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-97.664Net Profit
0.004PSR
-0.049Sharpe Ratio
0.269Alpha
-3.072Beta
-31.632CAR
98Drawdown
74Loss Rate
0Parameters
2Security Types
-0.0279Sortino Ratio
2488Tradeable Dates
397Trades
0.012Treynor Ratio
26Win Rate
Farouk started the discussion Option Expiries Not Appearing within Specified Expiration Period
I am attempting to run a hedging strategy using one-month, two-month, three-month, and four-month...
-97.664Net Profit
0.004PSR
-0.049Sharpe Ratio
0.269Alpha
-3.072Beta
-31.632CAR
98Drawdown
74Loss Rate
0Parameters
2Security Types
-0.0279Sortino Ratio
2488Tradeable Dates
397Trades
0.012Treynor Ratio
26Win Rate
Farouk started the discussion Option Expiries Not Appearing within Specified Expiration Period
I am attempting to run a hedging strategy using one-month, two-month, three-month, and four-month...
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