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4.232Net Profit

0.537Sharpe Ratio

0.034Alpha

0.106Beta

4.234CAR

7.7Drawdown

45Loss Rate

1Security Types

0.099181313956433Sortino Ratio

252Tradeable Dates

128Trades

0.343Treynor Ratio

55Win Rate

290.045Net Profit

2.353Sharpe Ratio

0.125Alpha

0.049Beta

16.706CAR

4Drawdown

50Loss Rate

1Security Types

0.17434902861325Sortino Ratio

2199Tradeable Dates

13477Trades

2.633Treynor Ratio

50Win Rate

460.4Net Profit

2.253Sharpe Ratio

0.159Alpha

0.055Beta

21.607CAR

5.6Drawdown

50Loss Rate

1Security Types

0.19194948948193Sortino Ratio

2199Tradeable Dates

10850Trades

2.948Treynor Ratio

50Win Rate

778.547Net Profit

1.286Sharpe Ratio

0.193Alpha

-0.021Beta

24.802CAR

15.4Drawdown

50Loss Rate

1Security Types

0.1816626173505Sortino Ratio

2450Tradeable Dates

2878Trades

-9.028Treynor Ratio

50Win Rate

1Security Types

252Tradeable Dates

Len started the discussion Crypto Exchange API Support

Would we need whitelist approval in order to ping one or more crypto exchange API's?

Len left a comment in the discussion Any recommended books on algorithm trading strategies?

Hi Petter, reading further it looks like although the label returns "hypothetical" they...

Len left a comment in the discussion Any recommended books on algorithm trading strategies?

Hi Petter, is there a way on Collective2 to see out-of-sample performance for these strats?

Len left a comment in the discussion Any recommended books on algorithm trading strategies?

Very interesting please keep us posted of any future projects. Thx

4.232Net Profit

0.537Sharpe Ratio

0.034Alpha

0.106Beta

4.234CAR

7.7Drawdown

45Loss Rate

1Security Types

0.099181313956433Sortino Ratio

252Tradeable Dates

128Trades

0.343Treynor Ratio

55Win Rate

290.045Net Profit

2.353Sharpe Ratio

0.125Alpha

0.049Beta

16.706CAR

4Drawdown

50Loss Rate

1Security Types

0.17434902861325Sortino Ratio

2199Tradeable Dates

13477Trades

2.633Treynor Ratio

50Win Rate

460.4Net Profit

2.253Sharpe Ratio

0.159Alpha

0.055Beta

21.607CAR

5.6Drawdown

50Loss Rate

1Security Types

0.19194948948193Sortino Ratio

2199Tradeable Dates

10850Trades

2.948Treynor Ratio

50Win Rate

778.547Net Profit

1.286Sharpe Ratio

0.193Alpha

-0.021Beta

24.802CAR

15.4Drawdown

50Loss Rate

1Security Types

0.1816626173505Sortino Ratio

2450Tradeable Dates

2878Trades

-9.028Treynor Ratio

50Win Rate

1Security Types

252Tradeable Dates

2015Tradeable Dates

2015Tradeable Dates

2015Tradeable Dates

2015Tradeable Dates

2199Tradeable Dates

0Tradeable Dates

0Tradeable Dates

0Tradeable Dates

2199Tradeable Dates

2199Tradeable Dates

1020Tradeable Dates

4529Tradeable Dates

4529Tradeable Dates

4529Tradeable Dates

4529Tradeable Dates

4529Tradeable Dates

252Tradeable Dates

0Tradeable Dates

1915Tradeable Dates

19Tradeable Dates

19Tradeable Dates

2Tradeable Dates

234Tradeable Dates

234Tradeable Dates

2799Tradeable Dates

Len started the discussion Crypto Exchange API Support

Would we need whitelist approval in order to ping one or more crypto exchange API's?

Len left a comment in the discussion Any recommended books on algorithm trading strategies?

Yes Jared we were thinking exacty that. Doesn;t look like C2 support IB for brokerage tie-in so...

Len left a comment in the discussion Any recommended books on algorithm trading strategies?

Hi Petter, reading further it looks like although the label returns "hypothetical" they...

Len left a comment in the discussion Any recommended books on algorithm trading strategies?

Hi Petter, is there a way on Collective2 to see out-of-sample performance for these strats?

Len left a comment in the discussion Any recommended books on algorithm trading strategies?

Very interesting please keep us posted of any future projects. Thx

Len left a comment in the discussion Any recommended books on algorithm trading strategies?

Hi Petter, would you mind elaborating on this statement: "What I'm actually algo trading...

Len left a comment in the discussion History API Maintenance - 21st Jan 2017

Thx for the heads up.

Len left a comment in the discussion Any recommended books on algorithm trading strategies?

Yes Jared we were thinking exacty that. Doesn;t look like C2 support IB for brokerage tie-in so...

7 years ago