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Biography

Activity on QuantConnect

We are pioneering the radical future for open-source quant finance. QuantConnect is the world's largest quant community, empowering 220,000 quants with a framework, data, and infrastructure for their investments.


Public Backtests (2)

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Focused Fluorescent Orange Bee

53.218Net Profit

94.636PSR

2.31Sharpe Ratio

0.191Alpha

0.851Beta

53.761CAR

6.9Drawdown

-0.07Loss Rate

9Parameters

0Security Types

0Tradeable Dates

3301Trades

0.357Treynor Ratio

0.07Win Rate

EMA Backtest

3.81Net Profit

18.154PSR

-0.202Sharpe Ratio

-0.052Alpha

0.238Beta

3.506CAR

13.4Drawdown

-0.05Loss Rate

0Parameters

0Security Types

271Tradeable Dates

6872Trades

-0.092Treynor Ratio

0.04Win Rate


Community

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Focused Fluorescent Orange Bee

53.218Net Profit

94.636PSR

2.31Sharpe Ratio

0.191Alpha

0.851Beta

53.761CAR

6.9Drawdown

-0.07Loss Rate

9Parameters

0Security Types

0Tradeable Dates

3301Trades

0.357Treynor Ratio

0.07Win Rate

EMA Backtest

3.81Net Profit

18.154PSR

-0.202Sharpe Ratio

-0.052Alpha

0.238Beta

3.506CAR

13.4Drawdown

-0.05Loss Rate

0Parameters

0Security Types

271Tradeable Dates

6872Trades

-0.092Treynor Ratio

0.04Win Rate

Open Quant League

The Open-Quant League is a quarterly competition between universities and investment clubs for the best-performing strategy. The previous quarter's code is open-sourced, and competitors must adapt to survive.

Get this certificate by participating in our Open Quant League

Open Quant League

The Open-Quant League is a quarterly competition between universities and investment clubs for the best-performing strategy. The previous quarter's code is open-sourced, and competitors must adapt to survive.

Get this certificate by participating in our Open Quant League