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56.393Net Profit

0.003PSR

-0.215Sharpe Ratio

-0.012Alpha

0.081Beta

1.827CAR

10.2Drawdown

43Loss Rate

0Parameters

1Security Types

-0.128Sortino Ratio

6207Tradeable Dates

1688Trades

-0.106Treynor Ratio

57Win Rate

723.842Net Profit

0.104PSR

0.356Sharpe Ratio

0.025Alpha

0.621Beta

9.305CAR

35.6Drawdown

34Loss Rate

0Parameters

1Security Types

0.296Sortino Ratio

5957Tradeable Dates

1371Trades

0.086Treynor Ratio

66Win Rate

13.653Net Profit

95.44PSR

279.061Sharpe Ratio

242.828Alpha

0.389Beta

10584.008CAR

0.7Drawdown

0Loss Rate

0Parameters

0Security Types

10Tradeable Dates

2Trades

623.919Treynor Ratio

13.62Win Rate

14.63Net Profit

95.41PSR

385.01Sharpe Ratio

358.743Alpha

0.043Beta

14499.453CAR

0.6Drawdown

0Loss Rate

0Parameters

0Security Types

10Tradeable Dates

2Trades

8419.727Treynor Ratio

14.61Win Rate

-1.24Net Profit

0.025PSR

-8.575Sharpe Ratio

-0.134Alpha

0.116Beta

-20.672CAR

1.2Drawdown

-4.76Loss Rate

0Parameters

0Security Types

14Tradeable Dates

4Trades

-1.616Treynor Ratio

3.7Win Rate

.ekz. left a comment in the discussion Looking for options collaborators to work on machine learning

I'm a big fan of Matt and the folks at ORATS, haven't used spot gamma but will check it out. Thanks...

.ekz. left a comment in the discussion Looking for options collaborators to work on machine learning

I'll add here some suggested material on the topic: Advances in Financial ML by My Marcos Lopez de...

.ekz. left a comment in the discussion Tradier Runtime Error: Required scope(s): scope-stream.scopeSet: StackTrace: Required scope(s): scope-stream.scopeSet

This exact thing just happened to me.

.ekz. left a comment in the discussion Help with 0DTE strategy

Got it. Will take a look. Thanks.

