36.7 MB

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1 contributor

History: 136 commits

gionuibk

e5_macro v2: sharpe=2585.959

d0cba52 verified about 1 month ago

e1_microstructure_history.json
505 Bytes
Registry: e1_microstructure v3 about 2 months ago
e1_microstructure_v0001.pkl
723 kB
xet

e1_microstructure v1: sharpe=628.960 about 2 months ago
e1_microstructure_v0002.pkl
717 kB
xet

e1_microstructure v2: sharpe=631.009 about 2 months ago
e1_microstructure_v0003.pkl
720 kB
xet

e1_microstructure v3: sharpe=640.571 about 2 months ago
e2_momentum_history.json
527 Bytes
Registry: e2_momentum v3 about 2 months ago
e2_momentum_v0001.pkl
187 kB
xet

e2_momentum v1: sharpe=2043369889.180 about 2 months ago
e2_momentum_v0002.pkl
194 kB
xet

e2_momentum v2: sharpe=2047117646.561 about 2 months ago
e2_momentum_v0003.pkl
196 kB
xet

e2_momentum v3: sharpe=2074632923.649 about 2 months ago
e3_meanrev_history.json
702 Bytes
Registry: e3_meanrev v4 about 2 months ago
e3_meanrev_v0001.pkl
195 kB
xet

e3_meanrev v1: sharpe=1897323093.541 about 2 months ago
e3_meanrev_v0002.pkl
216 kB
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e3_meanrev v2: sharpe=1915129819.592 about 2 months ago
e3_meanrev_v0003.pkl
206 kB
xet

e3_meanrev v3: sharpe=1933905831.672 about 2 months ago
e3_meanrev_v0004.pkl
207 kB
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e3_meanrev v4: sharpe=1948718325.161 about 2 months ago
e4_smartmoney_history.json
351 Bytes
Registry: e4_smartmoney v2 about 2 months ago
e4_smartmoney_v0001.pkl
196 kB
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e4_smartmoney v1: sharpe=2022195284.277 about 2 months ago
e4_smartmoney_v0002.pkl
202 kB
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e4_smartmoney v2: sharpe=2048243849.406 about 2 months ago
e5_macro_history.json
335 Bytes
Registry: e5_macro v2 about 1 month ago
e5_macro_v0001.pkl
175 kB
xet

e5_macro v1: sharpe=428.752 about 2 months ago
e5_macro_v0002.pkl
150 kB
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e5_macro v2: sharpe=2585.959 about 1 month ago
mean_reversion_e1_history.json
169 Bytes
Registry: mean_reversion_e1 v1 about 2 months ago
mean_reversion_e1_v0001.pkl
697 kB
xet

mean_reversion_e1 v1: sharpe=152.459 about 2 months ago
mean_reversion_e2_history.json
169 Bytes
Registry: mean_reversion_e2 v1 about 2 months ago
mean_reversion_e2_v0001.pkl
673 kB
xet

mean_reversion_e2 v1: sharpe=102.955 about 2 months ago
mean_reversion_e3_history.json
653 Bytes
Registry: mean_reversion_e3 v4 about 1 month ago
mean_reversion_e3_v0001.pkl
665 kB
xet

mean_reversion_e3 v1: sharpe=67.451 about 2 months ago
mean_reversion_e3_v0002.pkl
680 kB
xet

mean_reversion_e3 v2: sharpe=69.290 about 2 months ago
mean_reversion_e3_v0003.pkl
689 kB
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mean_reversion_e3 v3: sharpe=70.267 about 1 month ago
mean_reversion_e3_v0004.pkl
656 kB
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mean_reversion_e3 v4: sharpe=71.082 about 1 month ago
mean_reversion_e4_history.json
492 Bytes
Registry: mean_reversion_e4 v3 about 2 months ago
mean_reversion_e4_v0001.pkl
691 kB
xet

mean_reversion_e4 v1: sharpe=18.489 about 2 months ago
mean_reversion_e4_v0002.pkl
650 kB
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mean_reversion_e4 v2: sharpe=48.656 about 2 months ago
mean_reversion_e4_v0003.pkl
663 kB
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mean_reversion_e4 v3: sharpe=50.242 about 2 months ago
mean_reversion_e5_history.json
168 Bytes
Registry: mean_reversion_e5 v1 about 2 months ago
mean_reversion_e5_v0001.pkl
654 kB
xet

mean_reversion_e5 v1: sharpe=48.812 about 2 months ago
meta_learner_history.json
505 Bytes
Registry: meta_learner v3 about 2 months ago
meta_learner_v0001.pkl
379 kB
xet

meta_learner v1: sharpe=494.637 about 2 months ago
meta_learner_v0002.pkl
378 kB
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meta_learner v2: sharpe=495.754 about 2 months ago
meta_learner_v0003.pkl
378 kB
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meta_learner v3: sharpe=496.145 about 2 months ago
momentum_e1_history.json
168 Bytes
Registry: momentum_e1 v1 about 2 months ago
momentum_e1_v0001.pkl
690 kB
xet

momentum_e1 v1: sharpe=142.050 about 2 months ago
momentum_e2_history.json
169 Bytes
Registry: momentum_e2 v1 about 2 months ago
momentum_e2_v0001.pkl
687 kB
xet

momentum_e2 v1: sharpe=127.569 about 2 months ago
momentum_e3_history.json
654 Bytes
Registry: momentum_e3 v4 about 1 month ago
momentum_e3_v0001.pkl
668 kB
xet

momentum_e3 v1: sharpe=68.680 about 2 months ago
momentum_e3_v0002.pkl
680 kB
xet

momentum_e3 v2: sharpe=68.908 about 2 months ago
momentum_e3_v0003.pkl
671 kB
xet

momentum_e3 v3: sharpe=69.472 about 2 months ago
momentum_e3_v0004.pkl
688 kB
xet

momentum_e3 v4: sharpe=71.480 about 1 month ago
momentum_e4_history.json
492 Bytes
Registry: momentum_e4 v3 about 2 months ago
momentum_e4_v0001.pkl
699 kB
xet

momentum_e4 v1: sharpe=-4.706 about 2 months ago
momentum_e4_v0002.pkl
669 kB
xet

momentum_e4 v2: sharpe=45.710 about 2 months ago