Formula for System Quality Number (SQN) and SQN Score…
1 replies
vikasb
5 years ago #233844
Hi all,
Does anyone know the formula StrategyQuant uses for calculating “System Quality Number (SQN)” and “SQN Score”?
For example, in the attached screenshot, the SQN is calculated as 5 and SQN Score as 1.1.
What is the formula for these two calculated fields?
Thanks for your help in advance.
Vikas
hankeys
5 years ago #233858
https://strategyquant.com/forum/topic/3112-sqn-system-quality-number-error-calculation/
You want to be a profitable algotrader? We started using StrateQuant software in early 2014. For now we have a very big knowhow for building EAs for every possible types of markets. We share this knowhow, apps, tools and also all final strategies with real traders. If you want to join us, fill in the FORM.
Viewing 1 replies (of 1 total)