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.
60.643Net Profit
84.065PSR
1.032Sharpe Ratio
0.059Alpha
0.065Beta
13.411CAR
5.8Drawdown
-0.98Loss Rate
0Parameters
0Security Types
1169Tradeable Dates
77Trades
0.989Treynor Ratio
2.04Win Rate
715.026Net Profit
22.323PSR
0.762Sharpe Ratio
0.024Alpha
1.1Beta
18.734CAR
33.6Drawdown
-0.38Loss Rate
0Parameters
0Security Types
3071Tradeable Dates
875Trades
0.112Treynor Ratio
2.86Win Rate
505.575Net Profit
20.773PSR
0.721Sharpe Ratio
0.011Alpha
0.997Beta
15.882CAR
33.6Drawdown
-1.03Loss Rate
0Parameters
0Security Types
3071Tradeable Dates
478Trades
0.1Treynor Ratio
1.58Win Rate
427.251Net Profit
16.537PSR
0.675Sharpe Ratio
0.009Alpha
0.997Beta
15.094CAR
33.6Drawdown
-1.78Loss Rate
0Parameters
0Security Types
2972Tradeable Dates
80Trades
0.095Treynor Ratio
7.36Win Rate
anastasia started the discussion Increasing Sharpe Ratio in Forex Trading
anastasia left a comment in the discussion Upcoming Holiday Momentum for Amazon
Derek,
anastasia left a comment in the discussion Upcoming Holiday Momentum for Amazon
Derek,
60.643Net Profit
84.065PSR
1.032Sharpe Ratio
0.059Alpha
0.065Beta
13.411CAR
5.8Drawdown
-0.98Loss Rate
0Parameters
0Security Types
1169Tradeable Dates
77Trades
0.989Treynor Ratio
2.04Win Rate
715.026Net Profit
22.323PSR
0.762Sharpe Ratio
0.024Alpha
1.1Beta
18.734CAR
33.6Drawdown
-0.38Loss Rate
0Parameters
0Security Types
3071Tradeable Dates
875Trades
0.112Treynor Ratio
2.86Win Rate
505.575Net Profit
20.773PSR
0.721Sharpe Ratio
0.011Alpha
0.997Beta
15.882CAR
33.6Drawdown
-1.03Loss Rate
0Parameters
0Security Types
3071Tradeable Dates
478Trades
0.1Treynor Ratio
1.58Win Rate
427.251Net Profit
16.537PSR
0.675Sharpe Ratio
0.009Alpha
0.997Beta
15.094CAR
33.6Drawdown
-1.78Loss Rate
0Parameters
0Security Types
2972Tradeable Dates
80Trades
0.095Treynor Ratio
7.36Win Rate
anastasia started the discussion Increasing Sharpe Ratio in Forex Trading
anastasia left a comment in the discussion Upcoming Holiday Momentum for Amazon
Derek,
anastasia left a comment in the discussion Upcoming Holiday Momentum for Amazon
Derek,
anastasia left a comment in the discussion Upcoming Holiday Momentum for Amazon
Derek,
anastasia left a comment in the discussion Upcoming Holiday Momentum for Amazon
Derek,
1 months ago