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6.833Net Profit
45.0224PSR
0.862Sharpe Ratio
0.083Alpha
0.014Beta
10.485CAR
6.4Drawdown
40Loss Rate
12Parameters
1Security Types
0.1452Sortino Ratio
168Tradeable Dates
107Trades
6.105Treynor Ratio
60Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
61Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-0.087Net Profit
-0.602Sharpe Ratio
0.022Alpha
-1.386Beta
-0.328CAR
0.3Drawdown
91Loss Rate
1Security Types
-0.24007342539779Sortino Ratio
67Tradeable Dates
22Trades
0.002Treynor Ratio
9Win Rate
Zhiqiang left a comment in the discussion New Data Source! Tiingo News Data
Great. Thanks Jared.
Zhiqiang left a comment in the discussion New Data Source! Tiingo News Data
This looks like a great data source.
Zhiqiang left a comment in the discussion Missing Option Data ?
Thanks Jared for reponse. The new Data Explorer is very cool. The files there confirmed my findings...
6.833Net Profit
45.0224PSR
0.862Sharpe Ratio
0.083Alpha
0.014Beta
10.485CAR
6.4Drawdown
40Loss Rate
12Parameters
1Security Types
0.1452Sortino Ratio
168Tradeable Dates
107Trades
6.105Treynor Ratio
60Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
61Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-0.087Net Profit
-0.602Sharpe Ratio
0.022Alpha
-1.386Beta
-0.328CAR
0.3Drawdown
91Loss Rate
1Security Types
-0.24007342539779Sortino Ratio
67Tradeable Dates
22Trades
0.002Treynor Ratio
9Win Rate
Zhiqiang left a comment in the discussion New Data Source! Tiingo News Data
Is this data available for Research?
Zhiqiang left a comment in the discussion New Data Source! Tiingo News Data
Great. Thanks Jared.
Zhiqiang left a comment in the discussion New Data Source! Tiingo News Data
This looks like a great data source.
Zhiqiang left a comment in the discussion Missing Option Data ?
Thanks Jared for reponse. The new Data Explorer is very cool. The files there confirmed my findings...
Zhiqiang left a comment in the discussion New Data Source! Tiingo News Data
Is this data available for Research?
5 years ago