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941.821Net Profit
17.809PSR
0.733Sharpe Ratio
0.032Alpha
0.87Beta
16.795CAR
29.8Drawdown
-0.78Loss Rate
23Parameters
0Security Types
3794Tradeable Dates
921Trades
0.124Treynor Ratio
0.86Win Rate
1521.511Net Profit
23.398PSR
0.803Sharpe Ratio
0Alpha
0Beta
20.269CAR
30.8Drawdown
-4.17Loss Rate
16Parameters
0Security Types
3794Tradeable Dates
109Trades
0Treynor Ratio
7.79Win Rate
1629.776Net Profit
26.823PSR
0.828Sharpe Ratio
0Alpha
0Beta
20.785CAR
29.7Drawdown
-3.41Loss Rate
16Parameters
0Security Types
3794Tradeable Dates
109Trades
0Treynor Ratio
7.75Win Rate
1410.987Net Profit
19.731PSR
0.773Sharpe Ratio
0Alpha
0Beta
19.708CAR
32.8Drawdown
-4.24Loss Rate
15Parameters
0Security Types
3794Tradeable Dates
108Trades
0Treynor Ratio
7.47Win Rate
1183.739Net Profit
0.055PSR
0.377Sharpe Ratio
0.047Alpha
0.78Beta
11.199CAR
57.8Drawdown
-0.74Loss Rate
35Parameters
0Security Types
6044Tradeable Dates
2999Trades
0.101Treynor Ratio
0.89Win Rate
Xavier started the discussion Set_holdings not using all available equity
I have this “strategy” that produces random portfolio weights of 4 companies that sum to 0.99....
Xavier left a comment in the discussion Set_holdings not using all available equity
Mia Alissi This still doesn't fix the issue, and it looks a lot like my original code. The issue at...
Xavier left a comment in the discussion Set_holdings not using all available equity
Mia Alissi I have implemented your code while fixing some import errors and nothing seems to have...
941.821Net Profit
17.809PSR
0.733Sharpe Ratio
0.032Alpha
0.87Beta
16.795CAR
29.8Drawdown
-0.78Loss Rate
23Parameters
0Security Types
3794Tradeable Dates
921Trades
0.124Treynor Ratio
0.86Win Rate
1521.511Net Profit
23.398PSR
0.803Sharpe Ratio
0Alpha
0Beta
20.269CAR
30.8Drawdown
-4.17Loss Rate
16Parameters
0Security Types
3794Tradeable Dates
109Trades
0Treynor Ratio
7.79Win Rate
1629.776Net Profit
26.823PSR
0.828Sharpe Ratio
0Alpha
0Beta
20.785CAR
29.7Drawdown
-3.41Loss Rate
16Parameters
0Security Types
3794Tradeable Dates
109Trades
0Treynor Ratio
7.75Win Rate
1410.987Net Profit
19.731PSR
0.773Sharpe Ratio
0Alpha
0Beta
19.708CAR
32.8Drawdown
-4.24Loss Rate
15Parameters
0Security Types
3794Tradeable Dates
108Trades
0Treynor Ratio
7.47Win Rate
1183.739Net Profit
0.055PSR
0.377Sharpe Ratio
0.047Alpha
0.78Beta
11.199CAR
57.8Drawdown
-0.74Loss Rate
35Parameters
0Security Types
6044Tradeable Dates
2999Trades
0.101Treynor Ratio
0.89Win Rate
8204.387Net Profit
28.088PSR
0.861Sharpe Ratio
0.133Alpha
0.969Beta
24.672CAR
44.4Drawdown
-0.56Loss Rate
19Parameters
0Security Types
5038Tradeable Dates
3210Trades
0.17Treynor Ratio
0.81Win Rate
492.428Net Profit
2.698PSR
0.521Sharpe Ratio
0.013Alpha
0.968Beta
13.514CAR
34.5Drawdown
-0.64Loss Rate
17Parameters
0Security Types
3529Tradeable Dates
2059Trades
0.099Treynor Ratio
0.76Win Rate
362.899Net Profit
4.398PSR
0.53Sharpe Ratio
-0.004Alpha
0.858Beta
11.224CAR
28.4Drawdown
-0.1Loss Rate
0Parameters
0Security Types
3623Tradeable Dates
2811Trades
0.082Treynor Ratio
0.22Win Rate
4573434.211Net Profit
0PSR
0.502Sharpe Ratio
0.643Alpha
1.329Beta
55.214CAR
81.9Drawdown
-5.84Loss Rate
7Parameters
0Security Types
6136Tradeable Dates
587Trades
0.526Treynor Ratio
13.26Win Rate
154.949Net Profit
61.64PSR
1.399Sharpe Ratio
0.367Alpha
1.232Beta
59.808CAR
21.1Drawdown
-2.75Loss Rate
10Parameters
0Security Types
504Tradeable Dates
48Trades
0.363Treynor Ratio
7.01Win Rate
41457.066Net Profit
57.552PSR
1.192Sharpe Ratio
0.294Alpha
1.127Beta
52.007CAR
54.2Drawdown
-4.65Loss Rate
7Parameters
0Security Types
3621Tradeable Dates
345Trades
0.348Treynor Ratio
9.39Win Rate
27181.008Net Profit
47.551PSR
1.115Sharpe Ratio
0.265Alpha
1.114Beta
47.624CAR
54.2Drawdown
-4.64Loss Rate
7Parameters
0Security Types
3621Tradeable Dates
347Trades
0.325Treynor Ratio
8.81Win Rate
Xavier started the discussion Set_holdings not using all available equity
I have this “strategy” that produces random portfolio weights of 4 companies that sum to 0.99....
Xavier left a comment in the discussion Set_holdings not using all available equity
As that is literally the same code as before, I won't be responding to mia as this is going...
Xavier left a comment in the discussion Set_holdings not using all available equity
Mia Alissi This still doesn't fix the issue, and it looks a lot like my original code. The issue at...
Xavier left a comment in the discussion Set_holdings not using all available equity
Mia Alissi I have implemented your code while fixing some import errors and nothing seems to have...
Xavier left a comment in the discussion Set_holdings not using all available equity
As that is literally the same code as before, I won't be responding to mia as this is going...
10 days ago