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1.867Net Profit
85.977PSR
4.386Sharpe Ratio
0.147Alpha
-0.032Beta
23.454CAR
0.7Drawdown
-0.01Loss Rate
0Parameters
0Security Types
22Tradeable Dates
325Trades
-4.597Treynor Ratio
0.1Win Rate
12.259Net Profit
70.198PSR
1.453Sharpe Ratio
0.126Alpha
-0.021Beta
21.683CAR
5Drawdown
0Loss Rate
0Parameters
0Security Types
149Tradeable Dates
741Trades
-5.929Treynor Ratio
0.27Win Rate
5.867Net Profit
39.056PSR
0.531Sharpe Ratio
0.068Alpha
-0.01Beta
11.904CAR
8.6Drawdown
-0.01Loss Rate
0Parameters
0Security Types
128Tradeable Dates
1091Trades
-6.636Treynor Ratio
0.26Win Rate
22.998Net Profit
58.7PSR
1.402Sharpe Ratio
0.341Alpha
-0.061Beta
50.428CAR
14.6Drawdown
-0.01Loss Rate
0Parameters
0Security Types
128Tradeable Dates
1019Trades
-5.64Treynor Ratio
0.44Win Rate
14.96Net Profit
77.128PSR
1.824Sharpe Ratio
0.195Alpha
0.002Beta
31.654CAR
3.7Drawdown
-0.01Loss Rate
0Parameters
0Security Types
128Tradeable Dates
1025Trades
98.379Treynor Ratio
0.26Win Rate
Eli started the discussion Historical SPXW in research environment?
Is SPXW historical data available in the research environment?
1.867Net Profit
85.977PSR
4.386Sharpe Ratio
0.147Alpha
-0.032Beta
23.454CAR
0.7Drawdown
-0.01Loss Rate
0Parameters
0Security Types
22Tradeable Dates
325Trades
-4.597Treynor Ratio
0.1Win Rate
12.259Net Profit
70.198PSR
1.453Sharpe Ratio
0.126Alpha
-0.021Beta
21.683CAR
5Drawdown
0Loss Rate
0Parameters
0Security Types
149Tradeable Dates
741Trades
-5.929Treynor Ratio
0.27Win Rate
5.867Net Profit
39.056PSR
0.531Sharpe Ratio
0.068Alpha
-0.01Beta
11.904CAR
8.6Drawdown
-0.01Loss Rate
0Parameters
0Security Types
128Tradeable Dates
1091Trades
-6.636Treynor Ratio
0.26Win Rate
22.998Net Profit
58.7PSR
1.402Sharpe Ratio
0.341Alpha
-0.061Beta
50.428CAR
14.6Drawdown
-0.01Loss Rate
0Parameters
0Security Types
128Tradeable Dates
1019Trades
-5.64Treynor Ratio
0.44Win Rate
14.96Net Profit
77.128PSR
1.824Sharpe Ratio
0.195Alpha
0.002Beta
31.654CAR
3.7Drawdown
-0.01Loss Rate
0Parameters
0Security Types
128Tradeable Dates
1025Trades
98.379Treynor Ratio
0.26Win Rate
34.46Net Profit
63.514PSR
0.56Sharpe Ratio
0.04Alpha
-0.019Beta
12.129CAR
3.8Drawdown
-0.01Loss Rate
0Parameters
0Security Types
650Tradeable Dates
4791Trades
-2.038Treynor Ratio
0.13Win Rate
34.46Net Profit
63.514PSR
0.56Sharpe Ratio
0.04Alpha
-0.019Beta
12.129CAR
3.8Drawdown
-0.01Loss Rate
0Parameters
0Security Types
650Tradeable Dates
4791Trades
-2.038Treynor Ratio
0.13Win Rate
33.178Net Profit
39.997PSR
0.408Sharpe Ratio
0.038Alpha
-0.002Beta
11.714CAR
10Drawdown
-0.05Loss Rate
0Parameters
0Security Types
650Tradeable Dates
4638Trades
-22.589Treynor Ratio
0.11Win Rate
-10.618Net Profit
9.227PSR
-1.093Sharpe Ratio
-0.252Alpha
-0.221Beta
-35.62CAR
18.9Drawdown
-0.35Loss Rate
0Parameters
0Security Types
63Tradeable Dates
1700357Trades
1.159Treynor Ratio
0.31Win Rate
416.813Net Profit
74.361PSR
1.436Sharpe Ratio
0.67Alpha
-0.229Beta
90.652CAR
20.2Drawdown
-2.99Loss Rate
0Parameters
0Security Types
640Tradeable Dates
777466Trades
-2.836Treynor Ratio
4.65Win Rate
49.733Net Profit
44.635PSR
0.615Sharpe Ratio
0.052Alpha
0.289Beta
16.892CAR
10.9Drawdown
-0.3Loss Rate
0Parameters
0Security Types
0Tradeable Dates
949Trades
0.263Treynor Ratio
0.39Win Rate
708.135Net Profit
97.051PSR
1.875Sharpe Ratio
0.885Alpha
-0.474Beta
127.256CAR
9.5Drawdown
532.07Loss Rate
0Parameters
0Security Types
640Tradeable Dates
805Trades
-1.774Treynor Ratio
3.34Win Rate
87.962Net Profit
78.456PSR
1.166Sharpe Ratio
0.149Alpha
-0.133Beta
28.136CAR
16.7Drawdown
0Loss Rate
0Parameters
0Security Types
640Tradeable Dates
1420Trades
-1.029Treynor Ratio
0.67Win Rate
87.962Net Profit
78.456PSR
1.166Sharpe Ratio
0.149Alpha
-0.133Beta
28.136CAR
16.7Drawdown
0Loss Rate
