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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 (1)

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Jumping Yellow-Green Sheep

-1.277Net Profit

25.213PSR

0.183Sharpe Ratio

-0.577Alpha

0.115Beta

-2.591CAR

18.7Drawdown

-6.06Loss Rate

0Parameters

0Security Types

-0.044Sortino Ratio

182Tradeable Dates

10001Trades

0.471Treynor Ratio

2.03Win Rate


Community

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Ben started the discussion Self.Portfolio.MarginRemaining gives the wrong value?

Hi everyone, please can someone can help me find whatever (likely stupid and obvious) mistake I've...

3 years ago

Jumping Yellow-Green Sheep

-1.277Net Profit

25.213PSR

0.183Sharpe Ratio

-0.577Alpha

0.115Beta

-2.591CAR

18.7Drawdown

-6.06Loss Rate

0Parameters

0Security Types

-0.044Sortino Ratio

182Tradeable Dates

10001Trades

0.471Treynor Ratio

2.03Win Rate

Ben started the discussion Self.Portfolio.MarginRemaining gives the wrong value?

Hi everyone, please can someone can help me find whatever (likely stupid and obvious) mistake I've...

3 years ago