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-1.274Net Profit
7.301PSR
-0.078Sharpe Ratio
0Alpha
0.411Beta
-1.015CAR
10.5Drawdown
0Loss Rate
12Parameters
2Security Types
-0.238Sortino Ratio
317Tradeable Dates
6Trades
-0.012Treynor Ratio
0.22Win Rate
Doug left a comment in the discussion Sharing: Selecting options contracts using Delta
Hi @jack-pizza - thanks for responding!
Doug left a comment in the discussion Sharing: Selecting options contracts using Delta
Thanks for posting this very interesting algorithm, I am new to QC, It has been very...
-1.274Net Profit
7.301PSR
-0.078Sharpe Ratio
0Alpha
0.411Beta
-1.015CAR
10.5Drawdown
0Loss Rate
12Parameters
2Security Types
-0.238Sortino Ratio
317Tradeable Dates
6Trades
-0.012Treynor Ratio
0.22Win Rate
Doug left a comment in the discussion Sharing: Selecting options contracts using Delta
Fred Painchaud Great explanation thanks!
Doug left a comment in the discussion Sharing: Selecting options contracts using Delta
Hi @jack-pizza - thanks for responding!
Doug left a comment in the discussion Sharing: Selecting options contracts using Delta
Thanks for posting this very interesting algorithm, I am new to QC, It has been very...
Doug left a comment in the discussion Sharing: Selecting options contracts using Delta
Fred Painchaud Great explanation thanks!
3 years ago