0Parameters
0Security Types
640Tradeable Dates
1420Trades
-1.029Treynor Ratio
0.67Win Rate
476.234Net Profit
71.197PSR
1.477Sharpe Ratio
0.761Alpha
-0.464Beta
98.54CAR
21.7Drawdown
-34.62Loss Rate
0Parameters
0Security Types
641Tradeable Dates
737Trades
-1.55Treynor Ratio
-12.65Win Rate
-4.263Net Profit
18.625PSR
-1.578Sharpe Ratio
-0.736Alpha
0.387Beta
-79.477CAR
11.1Drawdown
-5.08Loss Rate
0Parameters
0Security Types
8Tradeable Dates
63Trades
-2.043Treynor Ratio
3.15Win Rate
17.171Net Profit
58.042PSR
0.514Sharpe Ratio
0.048Alpha
-0.057Beta
13.521CAR
6.2Drawdown
0Loss Rate
0Parameters
0Security Types
314Tradeable Dates
255Trades
-0.701Treynor Ratio
0.77Win Rate
26.548Net Profit
52.643PSR
0.46Sharpe Ratio
0.042Alpha
-0.021Beta
13.082CAR
6.9Drawdown
0Loss Rate
0Parameters
0Security Types
481Tradeable Dates
560Trades
-1.827Treynor Ratio
0.6Win Rate
33.608Net Profit
75.462PSR
2.062Sharpe Ratio
0.414Alpha
-0.009Beta
69.649CAR
10.2Drawdown
0Loss Rate
0Parameters
0Security Types
139Tradeable Dates
637Trades
-48.299Treynor Ratio
0.54Win Rate
73.027Net Profit
70.004PSR
0.973Sharpe Ratio
0.123Alpha
-0.145Beta
24.035CAR
18.9Drawdown
0Loss Rate
0Parameters
0Security Types
640Tradeable Dates
681Trades
-0.757Treynor Ratio
1Win Rate
476.234Net Profit
78.029PSR
1.576Sharpe Ratio
0.808Alpha
-0.47Beta
98.98CAR
22Drawdown
-34.62Loss Rate
0Parameters
0Security Types
640Tradeable Dates
737Trades
-1.628Treynor Ratio
-12.65Win Rate
230.857Net Profit
80.231PSR
1.759Sharpe Ratio
0.968Alpha
-0.54Beta
116.594CAR
13.8Drawdown
-12Loss Rate
0Parameters
0Security Types
390Tradeable Dates
434Trades
-1.746Treynor Ratio
-25.91Win Rate
-36.294Net Profit
50.274PSR
12.171Sharpe Ratio
46.6Alpha
0.077Beta
-98.96CAR
70Drawdown
-7.61Loss Rate
0Parameters
0Security Types
25Tradeable Dates
132Trades
604.549Treynor Ratio
16.89Win Rate
0.083Net Profit
29.247PSR
-2.051Sharpe Ratio
-0.054Alpha
0.015Beta
0.324CAR
1.7Drawdown
-0.23Loss Rate
0Parameters
0Security Types
64Tradeable Dates
114Trades
-3.24Treynor Ratio
0Win Rate
60.202Net Profit
94.845PSR
1.169Sharpe Ratio
0.093Alpha
-0.001Beta
20.267CAR
6.4Drawdown
52Loss Rate
0Parameters
2Security Types
0.318Sortino Ratio
641Tradeable Dates
169Trades
-63.64Treynor Ratio
48Win Rate
-48.03Net Profit
0.024PSR
-0.641Sharpe Ratio
-0.166Alpha
-0.07Beta
-22.609CAR
53.6Drawdown
54Loss Rate
0Parameters
2Security Types
-0.131Sortino Ratio
641Tradeable Dates
341Trades
2.46Treynor Ratio
46Win Rate
70.971Net Profit
63.064PSR
0.949Sharpe Ratio
0.12Alpha
-0.018Beta
23.371CAR
15.3Drawdown
52Loss Rate
0Parameters
2Security Types
0.161Sortino Ratio
641Tradeable Dates
258Trades
-6.774Treynor Ratio
48Win Rate
-32.868Net Profit
0.047PSR
-0.702Sharpe Ratio
-0.125Alpha
-0.09Beta
-14.721CAR
37.7Drawdown
53Loss Rate
0Parameters
2Security Types
-0.124Sortino Ratio
641Tradeable Dates
236Trades
1.479Treynor Ratio
47Win Rate
-2.244Net Profit
1.009PSR
-1.358Sharpe Ratio
-0.052Alpha
-0.003Beta
-0.885CAR
11.2Drawdown
56Loss Rate
0Parameters
2Security Types
-0.212Sortino Ratio
641Tradeable Dates
72Trades
16.104Treynor Ratio
44Win Rate
27.917Net Profit
69.805PSR
0.463Sharpe Ratio
0.023Alpha
0.004Beta
10.122CAR
7.5Drawdown
51Loss Rate
0Parameters
2Security Types
0.052Sortino Ratio
641Tradeable Dates
224Trades
6.055Treynor Ratio
49Win Rate
Eli started the discussion Historical SPXW in research environment?
Is SPXW historical data available in the research environment?
Eli left a comment in the discussion Historical SPXW in research environment?
I have tried various combinations of dates, strike prices etc. That doesn't seem to be the issue....
Eli left a comment in the discussion Historical SPXW in research environment?
I have tried various combinations of dates, strike prices etc. That doesn't seem to be the issue....
3 months ago