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13.32Net Profit

0.532Sharpe Ratio

0.877Alpha

-43.338Beta

13.32CAR

20.2Drawdown

50Loss Rate

1Security Types

0.028250850077843Sortino Ratio

0Tradeable Dates

4936Trades

-0.003Treynor Ratio

50Win Rate

13.316Net Profit

0.407Sharpe Ratio

0.448Alpha

-21.17Beta

8.49CAR

19.8Drawdown

52Loss Rate

1Security Types

0.0082745019203798Sortino Ratio

0Tradeable Dates

9425Trades

-0.005Treynor Ratio

48Win Rate

21.222Net Profit

0.608Sharpe Ratio

0.378Alpha

-14.219Beta

14.862CAR

19.3Drawdown

51Loss Rate

1Security Types

0.025853614018873Sortino Ratio

0Tradeable Dates

9512Trades

-0.01Treynor Ratio

49Win Rate

Eric started the discussion Multiple Fundamental Filters

I modified the tutorial to use multiple fundamental filters inside the fine selection function and...

Eric started the discussion Made a sentiment analyzer for stock market posts

After seeing several algorithms that used the Psychsignals data set on Quantopian I decided to...

Eric started the discussion Made a psychological analyzer for text

This program can analyze psychological traits in texts such as 10-K reports, management interviews,...

Eric left a comment in the discussion Morningstar star rating

I think that field was available at Quantopian but some of the other fields on QuantConnect were...

13.32Net Profit

0.532Sharpe Ratio

0.877Alpha

-43.338Beta

13.32CAR

20.2Drawdown

50Loss Rate

1Security Types

0.028250850077843Sortino Ratio

0Tradeable Dates

4936Trades

-0.003Treynor Ratio

50Win Rate

13.316Net Profit

0.407Sharpe Ratio

0.448Alpha

-21.17Beta

8.49CAR

19.8Drawdown

52Loss Rate

1Security Types

0.0082745019203798Sortino Ratio

0Tradeable Dates

9425Trades

-0.005Treynor Ratio

48Win Rate

21.222Net Profit

0.608Sharpe Ratio

0.378Alpha

-14.219Beta

14.862CAR

19.3Drawdown

51Loss Rate

1Security Types

0.025853614018873Sortino Ratio

0Tradeable Dates

9512Trades

-0.01Treynor Ratio

49Win Rate

Eric started the discussion Multiple Fundamental Filters

I modified the tutorial to use multiple fundamental filters inside the fine selection function and...

Eric started the discussion Made a sentiment analyzer for stock market posts

After seeing several algorithms that used the Psychsignals data set on Quantopian I decided to...

Eric started the discussion Made a psychological analyzer for text

This program can analyze psychological traits in texts such as 10-K reports, management interviews,...

Eric left a comment in the discussion Multiple Fundamental Filters

Used four fundamental metrics in this version, still works.

Eric left a comment in the discussion Morningstar star rating

I think that field was available at Quantopian but some of the other fields on QuantConnect were...

Eric left a comment in the discussion US Equities - Morningstar Fundamentals Data

Think you have to use the coarse selection function first to narrow down the list of stocks before...

Eric left a comment in the discussion Multiple Fundamental Filters

I made a mistake in the original algorithm. Intended to apply the third filter to 50 stocks, not...

Eric left a comment in the discussion Boot Camp - Interactive Tutorial System

This looks like a great idea, I was doing challenges on CodeFights and liked that approach to...

Eric started the discussion Operation Ratios Aren't Working in Backtest

I was testing the fine/coarse demonstration algorithm to see what happened if I switched the P/E...

Eric left a comment in the discussion Operation Ratios Aren't Working in Backtest

Thank you, I added OneYear and it works now.

Eric left a comment in the discussion Multiple Fundamental Filters

Used four fundamental metrics in this version, still works.

6 years ago