Alpha Miners Dashboard
Advanced algorithmic trading strategies performance analysis
Overview
Performance Charts
Leaderboard
Source Code
Individual Chart
Total Strategies
186
Avg Sharpe Ratio
0.02
Best Performer
info ratio 20d bench40d
Sharpe: 1.68
Positive Strategies
93
50%
Top 10 Strategies - Sharpe Ratio
info ratio 20d bench
microstructure 15d
quantum dispersion 3
cs momentum decay 15
cs dispersion 30d
vol surface 5d 20d
drawdown recovery 60
adaptive vol 20d mom
return stability 30d
asymmetric risk 20d
0
0.45
0.9
1.35
1.8
info ratio 20d bench
Risk vs Return
13.335744359929988
15.81182635786458
16.908529757694634
0
6
12
18
24
13.335744359929988
6