Comment on Quant - Sabermetric approach to trading

Ram commented on 23 Sep 2014, 01:44 PM

Great work! Kudos for offering it for free
I do have a few doubts about how the metrics are calculated
My figures don’t stack up right with the quant.
My user ID is RP0910 and I suffered losses in MAR 2014 while the Quant shows profit for this month. I believe time periods start at the first day of the month for all the months. Also, the equity curve doesn’t seem to take leverage into account for calculating the return. Also, the case with streaks. They don’t match my longest winning streak which is 12 days. The losing streak of 8 matches but the dates differ. If required, I could send my data in the required format to the tech team.
I just want this platform to be better. (Not just finding faults :))

View the full comment thread »