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3401.318Net Profit
88.234PSR
1.501Sharpe Ratio
0.28Alpha
0.162Beta
34.468CAR
19.4Drawdown
-1.07Loss Rate
0Parameters
1Security Types
2.2Sortino Ratio
3020Tradeable Dates
381Trades
1.862Treynor Ratio
2.64Win Rate
Thunder started the discussion Import VIX Options Chain
Hello,
Thunder left a comment in the discussion Intersection of ROC comparison using OUT_DAY approach
@T Smith ,
Thunder left a comment in the discussion Intersection of ROC comparison using OUT_DAY approach
Vladimir
Thunder left a comment in the discussion Intersection of ROC comparison using OUT_DAY approach
All,
3401.318Net Profit
88.234PSR
1.501Sharpe Ratio
0.28Alpha
0.162Beta
34.468CAR
19.4Drawdown
-1.07Loss Rate
0Parameters
1Security Types
2.2Sortino Ratio
3020Tradeable Dates
381Trades
1.862Treynor Ratio
2.64Win Rate
Thunder started the discussion Import VIX Options Chain
Hello,
Thunder left a comment in the discussion Intersection of ROC comparison using OUT_DAY approach
Hello, Vladimir and Menno Dreischor
Thunder left a comment in the discussion Intersection of ROC comparison using OUT_DAY approach
@T Smith ,
Thunder left a comment in the discussion Intersection of ROC comparison using OUT_DAY approach
Vladimir
Thunder left a comment in the discussion Intersection of ROC comparison using OUT_DAY approach
All,
Thunder left a comment in the discussion Intersection of ROC comparison using OUT_DAY approach
Guy Fleury - You are going to need to be very careful with TQQQ. I'd recommend a 2x or keeping...
Thunder left a comment in the discussion Intersection of ROC comparison using OUT_DAY approach
Ikezi Kamanu and Leandro Maia
Thunder started the discussion Ways to calculate or measure second order greeks?
Hello,
Thunder started the discussion Sentiment and style rotation effect in stocks
Hello,
Thunder left a comment in the discussion Intersection of ROC comparison using OUT_DAY approach
Hello, Vladimir and Menno Dreischor
3 years ago