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0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

1Tradeable Dates

1Trades

0Treynor Ratio

0Win Rate

911.427Net Profit

3.221PSR

0.709Sharpe Ratio

0.074Alpha

0.038Beta

10.3CAR

18.5Drawdown

-2Loss Rate

0Parameters

1Security Types

0.838Sortino Ratio

5935Tradeable Dates

489Trades

2.019Treynor Ratio

4.13Win Rate

1409.748Net Profit

75.723PSR

1.235Sharpe Ratio

0.125Alpha

0.251Beta

20.464CAR

18.3Drawdown

-1.13Loss Rate

0Parameters

1Security Types

1.841Sortino Ratio

3668Tradeable Dates

167Trades

0.578Treynor Ratio

13.38Win Rate

350.202Net Profit

8.22PSR

0.724Sharpe Ratio

0.067Alpha

0.175Beta

10.872CAR

17.3Drawdown

-1.95Loss Rate

28Parameters

1Security Types

1.004Sortino Ratio

3667Tradeable Dates

349Trades

0.459Treynor Ratio

2.59Win Rate

41.591Net Profit

31.426PSR

0.784Sharpe Ratio

0.083Alpha

0.28Beta

14.508CAR

16.3Drawdown

-3.39Loss Rate

0Parameters

1Security Types

0.959Sortino Ratio

645Tradeable Dates

15Trades

0.388Treynor Ratio

20.53Win Rate

Jack left a comment in the discussion Hybrid Asset Allocation

with our chatgpt friend I ran this algo through it, ran kellers verbatim rules, and chatgpt said...

Jack left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy

no idea why this performs so differently compared to the ETF version of In Out. I thought this was...

Jack left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy

Guy Fleury the engine did not fail, unless this engine is severely different from the in / out...

Jack left a comment in the discussion Tail Risk Taleb

that would be great what’s the best way of getting a hold of you? I have some other interesting...

