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15.2244PSR

21Parameters

1Security Types

0Tradeable Dates

37.257Net Profit

0.929Sharpe Ratio

-0.039Alpha

6.115Beta

8.233CAR

13.7Drawdown

9Loss Rate

7Parameters

1Security Types

12.3568Sortino Ratio

1006Tradeable Dates

26Trades

0.014Treynor Ratio

91Win Rate

Miguel started the discussion OnSecuritiesChange and Order of Execution

Hello,

Miguel left a comment in the discussion A Flawed Implementation of PE Ratio Anomaly

Hi Alethea,

Miguel started the discussion A Flawed Implementation of PE Ratio Anomaly

One of the samples in the Strategy Library is the PE Ratio Anomaly based on Persson/Stahlberg.

Miguel left a comment in the discussion A Flawed Implementation of PE Ratio Anomaly

Hi Alethea!

15.2244PSR

21Parameters

1Security Types

0Tradeable Dates

37.257Net Profit

0.929Sharpe Ratio

-0.039Alpha

6.115Beta

8.233CAR

13.7Drawdown

9Loss Rate

7Parameters

1Security Types

12.3568Sortino Ratio

1006Tradeable Dates

26Trades

0.014Treynor Ratio

91Win Rate

Miguel started the discussion OnSecuritiesChange and Order of Execution

Hello,

Miguel left a comment in the discussion OnSecuritiesChange and Order of Execution

Alexandre,

Miguel left a comment in the discussion A Flawed Implementation of PE Ratio Anomaly

Hi Alethea,

Miguel started the discussion A Flawed Implementation of PE Ratio Anomaly

One of the samples in the Strategy Library is the PE Ratio Anomaly based on Persson/Stahlberg.

Miguel left a comment in the discussion A Flawed Implementation of PE Ratio Anomaly

Hi Alethea!

Miguel left a comment in the discussion Trading with alpaca

According to Alpaca documentation, live data from polygon is not provided unless you're using a...

Miguel left a comment in the discussion OnSecuritiesChange and Order of Execution

Alexandre,

4 years ago