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501.056Net Profit

100PSR

21.534Sharpe Ratio

1.309Alpha

-0.037Beta

384.25CAR

0.3Drawdown

43Loss Rate

22Parameters

1Security Types

0.1853Sortino Ratio

285Tradeable Dates

22141Trades

-35.251Treynor Ratio

57Win Rate

22Parameters

0Security Types

251Tradeable Dates

22Parameters

0Security Types

251Tradeable Dates

22Parameters

0Security Types

252Tradeable Dates

22Parameters

0Security Types

252Tradeable Dates

Dave left a comment in the discussion Insights

Hi Alexander:I'm not with QC so apologies in advance if I misspeak on anything.

Dave left a comment in the discussion How do I retrieve and evaluate ex-Dividend Dates?

Hi Craig!Thanks for sharing that. If a TradingDay is an Equity Dividend, wouldn't that make the...

Dave left a comment in the discussion How can I retrieve Ex-Dividend dates?

I have the same question. Longer than 5 days is preferable if possible; I know this information is...

Dave left a comment in the discussion How do I retrieve and evaluate ex-Dividend Dates?

Following as I am also interested in this data

501.056Net Profit

100PSR

21.534Sharpe Ratio

1.309Alpha

-0.037Beta

384.25CAR

0.3Drawdown

43Loss Rate

22Parameters

1Security Types

0.1853Sortino Ratio

285Tradeable Dates

22141Trades

-35.251Treynor Ratio

57Win Rate

22Parameters

0Security Types

251Tradeable Dates

22Parameters

0Security Types

251Tradeable Dates

22Parameters

0Security Types

252Tradeable Dates

22Parameters

0Security Types

252Tradeable Dates

22Parameters

0Security Types

252Tradeable Dates

22Parameters

0Security Types

252Tradeable Dates

22Parameters

0Security Types

250Tradeable Dates

22Parameters

0Security Types

252Tradeable Dates

22Parameters

0Security Types

252Tradeable Dates

22Parameters

0Security Types

252Tradeable Dates

22Parameters

0Security Types

253Tradeable Dates

22Parameters

0Security Types

251Tradeable Dates

823.8Net Profit

100PSR

4.596Sharpe Ratio

0.362Alpha

-0.011Beta

54.444CAR

8.4Drawdown

48Loss Rate

45Parameters

1Security Types

0.0312Sortino Ratio

1285Tradeable Dates

68870Trades

-32.985Treynor Ratio

52Win Rate

539.993Net Profit

99.914PSR

2.212Sharpe Ratio

0.308Alpha

0.008Beta

43.75CAR

12.3Drawdown

43Loss Rate

45Parameters

1Security Types

0.0329Sortino Ratio

1285Tradeable Dates

32238Trades

37.243Treynor Ratio

57Win Rate

23Parameters

1Security Types

0Tradeable Dates

21Parameters

1Security Types

0Tradeable Dates

21Parameters

1Security Types

0Tradeable Dates

21Parameters

1Security Types

0Tradeable Dates

-4.136Net Profit

-9.165Sharpe Ratio

-3.474Alpha

0.005Beta

-99.414CAR

4.1Drawdown

0Loss Rate

44Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

5Trades

-757.779Treynor Ratio

0Win Rate

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

44Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

1Trades

0Treynor Ratio

0Win Rate

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

44Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

1Trades

0Treynor Ratio

0Win Rate

-15.845Net Profit

-0.189Sharpe Ratio

-0.025Alpha

-0.154Beta

-3.832CAR

36.9Drawdown

47Loss Rate

0Parameters

1Security Types

-0.0227Sortino Ratio

1110Tradeable Dates

642Trades

0.182Treynor Ratio

53Win Rate

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

17Parameters

1Security Types

0Sortino Ratio

101Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

17Parameters

1Security Types

0Sortino Ratio

101Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Dave left a comment in the discussion Crypto Coarse Universe Selection is now Available

Hey Louis, this is awesome, thanks! However, when I tried to clone the algorithm, I receive an...

Dave left a comment in the discussion Insights

Hi Alexander:I'm not with QC so apologies in advance if I misspeak on anything.

Dave left a comment in the discussion How do I retrieve and evaluate ex-Dividend Dates?

Hi Craig!Thanks for sharing that. If a TradingDay is an Equity Dividend, wouldn't that make the...

Dave left a comment in the discussion How can I retrieve Ex-Dividend dates?

I have the same question. Longer than 5 days is preferable if possible; I know this information is...

Dave left a comment in the discussion How do I retrieve and evaluate ex-Dividend Dates?

Following as I am also interested in this data

Dave left a comment in the discussion From Research To Production: Kalman Filters and Pairs Trading

Alex - a follow up question.

Dave started the discussion Looking for programmer to collaborate

I'm a finance major/background and have a history succesfully day trading on developed models. I am...

Dave started the discussion VWAP not consolidating?

First time here so any and all help is welcome :)

Dave started the discussion Help with fundamental Universe

I'm in the process of learning Python and could really use some help with my Universe selection.

Dave started the discussion Searching for Python/C# backgrounds

Are there any Python/C# programmers interested in working together to create a model? i already...

Dave left a comment in the discussion Crypto Coarse Universe Selection is now Available

Hey Louis, this is awesome, thanks! However, when I tried to clone the algorithm, I receive an...

2 years ago