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0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

38Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

38Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

1930.779Net Profit

96.464PSR

2.116Sharpe Ratio

0.451Alpha

0.91Beta

82.573CAR

28.6Drawdown

27Loss Rate

6Parameters

1Security Types

0.1142Sortino Ratio

1258Tradeable Dates

300Trades

0.628Treynor Ratio

73Win Rate

SeriousTrader started the discussion Interactive Brokers

As you know that IB offers two different account types: Lite and Pro with different fee structures....

SeriousTrader started the discussion Option Greeks Using Black Scholes Model

When I use BlackScholes as the OptionPriceModel the greeks don't seem to populate (e.g....

SeriousTrader left a comment in the discussion Option Greeks Using Black Scholes Model

Attaching back test…

SeriousTrader started the discussion No history for Daily resolution

Hi. I'm trying to get daily data for ES future contract but History returns no data at all.

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

38Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

38Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

1930.779Net Profit

96.464PSR

2.116Sharpe Ratio

0.451Alpha

0.91Beta

82.573CAR

28.6Drawdown

27Loss Rate

6Parameters

1Security Types

0.1142Sortino Ratio

1258Tradeable Dates

300Trades

0.628Treynor Ratio

73Win Rate

SeriousTrader started the discussion Interactive Brokers

As you know that IB offers two different account types: Lite and Pro with different fee structures....

SeriousTrader started the discussion Option Greeks Using Black Scholes Model

When I use BlackScholes as the OptionPriceModel the greeks don't seem to populate (e.g....

SeriousTrader left a comment in the discussion Option Greeks Using Black Scholes Model

Here's another back test with a different price model and the greeks do seem to populate…

SeriousTrader left a comment in the discussion Option Greeks Using Black Scholes Model

Attaching back test…

SeriousTrader started the discussion No history for Daily resolution

Hi. I'm trying to get daily data for ES future contract but History returns no data at all.

SeriousTrader started the discussion Futures Price Data

Is the futures (ES) price data back adjusted? If not can you provide me an example of how to back...

SeriousTrader left a comment in the discussion Option Greeks Using Black Scholes Model

Here's another back test with a different price model and the greeks do seem to populate…

2 years ago