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279.51Net Profit

0.051PSR

0.379Sharpe Ratio

0.073Alpha

-0.093Beta

6.171CAR

55.1Drawdown

100Loss Rate

0Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

2Trades

-0.72Treynor Ratio

0Win Rate

119.423Net Profit

0.015PSR

0.277Sharpe Ratio

0.054Alpha

-0.096Beta

3.953CAR

54.4Drawdown

85Loss Rate

0Parameters

1Security Types

-0.8905Sortino Ratio

0Tradeable Dates

89Trades

-0.505Treynor Ratio

15Win Rate

Malcolm started the discussion Unknown Order coming from Algorithm Framework

I've been trying to understand the algorithm framework and tested the attached code with the most...

Malcolm left a comment in the discussion Different Backtest Results for same Algorithm?

Original tickers used in the backtests yesterday were SPY, TLT, GLD. Having problems with those 3...

Malcolm left a comment in the discussion Different Backtest Results for same Algorithm?

Experiencing the same issue here. I copy pasted the exact code I ran yesterday, 30th July 2020, and...

Malcolm left a comment in the discussion Idea Streams Ep. 1: Traunch Rebalancing Risk Parity

It will be great if the episode utilizes QC's research environment to showcase some analysis on...

279.51Net Profit

0.051PSR

0.379Sharpe Ratio

0.073Alpha

-0.093Beta

6.171CAR

55.1Drawdown

100Loss Rate

0Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

2Trades

-0.72Treynor Ratio

0Win Rate

119.423Net Profit

0.015PSR

0.277Sharpe Ratio

0.054Alpha

-0.096Beta

3.953CAR

54.4Drawdown

85Loss Rate

0Parameters

1Security Types

-0.8905Sortino Ratio

0Tradeable Dates

89Trades

-0.505Treynor Ratio

15Win Rate

Malcolm started the discussion Unknown Order coming from Algorithm Framework

I've been trying to understand the algorithm framework and tested the attached code with the most...

Malcolm left a comment in the discussion Different Backtest Results for same Algorithm?

Ran the same code and got back my initial results. Still unsure why there was a difference...

Malcolm left a comment in the discussion Different Backtest Results for same Algorithm?

Original tickers used in the backtests yesterday were SPY, TLT, GLD. Having problems with those 3...

Malcolm left a comment in the discussion Different Backtest Results for same Algorithm?

Experiencing the same issue here. I copy pasted the exact code I ran yesterday, 30th July 2020, and...

Malcolm left a comment in the discussion Idea Streams Ep. 1: Traunch Rebalancing Risk Parity

It will be great if the episode utilizes QC's research environment to showcase some analysis on...

Malcolm left a comment in the discussion XPTUSD, Daily The issue starts from Dec 23rd, 2012; and continues until now

Hourly data contains the same error as well.

Malcolm started the discussion Getting Higher Timeframe Indicator Values

Hi all, I'm facing some troubles running a hourly indicator on a lower time frame (1 min) and I...

Malcolm left a comment in the discussion Different Backtest Results for same Algorithm?

Ran the same code and got back my initial results. Still unsure why there was a difference...

4 years ago