We are pioneering the radical future for open-source quant finance. QuantConnect is the world's largest quant community, empowering 220,000 quants with a framework, data, and infrastructure for their investments.
39.031Net Profit
4.767Sharpe Ratio
2.953Alpha
259.356Beta
303557.071CAR
16.8Drawdown
0Loss Rate
4Parameters
2Security Types
0Sortino Ratio
0Tradeable Dates
4Trades
0.026Treynor Ratio
0Win Rate
Young left a comment in the discussion How To Keep an Updated Option Universe
Thanks for the response Daniel
Young left a comment in the discussion How To Keep an Updated Option Universe
Using Tim's code, It was able to gather a universe and then add the options in the...
39.031Net Profit
4.767Sharpe Ratio
2.953Alpha
259.356Beta
303557.071CAR
16.8Drawdown
0Loss Rate
4Parameters
2Security Types
0Sortino Ratio
0Tradeable Dates
4Trades
0.026Treynor Ratio
0Win Rate
Young left a comment in the discussion How To Keep an Updated Option Universe
Looks like i may have posted a slightly different version of it.
Young left a comment in the discussion How To Keep an Updated Option Universe
Thanks for the response Daniel
Young left a comment in the discussion How To Keep an Updated Option Universe
Using Tim's code, It was able to gather a universe and then add the options in the...
Young left a comment in the discussion How To Keep an Updated Option Universe
Looks like i may have posted a slightly different version of it.
5 years ago