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0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
10Parameters
1Security Types
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
4.621Net Profit
46.564PSR
0.684Sharpe Ratio
-0.334Alpha
1.035Beta
21.421CAR
4Drawdown
-0.15Loss Rate
10Parameters
1Security Types
0Tradeable Dates
396Trades
0.09Treynor Ratio
0.16Win Rate
Christopher started the discussion BootCamp 101 / US Equities Lesson 7 200-50 EMA Momentum Universe
There is a problem with the solution code provided in BootCamp 101 / US Equities Lesson 7 200-50...
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
10Parameters
1Security Types
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
4.621Net Profit
46.564PSR
0.684Sharpe Ratio
-0.334Alpha
1.035Beta
21.421CAR
4Drawdown
-0.15Loss Rate
10Parameters
1Security Types
0Tradeable Dates
396Trades
0.09Treynor Ratio
0.16Win Rate
Christopher started the discussion BootCamp 101 / US Equities Lesson 7 200-50 EMA Momentum Universe
There is a problem with the solution code provided in BootCamp 101 / US Equities Lesson 7 200-50...