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-9.044Net Profit
2.164PSR
-1.423Sharpe Ratio
-0.131Alpha
-0.058Beta
-20.398CAR
14.9Drawdown
-0.47Loss Rate
12Parameters
0Security Types
126Tradeable Dates
62Trades
2.449Treynor Ratio
9.09Win Rate
Vytautas started the discussion Buy futures from consolidation of index
Hi,I create 15 min SPX Index consolidation and based on this data try to buy SP500EMini.My code not...
Vytautas started the discussion Multi timeframe; Multi alphas; Multi symbol model
Hi, I've been digging into creating very hybrid models consisting of multiple alpha models, each...
Vytautas started the discussion Managing multiple independent Alpha Models
Hi, what is the best way to manage orders from multiple alpha models that are independent? Problem:...
Vytautas started the discussion Limit Order Working Shady On Hybrid Framework
Hey,I am creating a hybrid framework algorithm and so far it works as expected until I try to add a...
-9.044Net Profit
2.164PSR
-1.423Sharpe Ratio
-0.131Alpha
-0.058Beta
-20.398CAR
14.9Drawdown
-0.47Loss Rate
12Parameters
0Security Types
126Tradeable Dates
62Trades
2.449Treynor Ratio
9.09Win Rate
Vytautas started the discussion Buy futures from consolidation of index
Hi,I create 15 min SPX Index consolidation and based on this data try to buy SP500EMini.My code not...
Vytautas started the discussion Multi timeframe; Multi alphas; Multi symbol model
Hi, I've been digging into creating very hybrid models consisting of multiple alpha models, each...
Vytautas started the discussion Managing multiple independent Alpha Models
Hi, what is the best way to manage orders from multiple alpha models that are independent? Problem:...
Vytautas started the discussion Limit Order Working Shady On Hybrid Framework
Hey,I am creating a hybrid framework algorithm and so far it works as expected until I try to add a...
Vytautas left a comment in the discussion Managing multiple independent Alpha Models
Mia, could you give please an example of a more complex portfolio construction model which can...
Vytautas left a comment in the discussion Managing multiple independent Alpha Models
Source model is really okay, I can return insight with the source model simply by writing...
Vytautas left a comment in the discussion Managing multiple independent Alpha Models
Mia, could you give please an example of a more complex portfolio construction model which can...
1 years ago