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Public Backtests (1)
View More0Net Profit
9.943Sharpe Ratio
0.693Alpha
-0.186Beta
128.863CAR
0.5Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
5Tradeable Dates
2Trades
-2.874Treynor Ratio
0Win Rate
Community
View MoreAri started the discussion Runtime error in EndOfDay event
I have taken the BasicTemplate in python and am working on creating a spread trading algo. As far...
Ari started the discussion Futures in QB Research Environment
I've opened a Research Environment and am able to run the code in there. For instance, I'm...
Ari started the discussion Futures Backtests: getting data and specifying contracts
I'm looking to run backtests (and actually do research in Jupyter) using futures contracts....
Ari left a comment in the discussion Futures Backtests: getting data and specifying contracts
Feature suggestion: allow futures to be filtered by contract code. Many contracts are only of...
0Net Profit
9.943Sharpe Ratio
0.693Alpha
-0.186Beta
128.863CAR
0.5Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
5Tradeable Dates
2Trades
-2.874Treynor Ratio
0Win Rate
Ari started the discussion Runtime error in EndOfDay event
I have taken the BasicTemplate in python and am working on creating a spread trading algo. As far...
Ari started the discussion Futures in QB Research Environment
I've opened a Research Environment and am able to run the code in there. For instance, I'm...
Ari started the discussion Futures Backtests: getting data and specifying contracts
I'm looking to run backtests (and actually do research in Jupyter) using futures contracts....
Ari left a comment in the discussion Futures Backtests: getting data and specifying contracts
Thank you. That looks very interesting. I'll try it out.
Ari left a comment in the discussion Futures Backtests: getting data and specifying contracts
Feature suggestion: allow futures to be filtered by contract code. Many contracts are only of...
Ari left a comment in the discussion Futures Backtests: getting data and specifying contracts
Got. So I would filter out using some lambda function that would search for those contract codes...
Ari left a comment in the discussion Futures Backtests: getting data and specifying contracts
Is it possible to set it to filter only active contracts? I see this: setfilter-func but...
Ari left a comment in the discussion Runtime error in EndOfDay event
Thanks. I figured it was something like that. It runs as is but I wanted to make sure that I...
Ari left a comment in the discussion Runtime error in EndOfDay event
I must not have added code appropriately. Here it is.
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Ari left a comment in the discussion Futures Backtests: getting data and specifying contracts
Thank you. That looks very interesting. I'll try it out.
7 years ago