Portfolio

lightgbmLGBM 252d

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Run

LGBM long only1.72LGBM 126d fundamental flexible 50 long only uncapped1.36LGBM 126d fundamental flexible 50 uncapped1.20LGBM 126d fundamental flexible uncapped0.96LGBM 126d fundamental flexible 50 sector450.96LGBM short filter0.81LGBM 126d flexible 50 beta600.81LGBM 126d fundamental flexible sector450.79LGBM 126d fundamental flexible0.64LGBM 126d flexible 50 beta400.51LGBM0.29LGBM buffer-0.04LGBM macro-0.26Ridge macro-0.33Ridge-0.33LGBM dual tail macro-0.37Ridge no sector-0.38LGBM 126d sector market cap 25 25-0.45LGBM beta neutral buffer-0.50LGBM dual tail-0.62LGBM no sector-0.71LGBM 126d—LGBM 21d—LGBM 252d—

Línea temporal

0 rebalanceos

Este run no tiene recomendaciones registradas.

Snapshot (histórico)

Long book

0

gross 0.0%

Short book

0

gross 0.0%

Sectores cubiertos

0

0 posiciones

Sortino del run

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Long book

0 posiciones
#TickerCompañíaSectorScorePesoRet realizado 63d
Sin posiciones long.

Short book

0 posiciones
#TickerCompañíaSectorScorePesoRet realizado 63d
Sin posiciones short.