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

1Tradeable Dates

1Trades

0Treynor Ratio

0Win Rate

911.427Net Profit

3.221PSR

0.709Sharpe Ratio

0.074Alpha

0.038Beta

10.3CAR

18.5Drawdown

-2Loss Rate

0Parameters

1Security Types

0.838Sortino Ratio

5935Tradeable Dates

489Trades

2.019Treynor Ratio

4.13Win Rate

1409.748Net Profit

75.723PSR

1.235Sharpe Ratio

0.125Alpha

0.251Beta

20.464CAR

18.3Drawdown

-1.13Loss Rate

0Parameters

1Security Types

1.841Sortino Ratio

3668Tradeable Dates

167Trades

0.578Treynor Ratio

13.38Win Rate

350.202Net Profit

8.22PSR

0.724Sharpe Ratio

0.067Alpha

0.175Beta

10.872CAR

17.3Drawdown

-1.95Loss Rate

28Parameters

1Security Types

1.004Sortino Ratio

3667Tradeable Dates

349Trades

0.459Treynor Ratio

2.59Win Rate

41.591Net Profit

31.426PSR

0.784Sharpe Ratio

0.083Alpha

0.28Beta

14.508CAR

16.3Drawdown

-3.39Loss Rate

0Parameters

1Security Types

0.959Sortino Ratio

645Tradeable Dates

15Trades

0.388Treynor Ratio

20.53Win Rate

732.817Net Profit

46.398PSR

1.333Sharpe Ratio

0.579Alpha

0.873Beta

81.908CAR

83.6Drawdown

-4.67Loss Rate

10Parameters

1Security Types

1.176Sortino Ratio

1294Tradeable Dates

128Trades

0.999Treynor Ratio

43.74Win Rate

906.383Net Profit

76.003PSR

2.094Sharpe Ratio

0.778Alpha

0.425Beta

147.782CAR

53.9Drawdown

76Loss Rate

44Parameters

1Security Types

1.01Sortino Ratio

929Tradeable Dates

66Trades

2.867Treynor Ratio

24Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

8Parameters

1Security Types

0Sortino Ratio

886Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

36.129Net Profit

26.403PSR

0.691Sharpe Ratio

0Alpha

0Beta

13.522CAR

18.5Drawdown

99Loss Rate

13Parameters

1Security Types

0.0536Sortino Ratio

613Tradeable Dates

3212Trades

0Treynor Ratio

1Win Rate

42.55Net Profit

32.214PSR

0.792Sharpe Ratio

0Alpha

0Beta

15.695CAR

18Drawdown

43Loss Rate

11Parameters

1Security Types

2.6365Sortino Ratio

613Tradeable Dates

14Trades

0Treynor Ratio

57Win Rate

44.474Net Profit

24.83PSR

0.668Sharpe Ratio

0Alpha

0Beta

16.334CAR

29.2Drawdown

50Loss Rate

12Parameters

1Security Types

0.749Sortino Ratio

612Tradeable Dates

20Trades

0Treynor Ratio

50Win Rate

1534.523Net Profit

99.418PSR

1.907Sharpe Ratio

0.242Alpha

0.102Beta

24.268CAR

15.7Drawdown

27Loss Rate

41Parameters

1Security Types

1.6377Sortino Ratio

3238Tradeable Dates

225Trades

2.486Treynor Ratio

73Win Rate

1359.701Net Profit

98.329PSR

1.776Sharpe Ratio

0.229Alpha

0.128Beta

23.179CAR

17Drawdown

32Loss Rate

42Parameters

1Security Types

1.3817Sortino Ratio

3238Tradeable Dates

299Trades

1.903Treynor Ratio

68Win Rate

1740.527Net Profit

99.295PSR

1.896Sharpe Ratio

0.259Alpha

0.069Beta

25.42CAR

16.5Drawdown

27Loss Rate

39Parameters

1Security Types

1.6083Sortino Ratio

3238Tradeable Dates

224Trades

3.874Treynor Ratio

73Win Rate

0.916Net Profit

0.371Sharpe Ratio

-0.01Alpha

0.99Beta

0.916CAR

2.3Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

251Tradeable Dates

1Trades

0.009Treynor Ratio

0Win Rate

31.154Net Profit

2.084Sharpe Ratio

0.062Alpha

-0.188Beta

5.983CAR

2.3Drawdown

48Loss Rate

1Security Types

1.3630274872418Sortino Ratio

1176Tradeable Dates

281Trades

-0.311Treynor Ratio

52Win Rate

-72.427Net Profit

-1.385Sharpe Ratio

1.662Alpha

-154.07Beta

-72.33CAR

77.9Drawdown

100Loss Rate

1Security Types

-2.1407638852828Sortino Ratio

253Tradeable Dates

34Trades

0.006Treynor Ratio

0Win Rate

-77.359Net Profit

-0.458Sharpe Ratio

-0.226Alpha

-18.939Beta

-77.267CAR

89.5Drawdown

100Loss Rate

1Security Types

-1.2196338275719Sortino Ratio

253Tradeable Dates

16Trades

0.028Treynor Ratio

0Win Rate

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

607Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Jack left a comment in the discussion Stock Selection Strategy Based On Fundamental Factors

algo is broken

Jack left a comment in the discussion Hybrid Asset Allocation

with our chatgpt friend I ran this algo through it, ran kellers verbatim rules, and chatgpt said...

Jack left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy

no idea why this performs so differently compared to the ETF version of In Out. I thought this was...

Guy Fleury the engine did not fail, unless this engine is severely different from the in / out...

Jack left a comment in the discussion Tail Risk Taleb

that would be great what’s the best way of getting a hold of you? I have some other interesting...

Jack left a comment in the discussion Hybrid Asset Allocation

QC has data issues that i've caught in the past, so i can't rule out other bugs issues with their...

Jack started the discussion Beware of Alpaca

Just personal experience dealing with them, and reading on their forums. Forum topic of their feed...

Jack started the discussion Tail Risk Taleb

Has anyone implement anything like Taleb has even in a simple format. Any strategy is bound to...

Jack started the discussion Setstartdate not working?

Some algos that worked before are showing errors on self.setstartdate() , self.setstartdate...

Jack started the discussion 52 week high momentum

Found an interesting strategy, the researchers exited after 6 months, if somebody has time to code...

Jack started the discussion Synthetic XIV 1 minute data?

Anyone know if anyone is providing synthetic XIV data? I know you can build it through futures...

Jack started the discussion MarginCallModel not working?

I applied this to an algo:

Jack started the discussion Weekly momentum rotation

Was trying to modify an Algo, need it to enter trades weekly, and to add a moving average filter,...

Jack started the discussion Better live tracking statistics?

Hi I saw a thread over 2 years ago about implementing backtesting statistics into live trading, is...

Jack started the discussion Crypto Leverage Bug?

I have leverage set to .001 and it still tries to buy my whole account value when trading live in...

Jack started the discussion 200% Annual Returns 19% DD needs to be ported.

Hi guys thought Id post this here see if anyone can port it from Quantopian, Was able to get the...

Jack started the discussion First Day of week.....

I have this algorithm where I applied :

Jack left a comment in the discussion Stock Selection Strategy Based On Fundamental Factors

algo is broken

5 months ago