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224.965Net Profit
0.962Sharpe Ratio
0.104Alpha
-0.237Beta
12.193CAR
16.1Drawdown
35Loss Rate
17Parameters
2Security Types
0.20392690316546Sortino Ratio
3739Tradeable Dates
1105Trades
-0.423Treynor Ratio
65Win Rate
14Parameters
1Security Types
3294Tradeable Dates
Daniel started the discussion Does Alpaca really take 4 to 5 days to settle funds in a cash account?
I've written an algorithm using SetBrokerageModel(BrokerageName.Alpaca, AccountType.Cash); It runs...
Daniel started the discussion How to get Fundamentals in Backtesting outside of CourseGrainSelector and FineGrainSelector in C#
I would like to use fundamentals data for purposes other than selecting stocks (ie as inputs in...
Daniel started the discussion Duplicate key exception in PortfolioConstructionModels when QC500 is used
I am getting the error "An item with the same key has already been added" when using...
Daniel left a comment in the discussion Does Alpaca really take 4 to 5 days to settle funds in a cash account?
Thanks for the reply. I understand how that is a better way to write the algorithm, but this does...
224.965Net Profit
0.962Sharpe Ratio
0.104Alpha
-0.237Beta
12.193CAR
16.1Drawdown
35Loss Rate
17Parameters
2Security Types
0.20392690316546Sortino Ratio
3739Tradeable Dates
1105Trades
-0.423Treynor Ratio
65Win Rate
14Parameters
1Security Types
3294Tradeable Dates
Daniel started the discussion Does Alpaca really take 4 to 5 days to settle funds in a cash account?
I've written an algorithm using SetBrokerageModel(BrokerageName.Alpaca, AccountType.Cash); It runs...
Daniel started the discussion How to get Fundamentals in Backtesting outside of CourseGrainSelector and FineGrainSelector in C#
I would like to use fundamentals data for purposes other than selecting stocks (ie as inputs in...
Daniel started the discussion Duplicate key exception in PortfolioConstructionModels when QC500 is used
I am getting the error "An item with the same key has already been added" when using...
Daniel left a comment in the discussion How to get Fundamentals in Backtesting outside of CourseGrainSelector and FineGrainSelector in C#
Thanks for the reply. I understand I can access fundamentals inside of a Course or Fine selector,...
Daniel left a comment in the discussion Does Alpaca really take 4 to 5 days to settle funds in a cash account?
Thanks for the reply. I understand how that is a better way to write the algorithm, but this does...
Daniel left a comment in the discussion How to get Fundamentals in Backtesting outside of CourseGrainSelector and FineGrainSelector in C#
Thanks for the reply. I understand I can access fundamentals inside of a Course or Fine selector,...
6 years ago