QUANTCONNECT COMMUNITY
Hi all,
I'm doing a doctorate in finance and I use QuantConnect for backtesting. I miss a clear definition of the methods used for the backtest results, key statistics. In particular:
Where can I find a documentation that describes the methods used by QuantConnect?
Thank you.
BR,
Raul
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Cole S
Hi Raul,
I don't know if there is documentation, but I've gone through the code before to understand these statistics better. Â It's mostly in this one file:
Â
Raul Bartolome
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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