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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 (1)

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12 month lookback (Oanda FX)

32.579Net Profit

0.015PSR

0.263Sharpe Ratio

0Alpha

0.134Beta

1.468CAR

15.4Drawdown

48Loss Rate

42Parameters

3Security Types

0.0811Sortino Ratio

7064Tradeable Dates

1008Trades

0.097Treynor Ratio

52Win Rate


Community

View More
12 month lookback (Oanda FX)

32.579Net Profit

0.015PSR

0.263Sharpe Ratio

0Alpha

0.134Beta

1.468CAR

15.4Drawdown

48Loss Rate

42Parameters

3Security Types

0.0811Sortino Ratio

7064Tradeable Dates

1008Trades

0.097Treynor Ratio

52Win Rate