56.393Net Profit

0.003PSR

-0.215Sharpe Ratio

-0.012Alpha

0.081Beta

1.827CAR

10.2Drawdown

43Loss Rate

0Parameters

1Security Types

-0.128Sortino Ratio

6207Tradeable Dates

1688Trades

-0.106Treynor Ratio

57Win Rate

723.842Net Profit

0.104PSR

0.356Sharpe Ratio

0.025Alpha

0.621Beta

9.305CAR

35.6Drawdown

34Loss Rate

0Parameters

1Security Types

0.296Sortino Ratio

5957Tradeable Dates

1371Trades

0.086Treynor Ratio

66Win Rate

13.653Net Profit

95.44PSR

279.061Sharpe Ratio

242.828Alpha

0.389Beta

10584.008CAR

0.7Drawdown

0Loss Rate

0Parameters

0Security Types

10Tradeable Dates

2Trades

623.919Treynor Ratio

13.62Win Rate

14.63Net Profit

95.41PSR

385.01Sharpe Ratio

358.743Alpha

0.043Beta

14499.453CAR

0.6Drawdown

0Loss Rate

0Parameters

0Security Types

10Tradeable Dates

2Trades

8419.727Treynor Ratio

14.61Win Rate

-1.24Net Profit

0.025PSR

-8.575Sharpe Ratio

-0.134Alpha

0.116Beta

-20.672CAR

1.2Drawdown

-4.76Loss Rate

0Parameters

0Security Types

14Tradeable Dates

4Trades

-1.616Treynor Ratio

3.7Win Rate

-0.062Net Profit

0.015PSR

-65.394Sharpe Ratio

-0.059Alpha

0.004Beta

-0.787CAR

0.1Drawdown

-0.25Loss Rate

0Parameters

0Security Types

21Tradeable Dates

4Trades

-14.842Treynor Ratio

0.18Win Rate

-1.24Net Profit

0.002PSR

-8.48Sharpe Ratio

-0.137Alpha

0.076Beta

-13.801CAR

1.3Drawdown

-4.94Loss Rate

0Parameters

0Security Types

23Tradeable Dates

4Trades

-2.03Treynor Ratio

3.89Win Rate

10.08Net Profit

89.314PSR

1.83Sharpe Ratio

0.014Alpha

0.449Beta

25.631CAR

3.8Drawdown

-2.81Loss Rate

0Parameters

0Security Types

106Tradeable Dates

69Trades

0.274Treynor Ratio

3.32Win Rate

10.08Net Profit

89.314PSR

1.83Sharpe Ratio

0.014Alpha

0.449Beta

25.631CAR

3.8Drawdown

-2.81Loss Rate

0Parameters

0Security Types

106Tradeable Dates

69Trades

0.274Treynor Ratio

3.32Win Rate

10.08Net Profit

89.314PSR

1.83Sharpe Ratio

0.014Alpha

0.449Beta

25.631CAR

3.8Drawdown

-2.81Loss Rate

0Parameters

0Security Types

106Tradeable Dates

69Trades

0.274Treynor Ratio

3.32Win Rate

438.461Net Profit

0.004PSR

0.25Sharpe Ratio

0.03Alpha

0.76Beta

7.368CAR

61.4Drawdown

36Loss Rate

0Parameters

1Security Types

0.148Sortino Ratio

5951Tradeable Dates

811Trades

0.087Treynor Ratio

64Win Rate

438.461Net Profit

0.004PSR

0.25Sharpe Ratio

0.03Alpha

0.76Beta

7.368CAR

61.4Drawdown

36Loss Rate

0Parameters

1Security Types

0.148Sortino Ratio

5951Tradeable Dates

811Trades

0.087Treynor Ratio

64Win Rate

-9.416Net Profit

7.483PSR

-0.584Sharpe Ratio

-0.115Alpha

-0.028Beta

-9.391CAR

32.4Drawdown

-2.28Loss Rate

0Parameters

0Security Types

366Tradeable Dates

182Trades

4.023Treynor Ratio

1.19Win Rate

108.703Net Profit

74.937PSR

1.532Sharpe Ratio

0.285Alpha

0.238Beta

38.583CAR

17.4Drawdown

61Loss Rate

0Parameters

1Security Types

2.117Sortino Ratio

823Tradeable Dates

152Trades

1.622Treynor Ratio

39Win Rate

0Parameters

1Security Types

6419Tradeable Dates

0Parameters

1Security Types

6419Tradeable Dates

0Parameters

1Security Types

6419Tradeable Dates

0Parameters

1Security Types

6671Tradeable Dates

46.635Net Profit

77.014PSR

1.613Sharpe Ratio

0.205Alpha

0.195Beta

34.363CAR

14.4Drawdown

-1.74Loss Rate

0Parameters

0Security Types

473Tradeable Dates

50Trades

1.675Treynor Ratio

5.55Win Rate

47.553Net Profit

0.838PSR

0.218Sharpe Ratio

0.062Alpha

-0.089Beta

5.603CAR

37.7Drawdown

-0.86Loss Rate

0Parameters

0Security Types

1795Tradeable Dates

3697Trades

-0.584Treynor Ratio

1.55Win Rate

1279.563Net Profit

11.223PSR

0.709Sharpe Ratio

0.025Alpha

0.927Beta

19.925CAR

41.5Drawdown

-1.23Loss Rate

51Parameters

0Security Types

3632Tradeable Dates

1075Trades

0.152Treynor Ratio

1.47Win Rate

1568.053Net Profit

10.977PSR

0.718Sharpe Ratio

0.014Alpha

1.136Beta

21.512CAR

48Drawdown

-1.34Loss Rate

47Parameters

0Security Types

3632Tradeable Dates

1155Trades

0.137Treynor Ratio

1.53Win Rate

6.14Net Profit

43.965PSR

0.268Sharpe Ratio

0.008Alpha

0.228Beta

10.771CAR

5.4Drawdown

-0.09Loss Rate

36Parameters

2Security Types

148Tradeable Dates

1207Trades

0.104Treynor Ratio

0.12Win Rate

245.892Net Profit

21.632PSR

0.669Sharpe Ratio

0.027Alpha

0.247Beta

10.014CAR

19.8Drawdown

-1.59Loss Rate

11Parameters

0Security Types

3270Tradeable Dates

425Trades

0.231Treynor Ratio

1.91Win Rate

439.264Net Profit

24.989PSR

0.754Sharpe Ratio

0.051Alpha

0.302Beta

13.924CAR

20.7Drawdown

-2.16Loss Rate

13Parameters

0Security Types

3251Tradeable Dates

389Trades

0.287Treynor Ratio

2.61Win Rate

216.746Net Profit

24.866PSR

0.675Sharpe Ratio

0.028Alpha

0.202Beta

9.329CAR

14.2Drawdown

-1.44Loss Rate

26Parameters

0Security Types

3251Tradeable Dates

389Trades

0.257Treynor Ratio

1.74Win Rate

707.325Net Profit

4.059PSR

0.593Sharpe Ratio

0.043Alpha

0.843Beta

16.085CAR

32.1Drawdown

57Loss Rate

29Parameters

1Security Types

0.7091Sortino Ratio

3522Tradeable Dates

1055Trades

0.136Treynor Ratio

43Win Rate

1426.919Net Profit

12.123PSR

0.733Sharpe Ratio

0.07Alpha

1Beta

21.49CAR

41.6Drawdown

-0.32Loss Rate

29Parameters

