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-5.069Net Profit

15.431PSR

-2.537Sharpe Ratio

-0.767Alpha

0.23Beta

-61.919CAR

5.1Drawdown

100Loss Rate

20Parameters

2Security Types

-1.1434Sortino Ratio

0Tradeable Dates

52Trades

-2.49Treynor Ratio

0Win Rate

-0.95Net Profit

-8.472Sharpe Ratio

-0.123Alpha

-0.132Beta

-23.51CAR

1.1Drawdown

50Loss Rate

1Security Types

0Sortino Ratio

0Tradeable Dates

4Trades

1.519Treynor Ratio

50Win Rate

-8.55Net Profit

-4.913Sharpe Ratio

-0.202Alpha

-0.045Beta

-22.977CAR

9.2Drawdown

67Loss Rate

1Security Types

-0.30045829924938Sortino Ratio

0Tradeable Dates

98Trades

4.684Treynor Ratio

33Win Rate

-21.782Net Profit

-3.133Sharpe Ratio

-1.167Alpha

1.439Beta

-95.46CAR

25.3Drawdown

67Loss Rate

1Security Types

-1.0868573727444Sortino Ratio

0Tradeable Dates

66Trades

-1.583Treynor Ratio

33Win Rate

-0.385Net Profit

-3.561Sharpe Ratio

0.01Alpha

0.068Beta

-16.138CAR

0.8Drawdown

50Loss Rate

1Security Types

-0.090382069775724Sortino Ratio

0Tradeable Dates

10Trades

-2.019Treynor Ratio

50Win Rate

Jarett started the discussion Options prices not in self.securities immediately, GetOptionContractList doesn't have results at specified strike+expiry immediately?

Buying/selling Options from Custom Data - there's a good chance the price isn't available in...

Jarett started the discussion Have a Potentially Great Alpha, Need Some Help - including other Python libraries?

Hey folks,

Jarett left a comment in the discussion Have a Potentially Great Alpha, Need Some Help - including other Python libraries?

Laurent Crouzet

Jarett left a comment in the discussion Have a Potentially Great Alpha, Need Some Help - including other Python libraries?

I got it importing the data from SubscriptionDataSource, but now I see this:

-5.069Net Profit

15.431PSR

-2.537Sharpe Ratio

-0.767Alpha

0.23Beta

-61.919CAR

5.1Drawdown

100Loss Rate

20Parameters

2Security Types

-1.1434Sortino Ratio

0Tradeable Dates

52Trades

-2.49Treynor Ratio

0Win Rate

-0.95Net Profit

-8.472Sharpe Ratio

-0.123Alpha

-0.132Beta

-23.51CAR

1.1Drawdown

50Loss Rate

1Security Types

0Sortino Ratio

0Tradeable Dates

4Trades

1.519Treynor Ratio

50Win Rate

-8.55Net Profit

-4.913Sharpe Ratio

-0.202Alpha

-0.045Beta

-22.977CAR

9.2Drawdown

67Loss Rate

1Security Types

-0.30045829924938Sortino Ratio

0Tradeable Dates

98Trades

4.684Treynor Ratio

33Win Rate

-21.782Net Profit

-3.133Sharpe Ratio

-1.167Alpha

1.439Beta

-95.46CAR

25.3Drawdown

67Loss Rate

1Security Types

-1.0868573727444Sortino Ratio

0Tradeable Dates

66Trades

-1.583Treynor Ratio

33Win Rate

-0.385Net Profit

-3.561Sharpe Ratio

0.01Alpha

0.068Beta

-16.138CAR

0.8Drawdown

50Loss Rate

1Security Types

-0.090382069775724Sortino Ratio

0Tradeable Dates

10Trades

-2.019Treynor Ratio

50Win Rate

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Jarett started the discussion Options prices not in self.securities immediately, GetOptionContractList doesn't have results at specified strike+expiry immediately?

Buying/selling Options from Custom Data - there's a good chance the price isn't available in...

Jarett started the discussion Have a Potentially Great Alpha, Need Some Help - including other Python libraries?

Hey folks,

Laurent Crouzet I seem unable to tag you... did this work?

Laurent Crouzet

I got it importing the data from SubscriptionDataSource, but now I see this:

I did combine my CSV, but I can't download from Google Drive Dropbox or GitHub?URL =...

Jarett left a comment in the discussion Entry on long straddles to anticipate earnings surprises

Thanks Jared.

Jarett left a comment in the discussion Entry on long straddles to anticipate earnings surprises

Got it :) You can call 'AddSecurity' anywhere and it triggers OnSecuritiesChanged.

Jarett left a comment in the discussion Have a Potentially Great Alpha, Need Some Help - including other Python libraries?

Laurent Crouzet I seem unable to tag you... did this work?

5 years ago