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18.829Net Profit
79.914PSR
2.124Sharpe Ratio
-0.009Alpha
0.965Beta
34.468CAR
7.7Drawdown
0Loss Rate
4Parameters
0Security Types
145Tradeable Dates
19Trades
0.244Treynor Ratio
1.27Win Rate
William started the discussion SPY Covered Call Strategy getting Sparse Option Chain
Hello Quant Connect Community,I have the following python code, where I would like to backtest a...
18.829Net Profit
79.914PSR
2.124Sharpe Ratio
-0.009Alpha
0.965Beta
34.468CAR
7.7Drawdown
0Loss Rate
4Parameters
0Security Types
145Tradeable Dates
19Trades
0.244Treynor Ratio
1.27Win Rate
William started the discussion SPY Covered Call Strategy getting Sparse Option Chain
Hello Quant Connect Community,I have the following python code, where I would like to backtest a...
William left a comment in the discussion SPY Covered Call Strategy getting Sparse Option Chain
Here is the backtest
William left a comment in the discussion SPY Covered Call Strategy getting Sparse Option Chain
Here is the backtest
1 years ago