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31.015Net Profit

3.131Sharpe Ratio

0.085Alpha

0.241Beta

14.49CAR

3.3Drawdown

20Loss Rate

1Security Types

0.76913986828747Sortino Ratio

503Tradeable Dates

68Trades

0.539Treynor Ratio

80Win Rate

19.435Net Profit

4.395Sharpe Ratio

0.099Alpha

0.267Beta

19.571CAR

1.7Drawdown

18Loss Rate

1Security Types

9.7792590546522Sortino Ratio

251Tradeable Dates

36Trades

0.638Treynor Ratio

82Win Rate

Lucas started the discussion Killing backtest doesn't seems to work

When I close a backtest, it seems that the process in the background is not being killed and

Lucas started the discussion Covered Call Report

I have a very basic strategy cloned from the Options tutorial. I don't understand why in...

Lucas started the discussion System.Exception Algorithm took longer than 10 minutes

I constantly get this error when backtesting basic options + equity strategy:

Lucas left a comment in the discussion Killing backtest doesn't seems to work

Actually it took 16h user time but just over 1h cpu time

31.015Net Profit

3.131Sharpe Ratio

0.085Alpha

0.241Beta

14.49CAR

3.3Drawdown

20Loss Rate

1Security Types

0.76913986828747Sortino Ratio

503Tradeable Dates

68Trades

0.539Treynor Ratio

80Win Rate

19.435Net Profit

4.395Sharpe Ratio

0.099Alpha

0.267Beta

19.571CAR

1.7Drawdown

18Loss Rate

1Security Types

9.7792590546522Sortino Ratio

251Tradeable Dates

36Trades

0.638Treynor Ratio

82Win Rate

Lucas started the discussion Killing backtest doesn't seems to work

When I close a backtest, it seems that the process in the background is not being killed and

Lucas started the discussion Covered Call Report

I have a very basic strategy cloned from the Options tutorial. I don't understand why in...

Lucas started the discussion System.Exception Algorithm took longer than 10 minutes

I constantly get this error when backtesting basic options + equity strategy:

Lucas left a comment in the discussion Algo Framework ETF Momentum Rebalancing using Mean Variance Optimization

Cloned and it gives error:

Lucas left a comment in the discussion Killing backtest doesn't seems to work

Actually it took 16h user time but just over 1h cpu time

Lucas left a comment in the discussion Killing backtest doesn't seems to work

I have started an algo over 10 hours ago and it is still going, the same simple covered call on...

Lucas left a comment in the discussion System.Exception Algorithm took longer than 10 minutes

The computation that happens every minute is:

Lucas left a comment in the discussion Killing backtest doesn't seems to work

Thanks, I have tried the whole day to run a basic covered call strategy it takes ages then crashes,...

Lucas left a comment in the discussion Searching for developer

Not sure there is a private message feature here.

Lucas started the discussion QuantConnect vs Quantopian

What are the main differences and advantages? anyone with experience on both?

Lucas left a comment in the discussion Algo Framework ETF Momentum Rebalancing using Mean Variance Optimization

Cloned and it gives error:

6 years ago