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.
0.123Net Profit
0PSR
3.409Sharpe Ratio
-1.199Alpha
0.225Beta
11.903CAR
2.1Drawdown
0Loss Rate
0Parameters
0Security Types
4Tradeable Dates
2Trades
2.689Treynor Ratio
0Win Rate
0.046Net Profit
0PSR
3.105Sharpe Ratio
1.08Alpha
-0.072Beta
4.302CAR
1.6Drawdown
0Loss Rate
0Parameters
0Security Types
4Tradeable Dates
3Trades
-6.959Treynor Ratio
0Win Rate
Chris left a comment in the discussion Calculate_order_quantity returning none - why?
In the meanwhile I found two possible solutions on how to calculate the position size, specifically...
Chris left a comment in the discussion Calculate_order_quantity returning none - why?
@Mia Alissi: this AI answer was not helpful. No explanation, simply copied code. Could you please...
Chris started the discussion Calculate_order_quantity returning none - why?
Hi all.
0.123Net Profit
0PSR
3.409Sharpe Ratio
-1.199Alpha
0.225Beta
11.903CAR
2.1Drawdown
0Loss Rate
0Parameters
0Security Types
4Tradeable Dates
2Trades
2.689Treynor Ratio
0Win Rate
0.046Net Profit
0PSR
3.105Sharpe Ratio
1.08Alpha
-0.072Beta
4.302CAR
1.6Drawdown
0Loss Rate
0Parameters
0Security Types
4Tradeable Dates
3Trades
-6.959Treynor Ratio
0Win Rate
Chris left a comment in the discussion Calculate_order_quantity returning none - why?
Okay, now I understand how calculate_order_quantity works. It seems closely related to how...
Chris left a comment in the discussion Calculate_order_quantity returning none - why?
In the meanwhile I found two possible solutions on how to calculate the position size, specifically...
Chris left a comment in the discussion Calculate_order_quantity returning none - why?
@Mia Alissi: this AI answer was not helpful. No explanation, simply copied code. Could you please...
Chris started the discussion Calculate_order_quantity returning none - why?
Hi all.
Chris left a comment in the discussion Calculate_order_quantity returning none - why?
Okay, now I understand how calculate_order_quantity works. It seems closely related to how...
1 days ago