A while ago I wrote out an nice little trader(but only simulated) on the US stock market. Wanted to get some feedback, it appears to be a solid little market maker.
Wanted to get some more feedback on it.
My algo output
Your Portfolio:
Absolute Return: 4.75%
Sharpe Ratio: 4.49
Number of Trades: 22
Number of Stocks owned: 20 (wow great diversification!)
Weekly Var 99: -1.86!
Wanted to get some more feedback on it.
My algo output
Your Portfolio:
Absolute Return: 4.75%
Sharpe Ratio: 4.49
Number of Trades: 22
Number of Stocks owned: 20 (wow great diversification!)
Weekly Var 99: -1.86!