We are pioneering the radical future for open-source quant finance. QuantConnect is the world's largest quant community, empowering 220,000 quants with a framework, data, and infrastructure for their investments.
-0.11Net Profit
19.533PSR
-7.39Sharpe Ratio
-0.069Alpha
0.02Beta
-1.262CAR
0.3Drawdown
-0.1Loss Rate
10Parameters
0Security Types
21Tradeable Dates
21Trades
-2.732Treynor Ratio
0.02Win Rate
0.207Net Profit
88.297PSR
-6.52Sharpe Ratio
-0.046Alpha
0.023Beta
2.408CAR
0.1Drawdown
0Loss Rate
10Parameters
0Security Types
21Tradeable Dates
7Trades
-1.21Treynor Ratio
0Win Rate
James started the discussion Daily Put Selling Bracket Orders
I have been trying to write a code that sells a put option daily based on some parameters and with...
-0.11Net Profit
19.533PSR
-7.39Sharpe Ratio
-0.069Alpha
0.02Beta
-1.262CAR
0.3Drawdown
-0.1Loss Rate
10Parameters
0Security Types
21Tradeable Dates
21Trades
-2.732Treynor Ratio
0.02Win Rate
0.207Net Profit
88.297PSR
-6.52Sharpe Ratio
-0.046Alpha
0.023Beta
2.408CAR
0.1Drawdown
0Loss Rate
10Parameters
0Security Types
21Tradeable Dates
7Trades
-1.21Treynor Ratio
0Win Rate
James started the discussion Daily Put Selling Bracket Orders
I have been trying to write a code that sells a put option daily based on some parameters and with...
James left a comment in the discussion Daily Put Selling Bracket Orders
Mia Alissi After making the changes the orders are being placed however, the opposing stop loss or...
James left a comment in the discussion Daily Put Selling Bracket Orders
Mia Alissi After making the changes the orders are being placed however, the opposing stop loss or...
1 years ago