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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