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KenC
- Posts: 5
- Joined: Thu Aug 06, 2015 5:18 pm
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by KenC » Tue Jul 04, 2017 2:29 pm
Hi, folks,
To see how your mechanical system fares in the world of quant analysis, there's a relatively painless method available:
https://github.com/quantopian/pyfolio
- PyfolioHeader.jpg (78.28 KiB) Viewed 27141 times
It requires installing Python, but once the input file format is handled, producing a detailed statistical report is fast.
Attached is an example of the complete output, including graphics.
Good trading to you all,
Ken
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earik
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- Posts: 477
- Joined: Mon Dec 01, 2014 12:41 pm
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by earik » Thu Jul 13, 2017 9:08 pm
Nice system, Ken. 50% annual return with only 4% drawdown is insane... (In a good way)
Regards,
Earik
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