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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 (3)

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Formal Blue Barracuda

-1.616Net Profit

-7.86Sharpe Ratio

-1.019Alpha

12.31Beta

-62.872CAR

2.1Drawdown

80Loss Rate

0Parameters

1Security Types

-1.5354Sortino Ratio

3Tradeable Dates

22Trades

-0.066Treynor Ratio

20Win Rate

Ugly Green Rhinoceros

-3.038Net Profit

-12.623Sharpe Ratio

-1.994Alpha

27.174Beta

-84.696CAR

4Drawdown

75Loss Rate

0Parameters

1Security Types

-1.6275Sortino Ratio

3Tradeable Dates

151Trades

-0.057Treynor Ratio

25Win Rate

Crying Apricot Baboon

-58.501Net Profit

-10.493Sharpe Ratio

-11.725Alpha

240.562Beta

-99.996CAR

59.3Drawdown

71Loss Rate

0Parameters

1Security Types

-0.4364Sortino Ratio

25Tradeable Dates

2344Trades

-0.032Treynor Ratio

29Win Rate


Community

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christian started the discussion Indicators for multiple instruments

So this is a program that trades a basket of FX-pairs, However i am having truble uppdating my...

5 years ago

christian left a comment in the discussion Using machine learning in backtesting

Stephen unless i am missunderstanding this tread, that is the case that we are discussing, that you...

5 years ago

christian left a comment in the discussion Using machine learning in backtesting

Have there been any uppdates to this issue ? 

5 years ago

christian left a comment in the discussion Indicators for multiple instruments

Wow, Thanks !! 

5 years ago

christian left a comment in the discussion Indicators for multiple instruments

Thanks a lot for all your pointers, and it have given me a direction to keep on working with it. I...

5 years ago

Formal Blue Barracuda

-1.616Net Profit

-7.86Sharpe Ratio

-1.019Alpha

12.31Beta

-62.872CAR

2.1Drawdown

80Loss Rate

0Parameters

1Security Types

-1.5354Sortino Ratio

3Tradeable Dates

22Trades

-0.066Treynor Ratio

20Win Rate

Ugly Green Rhinoceros

-3.038Net Profit

-12.623Sharpe Ratio

-1.994Alpha

27.174Beta

-84.696CAR

4Drawdown

75Loss Rate

0Parameters

1Security Types

-1.6275Sortino Ratio

3Tradeable Dates

151Trades

-0.057Treynor Ratio

25Win Rate

Crying Apricot Baboon

-58.501Net Profit

-10.493Sharpe Ratio

-11.725Alpha

240.562Beta

-99.996CAR

59.3Drawdown

71Loss Rate

0Parameters

1Security Types

-0.4364Sortino Ratio

25Tradeable Dates

2344Trades

-0.032Treynor Ratio

29Win Rate

christian started the discussion Indicators for multiple instruments

So this is a program that trades a basket of FX-pairs, However i am having truble uppdating my...

5 years ago

christian left a comment in the discussion Using machine learning in backtesting

Stephen unless i am missunderstanding this tread, that is the case that we are discussing, that you...

5 years ago

christian left a comment in the discussion Using machine learning in backtesting

Have there been any uppdates to this issue ? 

5 years ago

christian left a comment in the discussion Indicators for multiple instruments

Wow, Thanks !! 

5 years ago

christian left a comment in the discussion Indicators for multiple instruments

Thanks a lot for all your pointers, and it have given me a direction to keep on working with it. I...

5 years ago

christian left a comment in the discussion Indicators for multiple instruments

Thanks for pointing it out, I have bean reworking it, and it seam to be more logical...

5 years ago

christian left a comment in the discussion Indicators for multiple instruments

hey, posting the full code here, 

5 years ago