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145.378Net Profit
2.991PSR
0.478Sharpe Ratio
0.119Alpha
-0.064Beta
7.933CAR
36.7Drawdown
65Loss Rate
8Parameters
1Security Types
1.2227Sortino Ratio
2958Tradeable Dates
27Trades
-1.674Treynor Ratio
35Win Rate
145.378Net Profit
2.991PSR
0.478Sharpe Ratio
0.119Alpha
-0.064Beta
7.933CAR
36.7Drawdown
65Loss Rate
8Parameters
1Security Types
1.2227Sortino Ratio
2958Tradeable Dates
27Trades
-1.674Treynor Ratio
35Win Rate
Stephane left a comment in the discussion Idea Streams #14 - Predicting Homebuilder Performance from Timber Stock Prices
I noticed in your video the implementation of the strategy did not follow the notebook research;...
Stephane left a comment in the discussion Idea Streams #14 - Predicting Homebuilder Performance from Timber Stock Prices
I noticed in your video the implementation of the strategy did not follow the notebook research;...
3 years ago