with_velox

allocator_summary.csv

strategy,"('excess_return_without_cost', 'mean', 'risk')","('excess_return_without_cost', 'std', 'risk')","('excess_return_without_cost', 'annualized_return', 'risk')","('excess_return_without_cost', 'information_ratio', 'risk')","('excess_return_without_cost', 'max_drawdown', 'risk')","('excess_return_with_cost', 'mean', 'risk')","('excess_return_with_cost', 'std', 'risk')","('excess_return_with_cost', 'annualized_return', 'risk')","('excess_return_with_cost', 'information_ratio', 'risk')","('excess_return_with_cost', 'max_drawdown', 'risk')" G3,0.0008576576576576588,0.0037977876227075686,0.31304504504504543,4.314492586293964,-0.0116,0.0008576576576576588,0.0037977876227075686,0.31304504504504543,4.314492586293964,-0.0116 G3_plus,0.0006117117117117125,0.007076847509998396,0.22327477477477506,1.651404220070382,-0.06579999999999991,0.0006117117117117125,0.007076847509998396,0.22327477477477506,1.651404220070382,-0.06579999999999991 Persistent,0.00046036036036035954,0.0006677341985168577,0.16803153153153122,13.171666742310011,-0.0010999999999999998,0.00046036036036035954,0.0006677341985168577,0.16803153153153122,13.171666742310011,-0.0010999999999999998 QuantStrat,0.00014663230630630628,0.0005369022323558764,0.05352079180180179,5.217721420548052,-0.001944094999999999,0.00014663230630630628,0.0005369022323558764,0.05352079180180179,5.217721420548052,-0.001944094999999999 Velox,0.0003405405405405406,0.000996117771275372,0.12429729729729733,6.531374180325486,-0.0013000000000000004,0.0003405405405405406,0.000996117771275372,0.12429729729729733,6.531374180325486,-0.0013000000000000004