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64.774Net Profit
90.702PSR
1.905Sharpe Ratio
0.14Alpha
0.276Beta
28.321CAR
6.1Drawdown
-0.03Loss Rate
9Parameters
0Security Types
505Tradeable Dates
660Trades
0.686Treynor Ratio
0.15Win Rate
55.838Net Profit
85.136PSR
1.713Sharpe Ratio
0.118Alpha
0.275Beta
24.797CAR
5.8Drawdown
-0.03Loss Rate
22Parameters
0Security Types
505Tradeable Dates
1225Trades
0.605Treynor Ratio
0.08Win Rate
106.938Net Profit
45.685PSR
0.732Sharpe Ratio
0.048Alpha
0.373Beta
14.567CAR
15.4Drawdown
35Loss Rate
11Parameters
1Security Types
0.766Sortino Ratio
0Tradeable Dates
3958Trades
0.203Treynor Ratio
65Win Rate
157.013Net Profit
1.279PSR
0.323Sharpe Ratio
-0.012Alpha
1.282Beta
10.635CAR
63.9Drawdown
44Loss Rate
10Parameters
1Security Types
0.374Sortino Ratio
2346Tradeable Dates
1709Trades
0.068Treynor Ratio
56Win Rate
35.97Net Profit
69.731PSR
1.448Sharpe Ratio
0.148Alpha
0.976Beta
48.919CAR
11.8Drawdown
18Loss Rate
0Parameters
1Security Types
1.225Sortino Ratio
194Tradeable Dates
44Trades
0.295Treynor Ratio
82Win Rate
Sebastien started the discussion Dual time resolution
Hi everyone,
Sebastien started the discussion Intraday breakout alpha model
Good day all,
Sebastien left a comment in the discussion Development Group
Hi Roberto,
Sebastien started the discussion Real-time data and paper trading
Hi there,
64.774Net Profit
90.702PSR
1.905Sharpe Ratio
0.14Alpha
0.276Beta
28.321CAR
6.1Drawdown
-0.03Loss Rate
9Parameters
0Security Types
505Tradeable Dates
660Trades
0.686Treynor Ratio
0.15Win Rate
55.838Net Profit
85.136PSR
1.713Sharpe Ratio
0.118Alpha
0.275Beta
24.797CAR
5.8Drawdown
-0.03Loss Rate
22Parameters
0Security Types
505Tradeable Dates
1225Trades
0.605Treynor Ratio
0.08Win Rate
106.938Net Profit
45.685PSR
0.732Sharpe Ratio
0.048Alpha
0.373Beta
14.567CAR
15.4Drawdown
35Loss Rate
11Parameters
1Security Types
0.766Sortino Ratio
0Tradeable Dates
3958Trades
0.203Treynor Ratio
65Win Rate
157.013Net Profit
1.279PSR
0.323Sharpe Ratio
-0.012Alpha
1.282Beta
10.635CAR
63.9Drawdown
44Loss Rate
10Parameters
1Security Types
0.374Sortino Ratio
2346Tradeable Dates
1709Trades
0.068Treynor Ratio
56Win Rate
35.97Net Profit
69.731PSR
1.448Sharpe Ratio
0.148Alpha
0.976Beta
48.919CAR
11.8Drawdown
18Loss Rate
0Parameters
1Security Types
1.225Sortino Ratio
194Tradeable Dates
44Trades
0.295Treynor Ratio
82Win Rate
185.618Net Profit
31.929PSR
0.774Sharpe Ratio
0.065Alpha
1.107Beta
24.58CAR
33.4Drawdown
56Loss Rate
0Parameters
1Security Types
0.835Sortino Ratio
1200Tradeable Dates
590Trades
0.149Treynor Ratio
44Win Rate
Sebastien started the discussion Dual time resolution
Hi everyone,
Sebastien left a comment in the discussion Dual time resolution
I have a universe of 200 stocks, not a manual universe of few tickers. What should be the...
Sebastien started the discussion Intraday breakout alpha model
Good day all,
Sebastien left a comment in the discussion Development Group
Hi Roberto,
Sebastien started the discussion Real-time data and paper trading
Hi there,
Sebastien started the discussion Custom fee model
Hi there,
Sebastien started the discussion Bond pricing effect at the end of the month
Hi there,
Sebastien started the discussion Error return without exception set
Hi there,
Sebastien started the discussion Fatal error despite multiple debugging steps
Hi there,
Sebastien started the discussion Trading equities live with bonds holding
Hi there,
Sebastien started the discussion How to create a custom universe based on components of 2 ETF
Hi there,
Sebastien started the discussion Help needed for live deployment
Hi there,
Sebastien left a comment in the discussion Tactical Momentum Rank
Hi there,
Sebastien left a comment in the discussion Help needed for live deployment
Corrected code: MarketOrder and Setbrokerage.
Sebastien left a comment in the discussion Help needed for live deployment
Here is the part of the code dealing with long orders:
Sebastien left a comment in the discussion How to create a custom universe based on components of 2 ETF
Thanks
Sebastien left a comment in the discussion Dual time resolution
I have a universe of 200 stocks, not a manual universe of few tickers. What should be the...
6 months ago