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0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
44Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Timo left a comment in the discussion Intraday VIX Data (Available through options and visible in Data Manager) but not through Index?
Could it be that there is some data missing for the VIX index?
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
44Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Timo left a comment in the discussion VIX, Daily The issue starts from Mar 23rd, 2021; and continues until May 6th, 2021
Suggest to use the attached code to verify the issue. Note that it uses the default (minute)...
Timo left a comment in the discussion Intraday VIX Data (Available through options and visible in Data Manager) but not through Index?
Could it be that there is some data missing for the VIX index?
Timo left a comment in the discussion VIX, Daily The issue starts from Mar 23rd, 2021; and continues until May 6th, 2021
Suggest to use the attached code to verify the issue. Note that it uses the default (minute)...
3 years ago