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.
2.401Net Profit
71.129PSR
2.937Sharpe Ratio
0.014Alpha
0.994Beta
33.47CAR
1.2Drawdown
0Loss Rate
1Parameters
0Security Types
6.535Sortino Ratio
22Tradeable Dates
1Trades
0.234Treynor Ratio
0Win Rate
2.726Net Profit
69.448PSR
2.76Sharpe Ratio
0Alpha
0.997Beta
39.229CAR
1.9Drawdown
0Loss Rate
1Parameters
0Security Types
4.827Sortino Ratio
22Tradeable Dates
1Trades
0.22Treynor Ratio
0Win Rate
2.961Net Profit
69.447PSR
2.759Sharpe Ratio
0Alpha
0.995Beta
43.183CAR
2Drawdown
0Loss Rate
1Parameters
0Security Types
14.188Sortino Ratio
22Tradeable Dates
1Trades
0.22Treynor Ratio
0Win Rate
38.216Net Profit
54.638PSR
1.25Sharpe Ratio
0.302Alpha
-0.069Beta
31.701CAR
21.6Drawdown
0Loss Rate
15Parameters
0Security Types
1.71Sortino Ratio
295Tradeable Dates
5Trades
-4.194Treynor Ratio
8.58Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
11Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Colton left a comment in the discussion Sampling and Statistics Update
Hey Laurent Crouzet,
Colton left a comment in the discussion Does anyone know what this error message means?
The PR has been merged!
Colton left a comment in the discussion Does anyone know what this error message means?
Hey everybody,
Colton left a comment in the discussion Sampling and Statistics Update
Minute Resolution (Beta = 0.995)
2.401Net Profit
71.129PSR
2.937Sharpe Ratio
0.014Alpha
0.994Beta
33.47CAR
1.2Drawdown
0Loss Rate
1Parameters
0Security Types
6.535Sortino Ratio
22Tradeable Dates
1Trades
0.234Treynor Ratio
0Win Rate
2.726Net Profit
69.448PSR
2.76Sharpe Ratio
0Alpha
0.997Beta
39.229CAR
1.9Drawdown
0Loss Rate
1Parameters
0Security Types
4.827Sortino Ratio
22Tradeable Dates
1Trades
0.22Treynor Ratio
0Win Rate
2.961Net Profit
69.447PSR
2.759Sharpe Ratio
0Alpha
0.995Beta
43.183CAR
2Drawdown
0Loss Rate
1Parameters
0Security Types
14.188Sortino Ratio
22Tradeable Dates
1Trades
0.22Treynor Ratio
0Win Rate
38.216Net Profit
54.638PSR
1.25Sharpe Ratio
0.302Alpha
-0.069Beta
31.701CAR
21.6Drawdown
0Loss Rate
15Parameters
0Security Types
1.71Sortino Ratio
295Tradeable Dates
5Trades
-4.194Treynor Ratio
8.58Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
11Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
6.924Net Profit
12.4PSR
0.366Sharpe Ratio
-0.016Alpha
0.229Beta
2.039CAR
8.7Drawdown
-0.15Loss Rate
37Parameters
1Security Types
0.421Sortino Ratio
835Tradeable Dates
293Trades
0.099Treynor Ratio
0.12Win Rate
14.189Net Profit
60.848PSR
1.631Sharpe Ratio
0Alpha
0.997Beta
30.36CAR
9.7Drawdown
0Loss Rate
1Parameters
1Security Types
0Sortino Ratio
130Tradeable Dates
1Trades
0.334Treynor Ratio
0Win Rate
Colton left a comment in the discussion Sampling and Statistics Update
Ah I see, These particular changes were focused on correcting some issues with our sampling period...
Colton left a comment in the discussion Sampling and Statistics Update
Hey Laurent Crouzet,
Colton left a comment in the discussion Does anyone know what this error message means?
The PR has been merged!
Colton left a comment in the discussion Does anyone know what this error message means?
Hey everybody,
Colton left a comment in the discussion Sampling and Statistics Update
Minute Resolution (Beta = 0.995)
Colton left a comment in the discussion Sampling and Statistics Update
Hour Resolution (Beta = 0.997)
Colton left a comment in the discussion Sampling and Statistics Update
Ah I see, These particular changes were focused on correcting some issues with our sampling period...
3 years ago