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0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
81Parameters
0Security Types
101Tradeable Dates
15423Trades
0Treynor Ratio
0Win Rate
840.76Net Profit
2.597PSR
0.511Sharpe Ratio
0.05Alpha
0.595Beta
11.852CAR
28.6Drawdown
-0.07Loss Rate
43Parameters
0Security Types
5031Tradeable Dates
54344Trades
0.116Treynor Ratio
0.11Win Rate
Ogdn left a comment in the discussion AIS Micro Test Diversity Gap Stratagy
Current Strategy
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
81Parameters
0Security Types
101Tradeable Dates
15423Trades
0Treynor Ratio
0Win Rate
840.76Net Profit
2.597PSR
0.511Sharpe Ratio
0.05Alpha
0.595Beta
11.852CAR
28.6Drawdown
-0.07Loss Rate
43Parameters
0Security Types
5031Tradeable Dates
54344Trades
0.116Treynor Ratio
0.11Win Rate
Ogdn left a comment in the discussion Portfolio Construction Using Topological Data Analysis
This research takes a really interesting and creative approach to building a portfolio by using...
Ogdn left a comment in the discussion AIS Micro Test Diversity Gap Stratagy
Current Strategy
Ogdn left a comment in the discussion Portfolio Construction Using Topological Data Analysis
This research takes a really interesting and creative approach to building a portfolio by using...
10 days ago