Total Returns
167423.1%
Benchmark Returns
78.3%
Alpha
347.63
Beta
1.23
Sharpe
24.00
Sortino
32.99
Information Ratio
23.99
Volatility
14.49
Max Drawdown
1065.4%
Total Returns
167423.1%
Benchmark Returns
78.3%
Alpha
347.63
Beta
1.23
Sharpe
24.00
Sortino
32.99
Information Ratio
23.99
Volatility
14.49
Max Drawdown
1065.4%
Spencer,
There's no leverage in question here.... if you look at the source code its just the simple "Getting Started" example from Quantopian.
All I did was replaced AAPL with a recent dog I know of - ABMD!!