Real-Time Trading Insights at Your Fingertips
With the C2 firehose development console, you are able to search for, sort, and filter trading events based on the performance criteria you're interested in, such as Alpha, Beta, Win %, Profit Factor, 14 Day Return %, and much more. Events can be further filtered when utilizing the and/or option to select additional performance criteria. Once you have selected your performance criteria, the firehose will begin to send you trading events based upon your criteria as they occur. Within the development console, the records include details such as ID #, whether or not the order was placed/canceled/updated/etc, trading event timestamp, trading strategy (i.e. long, short, etc), quantity, symbol, and the performance criteria you selected to sort/filter trading events.
The C2 firehose includes the following statistics and measurements:
- Sharpe Ratio
- Live capital $ following strategy
- # of broker accounts following the strategy with live capital
- C2's proprietary quality score
- Annualized return including Interactive Brokers' commission structure
- Annualized return with no commissions costs included
- Daily correlation to SP500 cash index
- Cumulative (non-annualized) return including Interactive Brokers' commission structure
- Treynor index
- Age of strategy in days
- % of trades that are winners (including currently open positions)
- # of winning months
- Cumulative total $ earned by strategy manager from subscriptions
- Total win $ divided by total loss $
- Does strategy manager trade his own strategy in a live brokerage account attached to the C2 Platform?
- If strategy manager trades own strategy through C2 Platform, at what % scaling does he follow his own trades?
- Cumulative total # of subscribers to strategy across all time
- Current # of live brokerage accounts following strategy attached to C2 Platform
- If strategy age is less than 365 days, the cumulative return %; if greater, then the annualized return %
- Largest peak-to-valley equity drawdown
- How many days ago did strategy last issue a buy or sell signal?
- Sortino ratio
- The average for all trades of each trade's adverse excursion as a % from the best to the worst price
- Total dollars in Model Account of dividends received (or paid)
- Mark-to-market equity of strategy as % change over past days