Overall Statistics
Total Trades
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
26.479%
Drawdown
9.000%
Expectancy
0
Net Profit
14.695%
Sharpe Ratio
1.85
Probabilistic Sharpe Ratio
73.799%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0.138
Beta
0.733
Annual Standard Deviation
0.128
Annual Variance
0.016
Information Ratio
1.107
Tracking Error
0.092
Treynor Ratio
0.323
Total Fees
$1.23
 
using QuantConnect.Data.Custom.Fred;

namespace QuantConnect.Algorithm.CSharp
{
    public class ParticleHorizontalAntennaArray : QCAlgorithm
    {
		private Symbol _vix;
		private Symbol _aapl;
		
        public override void Initialize()
        {
            SetStartDate(2019, 4, 23);
            SetCash(100000);
            
            _aapl = AddEquity("AAPL", Resolution.Daily).Symbol;
        	_vix = AddData<Fred>(Fred.CBOE.VIX).Symbol;
        }

        /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
        /// Slice object keyed by symbol containing the stock data
        public override void OnData(Slice data)
        {
            if (!Portfolio.Invested && data.ContainsKey(_vix))
            {
            	SetHoldings(_aapl, 0.5);
            }
        }
    }
}