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81.597Net Profit
92.571PSR
2.639Sharpe Ratio
0.411Alpha
1.054Beta
88.449CAR
13.1Drawdown
0Loss Rate
16Parameters
0Security Types
410Tradeable Dates
24Trades
0.497Treynor Ratio
4.58Win Rate
81.597Net Profit
92.571PSR
2.639Sharpe Ratio
0.411Alpha
1.054Beta
88.449CAR
13.1Drawdown
0Loss Rate
16Parameters
0Security Types
410Tradeable Dates
24Trades
0.497Treynor Ratio
4.58Win Rate
Jianxun left a comment in the discussion Adding Multiple Stocks to the Options Wheel Strategy
Joe, I tried your code with Mia's suggestions, getting a number of errors of Insufficient buying...
Jianxun left a comment in the discussion Adding Multiple Stocks to the Options Wheel Strategy
Joe, I tried your code with Mia's suggestions, getting a number of errors of Insufficient buying...
3 months ago