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16.959Net Profit
9.444Sharpe Ratio
0.057Alpha
17.589Beta
54.186CAR
0.4Drawdown
39Loss Rate
1Security Types
0.26883633177761Sortino Ratio
550Tradeable Dates
8425Trades
0.017Treynor Ratio
61Win Rate
1148Tradeable Dates
1148Tradeable Dates
Anonymous started the discussion How to get this strategy running?
I am facing an issue where it says symbol not found. Could someone help me get this algorithm...
Anonymous started the discussion Help for liquid ETF contest
Hi,
Anonymous left a comment in the discussion ¿which c# courses - certifications would you ( and also quantconnect) recommend?
Definitely Python. It has vast support for data science, machine learning and quantitative trading.
Anonymous started the discussion My first cryptocurrency stat arb algorithm
I normally work with equity models but tried one of my statistical arbitrage models on...
16.959Net Profit
9.444Sharpe Ratio
0.057Alpha
17.589Beta
54.186CAR
0.4Drawdown
39Loss Rate
1Security Types
0.26883633177761Sortino Ratio
550Tradeable Dates
8425Trades
0.017Treynor Ratio
61Win Rate
1148Tradeable Dates
1148Tradeable Dates
Anonymous started the discussion How to get this strategy running?
I am facing an issue where it says symbol not found. Could someone help me get this algorithm...
Anonymous left a comment in the discussion How to get this strategy running?
Here is my strategy code. Unfortunately platform doesn't allow attached backtest that failed with...
Anonymous started the discussion Help for liquid ETF contest
Hi,
Anonymous left a comment in the discussion ¿which c# courses - certifications would you ( and also quantconnect) recommend?
Definitely Python. It has vast support for data science, machine learning and quantitative trading.
Anonymous started the discussion My first cryptocurrency stat arb algorithm
I normally work with equity models but tried one of my statistical arbitrage models on...
Anonymous started the discussion 20 Sharpe long short cryptocurrencies
Anonymous left a comment in the discussion 20 Sharpe long short cryptocurrencies
With 15 bps commission and 10 bps slippage.
Anonymous left a comment in the discussion My first cryptocurrency stat arb algorithm
I am offering this algorithm for sale. It works on Crypto and equities. Don't have future data...
Anonymous left a comment in the discussion Pairs Trading - Copula Method vs Cointegration
Hi,
Anonymous left a comment in the discussion Happy day! Live algo trading options
Excellent news. I have been dying for option data so that I can run a strategy on mean reversion of...
Anonymous left a comment in the discussion How to get this strategy running?
Here is my strategy code. Unfortunately platform doesn't allow attached backtest that failed with...
2 years ago