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563.122Net Profit

0.745Sharpe Ratio

0.286Alpha

-9.22Beta

15.661CAR

23.7Drawdown

38Loss Rate

1Security Types

0.41054299009371Sortino Ratio

0Tradeable Dates

153Trades

-0.015Treynor Ratio

62Win Rate

785.662Net Profit

0.81Sharpe Ratio

0.092Alpha

4.406Beta

16.878CAR

36Drawdown

37Loss Rate

1Security Types

0.44081633481065Sortino Ratio

3520Tradeable Dates

143Trades

0.041Treynor Ratio

63Win Rate

DEVON started the discussion How to track and control your algorithm leverage

In the Quantopian Open, leverage is constrained to 3x for eligible entries. You can track and...

DEVON started the discussion How to confirm whether my account have been upgrade to "PRIME*" level ?

I have been do the Quantconnect Subscribe to "PRIME*" account,

DEVON started the discussion How to read the Levrage diagram on stratefy backtest report

I am confused that how to read the Levrage diagram on stratefy backtest report?

DEVON started the discussion Runtime Error: System.Exception: Execution Security Error: Memory Usage Maxed Out

sir,

563.122Net Profit

0.745Sharpe Ratio

0.286Alpha

-9.22Beta

15.661CAR

23.7Drawdown

38Loss Rate

1Security Types

0.41054299009371Sortino Ratio

0Tradeable Dates

153Trades

-0.015Treynor Ratio

62Win Rate

785.662Net Profit

0.81Sharpe Ratio

0.092Alpha

4.406Beta

16.878CAR

36Drawdown

37Loss Rate

1Security Types

0.44081633481065Sortino Ratio

3520Tradeable Dates

143Trades

0.041Treynor Ratio

63Win Rate

DEVON started the discussion How to track and control your algorithm leverage

In the Quantopian Open, leverage is constrained to 3x for eligible entries. You can track and...

DEVON started the discussion How to confirm whether my account have been upgrade to "PRIME*" level ?

I have been do the Quantconnect Subscribe to "PRIME*" account,

DEVON started the discussion How to read the Levrage diagram on stratefy backtest report

I am confused that how to read the Levrage diagram on stratefy backtest report?

DEVON started the discussion Runtime Error: System.Exception: Execution Security Error: Memory Usage Maxed Out

sir,

DEVON left a comment in the discussion Fundamental Factor Long/Short Strategy with Mean Variance Portfolio Optimization

Python3's range is Python2's xrange? 28 | 20:32:22: Runtime Error: NameError : name...

DEVON left a comment in the discussion ETF Trend Following Algorithm

How to avoid the backtest issue:

DEVON left a comment in the discussion A tool algorithm for picking effective factors in stock selection model

after I clone this strategy, then backtest it, but I got following error message:

DEVON left a comment in the discussion ETF Trend Following Algorithm

Hi Jing,

DEVON left a comment in the discussion Piotroski F-Score Fundamental Filter / Value Screen

Aaron,

DEVON left a comment in the discussion Piotroski F-Score Fundamental Filter / Value Screen

How to limited this strategy Leverage under 100% ?

DEVON left a comment in the discussion Fundamental Factor Long/Short Strategy with Mean Variance Portfolio Optimization

Python3's range is Python2's xrange? 28 | 20:32:22: Runtime Error: NameError : name...

6 years ago