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3051.026Net Profit
91.359PSR
1.601Sharpe Ratio
0.35Alpha
-0.104Beta
38.45CAR
36.5Drawdown
-0.05Loss Rate
26Parameters
1Security Types
2.249Sortino Ratio
0Tradeable Dates
27184Trades
-3.238Treynor Ratio
0.09Win Rate
90.994Net Profit
66.566PSR
1.466Sharpe Ratio
0.358Alpha
-0.178Beta
36.17CAR
25.7Drawdown
-0.03Loss Rate
29Parameters
1Security Types
1.907Sortino Ratio
0Tradeable Dates
11509Trades
-1.803Treynor Ratio
0.07Win Rate
50.868Net Profit
45.043PSR
0.934Sharpe Ratio
0.125Alpha
-0.036Beta
14.649CAR
22Drawdown
47Loss Rate
9Parameters
1Security Types
0.1489Sortino Ratio
0Tradeable Dates
1587Trades
-3.331Treynor Ratio
53Win Rate
Bernino left a comment in the discussion Fundamental Investing Example Algorithm
Extremely useful post Louis - thanks for that.
Bernino left a comment in the discussion What is the most robust way to access # of days a security has been held?
Tangentially relevant: I seem to remember there's an initialisation setting to enforce to hold...
Bernino started the discussion Value Investing with TA market timing
I'm new to Quantconnect and trying to implement a value investing old school strategy assisted by...
3051.026Net Profit
91.359PSR
1.601Sharpe Ratio
0.35Alpha
-0.104Beta
38.45CAR
36.5Drawdown
-0.05Loss Rate
26Parameters
1Security Types
2.249Sortino Ratio
0Tradeable Dates
27184Trades
-3.238Treynor Ratio
0.09Win Rate
90.994Net Profit
66.566PSR
1.466Sharpe Ratio
0.358Alpha
-0.178Beta
36.17CAR
25.7Drawdown
-0.03Loss Rate
29Parameters
1Security Types
1.907Sortino Ratio
0Tradeable Dates
11509Trades
-1.803Treynor Ratio
0.07Win Rate
50.868Net Profit
45.043PSR
0.934Sharpe Ratio
0.125Alpha
-0.036Beta
14.649CAR
22Drawdown
47Loss Rate
9Parameters
1Security Types
0.1489Sortino Ratio
0Tradeable Dates
1587Trades
-3.331Treynor Ratio
53Win Rate
Bernino left a comment in the discussion What is the most robust way to access # of days a security has been held?
Thank you SO MUCH Varad kabade, that was exactly what I was looking for and couldn't find somehow…
Bernino left a comment in the discussion Fundamental Investing Example Algorithm
Extremely useful post Louis - thanks for that.
Bernino left a comment in the discussion What is the most robust way to access # of days a security has been held?
Tangentially relevant: I seem to remember there's an initialisation setting to enforce to hold...
Bernino started the discussion Value Investing with TA market timing
I'm new to Quantconnect and trying to implement a value investing old school strategy assisted by...
Bernino left a comment in the discussion What is the most robust way to access # of days a security has been held?
Thank you SO MUCH Varad kabade, that was exactly what I was looking for and couldn't find somehow…
3 years ago