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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 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 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 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 Security Doesn't Have a Bar of Data Trade Error- Options Trading
same nobody cares anymore dude place is basically a ghost town lol
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 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 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 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 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 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 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 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 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 MarginCallModel not working?
I applied this to an algo:
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 First Day of week.....
I have this algorithm where I applied :
Jack left a comment in the discussion Security Doesn't Have a Bar of Data Trade Error- Options Trading
same nobody cares anymore dude place is basically a ghost town lol
25 days ago