Update regression algorithms

2019-09-29 21:50:44 -03:00
parent cc71c9fa5b
commit 2f4929e685
77 changed files with 368 additions and 372 deletions
@@ -125,13 +125,13 @@ namespace QuantConnect.Algorithm.CSharp
            {"Loss Rate", "0%"},
            {"Win Rate", "0%"},
            {"Profit-Loss Ratio", "0"},
-            {"Alpha", "-4.451"},
-            {"Beta", "-0.082"},
+            {"Alpha", "-4.408"},
+            {"Beta", "-0.257"},
            {"Annual Standard Deviation", "0.55"},
            {"Annual Variance", "0.302"},
-            {"Information Ratio", "-8.63"},
-            {"Tracking Error", "0.556"},
-            {"Treynor Ratio", "54.53"},
+            {"Information Ratio", "-8.51"},
+            {"Tracking Error", "0.558"},
+            {"Treynor Ratio", "17.411"},
            {"Total Fees", "$0.00"},
        };