1Security Types
0.0204Sortino Ratio
0Tradeable Dates
72Trades
-0.923Treynor Ratio
53Win Rate
-3.962Net Profit
5.91PSR
-0.766Sharpe Ratio
-0.048Alpha
-0.024Beta
-6.542CAR
6.3Drawdown
56Loss Rate
16Parameters
1Security Types
-0.0819Sortino Ratio
0Tradeable Dates
140Trades
2.131Treynor Ratio
44Win Rate
-5.789Net Profit
2.578PSR
-1.271Sharpe Ratio
-0.069Alpha
-0.046Beta
-9.461CAR
7.2Drawdown
65Loss Rate
15Parameters
1Security Types
-0.2789Sortino Ratio
0Tradeable Dates
41Trades
1.625Treynor Ratio
35Win Rate
0.412Net Profit
25.805PSR
0.084Sharpe Ratio
-0.019Alpha
0.218Beta
0.82CAR
9.1Drawdown
100Loss Rate
7Parameters
1Security Types
0Sortino Ratio
129Tradeable Dates
3Trades
0.038Treynor Ratio
0Win Rate
-0.97Net Profit
0PSR
-1.663Sharpe Ratio
-0.018Alpha
0Beta
-1.672CAR
1.3Drawdown
100Loss Rate
4Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
2Trades
-51.837Treynor Ratio
0Win Rate
-0.662Net Profit
0.012PSR
-1.185Sharpe Ratio
-0.014Alpha
0.001Beta
-1.142CAR
1Drawdown
100Loss Rate
2Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
2Trades
-19.084Treynor Ratio
0Win Rate
0Parameters
0Security Types
4Tradeable Dates
-100.021Net Profit
0PSR
-0.41Sharpe Ratio
-0.387Alpha
2.249Beta
0CAR
100Drawdown
97Loss Rate
9Parameters
1Security Types
-0.4943Sortino Ratio
0Tradeable Dates
29140Trades
-0.445Treynor Ratio
3Win Rate
-3.164Net Profit
22.098PSR
-0.243Sharpe Ratio
-0.107Alpha
0.291Beta
-9.517CAR
19.7Drawdown
54Loss Rate
0Parameters
3Security Types
0.5731Sortino Ratio
205Tradeable Dates
72Trades
-0.212Treynor Ratio
46Win Rate
0Parameters
0Security Types
91Tradeable Dates
Tamim started the discussion Confusion about SecurityManager
According to the reference, Securities is a Dictionary<Symbol, Security> so you can access...
Tamim started the discussion What happens to active securities when removed from the universe?
If I have active securities that are removed from the universe, are they automatically liquidated?...
Tamim started the discussion Trading View and Quantconnect not matching up
I am running a basic MACD crossover on the EURJPY. I am looking at when the insights are emitted,...
Tamim started the discussion EnterpriseValue
I am getting the error that Fine Fundamental object does not have Enterprise Value. In...
Tamim started the discussion Market order inner workings
If a market order is partially filled, does the algo keep trying to purchase it until is completed?...
Tamim left a comment in the discussion InternFund Begins Live Trading
I just ran it, and the reason it works is because 99% of the time, the only call options with a low...
Tamim left a comment in the discussion InternFund Begins Live Trading
For the option straddle strategy, it only gets the option with the absolute lowest strike price....
Tamim left a comment in the discussion Trading View and Quantconnect not matching up
I have put a log message in the Update function in the Alpha Model and it seems it is only getting...
Tamim left a comment in the discussion InternFund Begins Live Trading
Shile,
Tamim left a comment in the discussion Market order inner workings
If that is the case, why does the model above record how many shares are left to order? And in back...
4 years ago