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-1.292Net Profit
9.218PSR
-2.179Sharpe Ratio
-0.077Alpha
-0.03Beta
-11.189CAR
2.2Drawdown
98Loss Rate
6Parameters
1Security Types
-0.0244Sortino Ratio
30Tradeable Dates
2171Trades
2.969Treynor Ratio
2Win Rate
Trevor left a comment in the discussion Algorithm Framework Systematically Generates Too Many Insights
Update: I took the framework tutorial in the boot camp because I know that works and then modified...
Trevor started the discussion Algorithm Framework Systematically Generates Too Many Insights
Hello,
-1.292Net Profit
9.218PSR
-2.179Sharpe Ratio
-0.077Alpha
-0.03Beta
-11.189CAR
2.2Drawdown
98Loss Rate
6Parameters
1Security Types
-0.0244Sortino Ratio
30Tradeable Dates
2171Trades
2.969Treynor Ratio
2Win Rate
Trevor left a comment in the discussion Algorithm Framework Systematically Generates Too Many Insights
Ah, that explains it. Thank you so much this is super helpful!
Trevor left a comment in the discussion Algorithm Framework Systematically Generates Too Many Insights
Update: I took the framework tutorial in the boot camp because I know that works and then modified...
Trevor started the discussion Algorithm Framework Systematically Generates Too Many Insights
Hello,
Trevor left a comment in the discussion Algorithm Framework Systematically Generates Too Many Insights
Ah, that explains it. Thank you so much this is super helpful!
4 years ago