Foren Power
Quant
Date Joined
5th March, 2021
Bootcamp progress
65% Complete
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2021-08-24 20:54:09
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Public Backtests (11)
View More298.078Net Profit
0.19PSR
0.451Sharpe Ratio
0.03Alpha
0.575Beta
8.736CAR
52.2Drawdown
-0.85Loss Rate
22Parameters
2Security Types
4148Tradeable Dates
548Trades
0.128Treynor Ratio
3.13Win Rate
4063.34Net Profit
91.919PSR
1.788Sharpe Ratio
0.486Alpha
-0.073Beta
67.983CAR
49Drawdown
36Loss Rate
32Parameters
2Security Types
0.433Sortino Ratio
2624Tradeable Dates
390Trades
-6.678Treynor Ratio
64Win Rate
27.943Net Profit
0.531PSR
0.365Sharpe Ratio
0Alpha
0Beta
2.042CAR
18.7Drawdown
50Loss Rate
8Parameters
1Security Types
0.057Sortino Ratio
3065Tradeable Dates
582Trades
0Treynor Ratio
50Win Rate
3.888Net Profit
0.088PSR
0.096Sharpe Ratio
0Alpha
0Beta
0.468CAR
13.5Drawdown
48Loss Rate
7Parameters
1Security Types
0.0191Sortino Ratio
2054Tradeable Dates
390Trades
0Treynor Ratio
52Win Rate
-79.627Net Profit
0PSR
-6.393Sharpe Ratio
0Alpha
0Beta
-22.733CAR
79.7Drawdown
-0.15Loss Rate
3Parameters
0Security Types
-10.539Sortino Ratio
1550Tradeable Dates
3099Trades
0Treynor Ratio
0.12Win Rate
Community
View MoreForen started the discussion Uptick downtick order entry/exit
Let me get your take on this because you're smarter than me. Only asking for brainstorm, not...
Foren started the discussion Multi_time_frame backtest
TLDR: use consolidators for multi_time_frames, not multiple time frames.Warning this strategy does...
Foren started the discussion Portfolio moving average - simplified in and out strategy for dumb
The inspiration for this is from the “In and out strategy” developed by people much more...
Foren started the discussion How to buy 10% out of the money puts?
How to buy 10% out of the money puts, or 30% out of the money puts?Idea from Mark Spitznagel in...
298.078Net Profit
0.19PSR
0.451Sharpe Ratio
0.03Alpha
0.575Beta
8.736CAR
52.2Drawdown
-0.85Loss Rate
22Parameters
2Security Types
4148Tradeable Dates
548Trades
0.128Treynor Ratio
3.13Win Rate
4063.34Net Profit
91.919PSR
1.788Sharpe Ratio
0.486Alpha
-0.073Beta
67.983CAR
49Drawdown
36Loss Rate
32Parameters
2Security Types
0.433Sortino Ratio
2624Tradeable Dates
390Trades
-6.678Treynor Ratio
64Win Rate
27.943Net Profit
0.531PSR
0.365Sharpe Ratio
0Alpha
0Beta
2.042CAR
18.7Drawdown
50Loss Rate
8Parameters
1Security Types
0.057Sortino Ratio
3065Tradeable Dates
582Trades
0Treynor Ratio
50Win Rate
3.888Net Profit
0.088PSR
0.096Sharpe Ratio
0Alpha
0Beta
0.468CAR
13.5Drawdown
48Loss Rate
7Parameters
1Security Types
0.0191Sortino Ratio
2054Tradeable Dates
390Trades
0Treynor Ratio
52Win Rate
-79.627Net Profit
0PSR
-6.393Sharpe Ratio
0Alpha
0Beta
-22.733CAR
79.7Drawdown
-0.15Loss Rate
3Parameters
0Security Types
-10.539Sortino Ratio
1550Tradeable Dates
3099Trades
0Treynor Ratio
0.12Win Rate
0.127Net Profit
4.534PSR
0.031Sharpe Ratio
-0.002Alpha
0.064Beta
0.06CAR
5.8Drawdown
57Loss Rate
21Parameters
1Security Types
0.0245Sortino Ratio
531Tradeable Dates
15Trades
0.019Treynor Ratio
43Win Rate
9.502Net Profit
10.567PSR
0.29Sharpe Ratio
-0.005Alpha
0.853Beta
4.393CAR
21.7Drawdown
-0.39Loss Rate
22Parameters
2Security Types
0.377Sortino Ratio
532Tradeable Dates
73Trades
0.047Treynor Ratio
1.52Win Rate
60.463Net Profit
0.546PSR
0.387Sharpe Ratio
0.003Alpha
0.292Beta
3.981CAR
21.8Drawdown
-0.97Loss Rate
20Parameters
1Security Types
0.404Sortino Ratio
3046Tradeable Dates
123Trades
0.105Treynor Ratio
7.43Win Rate
31685676.536Net Profit
100PSR
265.58Sharpe Ratio
75.228Alpha
-0.109Beta
50285.882CAR
12.2Drawdown
-0.13Loss Rate
14Parameters
1Security Types
2675.575Sortino Ratio
743Tradeable Dates
37552Trades
-687.837Treynor Ratio
0.21Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
2Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
4Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
1.435Net Profit
0.82PSR
0.244Sharpe Ratio
0.004Alpha
-0.009Beta
0.309CAR
0.8Drawdown
0Loss Rate
1Parameters
2Security Types
0Sortino Ratio
1684Tradeable Dates
1Trades
-0.298Treynor Ratio
0Win Rate
Foren started the discussion Uptick downtick order entry/exit
Let me get your take on this because you're smarter than me. Only asking for brainstorm, not...
Foren started the discussion Multi_time_frame backtest
TLDR: use consolidators for multi_time_frames, not multiple time frames.Warning this strategy does...
Foren started the discussion Portfolio moving average - simplified in and out strategy for dumb
The inspiration for this is from the “In and out strategy” developed by people much more...
Foren started the discussion How to buy 10% out of the money puts?
How to buy 10% out of the money puts, or 30% out of the money puts?Idea from Mark Spitznagel in...
Foren left a comment in the discussion How to buy 10% out of the money puts?
Answer found by .ekz.Very generous of you for sharing.
Foren left a comment in the discussion Portfolio moving average - simplified in and out strategy for dumb
Foren left a comment in the discussion RSI and Resistance Strategy
I second Guillermo,Vladimir , it's probably secret, but if you don't mind sharing, then the algo...
Foren started the discussion QC Bounty Hunter
Here's a post where Jared mentioned a bounty.
Foren left a comment in the discussion Multi-leg Options Orders
Correction: on tradier and as previously noted it's called multileg order. Not combo.
Foren left a comment in the discussion Multi-leg Options Orders
Combo buying power model appears completed. Much appreciated and well done.Is it possible to send a...
Foren left a comment in the discussion Importing external data
Greetings Louis, Emiliano, and QC forums,Let me see if I get what you are saying…multiple columns...
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Foren left a comment in the discussion How to buy 10% out of the money puts?
Answer found by .ekz.Very generous of you for sharing.
1 years ago