1Security Types

3522Tradeable Dates

1073Trades

0.156Treynor Ratio

2.65Win Rate

800.544Net Profit

5.876PSR

0.619Sharpe Ratio

0Alpha

0Beta

16.996CAR

37.7Drawdown

-0.07Loss Rate

3Parameters

1Security Types

3522Tradeable Dates

5696Trades

0Treynor Ratio

0.12Win Rate

10.524Net Profit

3.455PSR

0.075Sharpe Ratio

-0.031Alpha

0.462Beta

2.838CAR

38.3Drawdown

-0.72Loss Rate

16Parameters

1Security Types

0Tradeable Dates

74Trades

0.026Treynor Ratio

2.41Win Rate

.ekz. left a comment in the discussion Looking for options collaborators to work on machine learning

Great to meet you @Lauren, and thanks for sharing. I am interested and will join the discord.

.ekz. left a comment in the discussion Looking for options collaborators to work on machine learning

I'm a big fan of Matt and the folks at ORATS, haven't used spot gamma but will check it out. Thanks...

.ekz. left a comment in the discussion Looking for options collaborators to work on machine learning

I'll add here some suggested material on the topic: Advances in Financial ML by My Marcos Lopez de...

.ekz. left a comment in the discussion Tradier Runtime Error: Required scope(s): scope-stream.scopeSet: StackTrace: Required scope(s): scope-stream.scopeSet

This exact thing just happened to me.

.ekz. left a comment in the discussion Help with 0DTE strategy

Got it. Will take a look. Thanks.

.ekz. left a comment in the discussion Python 3.11 & Library Updates

Thanks for the update!

.ekz. started the discussion Feature proposal: click-to-copy debug values from watchlist

TLDR: Currently, there is no way to select debug values for watch variables, and it's often the...

.ekz. started the discussion FYI: Community forum search seems to be missing results

Just noticed my search for “OptionStrategyPositionGroupBuyingPowerModel” returns no results,...

.ekz. started the discussion Examples of how to use OptionStrategyPositionGroupBuyingPowerModel?

When trading option spreads, i run into the ‘insufficient buying power’ error, because the...

.ekz. started the discussion Estimating order fees before placing an order?

Is there a way to calculate the expected fees for an order?

.ekz. started the discussion Managing options position used in multiple spreads - 2 Questions.

I have an options algo that trades multiple BullPutSpreads simultaneously; opening & closing...

.ekz. started the discussion Backtest start date affect the options deltas?

Has anyone seen an issue where the backtest start date affects the delta of retrieved options?

.ekz. started the discussion Is this backtest possible in QC?

Hi all, new to QC but not new to algo trading. Is it possible to backtest the following stock...

.ekz. started the discussion Hacking a local LEAN instance to trade SPX

TLDR: Where can one find documentation and/or guidance on hacking a local LEAN instance to execute...

.ekz. started the discussion Derek is a bot. Thank you Derek!

Quick post to give Derek Melchin some major props.

.ekz. started the discussion Tracking multi-legged Option positions

I'm converting a manual option strategy that trades spreads, and liquidates via take profit%, stop...

.ekz. started the discussion Calculating Drawdown percentage for a stock (not portfolio).

I'm exploring the use of portfolio metrics to evaluate asset performance (after all, portfolio...

.ekz. started the discussion Additional Resolutions: Weekly, 4Hour, 30 Min, 5Min

The resolutions we have built-in are great and convenient, but it would be fantastic if we could...

.ekz. started the discussion How do we / can we export optimization results?

I'd like to export my optimzation results so I can perform additional analysis ( eg: calculating...

.ekz. started the discussion Is Paper Trading available for Coinbase?

Hopefully this hasn't been answered already. Missed it if so.

.ekz. started the discussion Getting custom resolution history to update my consolidators

I’m using a custom consolidator for 30 minute bars, so I need to fetch history on 30minute...

.ekz. started the discussion Using fundamental data to identify SPACs.

I'd like to use the universe selection to pick SPACs, but it's not clear what fundamental data...

.ekz. started the discussion How do we annotate our plotted charts?

I am plotting my equity as a line chart, and i would like to annotate it so I can see exactly where...

.ekz. started the discussion How to get UnrealizedProfitPercent for an open options contract?

I need to keep track of the floating (unrealized) P/L of my options contract, but unfortunately the...

.ekz. started the discussion Is it possible to plot Strategy Equity as a line chart?

I do appreciate the candlesticks because they show us MAE and MFE, but in my regular Algo work...

.ekz. started the discussion Is it possible to cancel an in-flight backtest without losing stats?

Typically when I abort a backtest that is running, it's deleted without a trace. All stats, logs,...

.ekz. left a comment in the discussion Looking for options collaborators to work on machine learning

Great to meet you @Lauren, and thanks for sharing. I am interested and will join the discord.

2 months ago