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21.039Net Profit
39.93PSR
0.843Sharpe Ratio
0.229Alpha
0.229Beta
23.05CAR
30.7Drawdown
-0.15Loss Rate
5Parameters
0Security Types
1.01Sortino Ratio
0Tradeable Dates
3662Trades
68.301Treynor Ratio
0.19Win Rate
Prometheus started the discussion Why do trading happen when insights are stale?
Hi Community:
21.039Net Profit
39.93PSR
0.843Sharpe Ratio
0.229Alpha
0.229Beta
23.05CAR
30.7Drawdown
-0.15Loss Rate
5Parameters
0Security Types
1.01Sortino Ratio
0Tradeable Dates
3662Trades
68.301Treynor Ratio
0.19Win Rate
Prometheus started the discussion Why do trading happen when insights are stale?
Hi Community:
Prometheus left a comment in the discussion Why do trading happen when insights are stale?
Thanks a lot for your education, Shile. Setting the rebalancing function to None does work. ...
Prometheus left a comment in the discussion Why do trading happen when insights are stale?
Thanks a lot for your education, Shile. Setting the rebalancing function to None does work. ...
4 years ago