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-49.688Net Profit
14.095PSR
0.018Sharpe Ratio
0.1Alpha
-0.431Beta
-49.593CAR
77.6Drawdown
-74.1Loss Rate
5Parameters
0Security Types
-0.452Sortino Ratio
253Tradeable Dates
196Trades
-0.034Treynor Ratio
10Win Rate
Maddox started the discussion Average Dollar Volume Universe
I am trying to create a universe that filters equities by the average dollar volume. I know the...
Maddox started the discussion Margin Fees and Tax Modeling
Has anyone hacked up a way to model margin fees or taxes? These are both very real costs associated...
-49.688Net Profit
14.095PSR
0.018Sharpe Ratio
0.1Alpha
-0.431Beta
-49.593CAR
77.6Drawdown
-74.1Loss Rate
5Parameters
0Security Types
-0.452Sortino Ratio
253Tradeable Dates
196Trades
-0.034Treynor Ratio
10Win Rate
Maddox started the discussion Average Dollar Volume Universe
I am trying to create a universe that filters equities by the average dollar volume. I know the...
Maddox started the discussion Margin Fees and Tax Modeling
Has anyone hacked up a way to model margin fees or taxes? These are both very real costs associated...