cover
  • Profile
  • Backtests
  • Community

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 (5)

View More
Upgraded Blue Coyote

7.508Net Profit

0.387Sharpe Ratio

0.015Alpha

0.188Beta

1.837CAR

10.4Drawdown

47Loss Rate

1Security Types

0.018788723237791Sortino Ratio

1003Tradeable Dates

1303Trades

0.103Treynor Ratio

53Win Rate

Logical Green Caribou

7.508Net Profit

0.351Sharpe Ratio

0.013Alpha

0.028Beta

1.836CAR

10.4Drawdown

47Loss Rate

1Security Types

0.018788723237791Sortino Ratio

1003Tradeable Dates

1303Trades

0.557Treynor Ratio

53Win Rate

Upgraded Yellow-Green Jackal

274.009Net Profit

1.245Sharpe Ratio

0.532Alpha

3.183Beta

87.184CAR

39.8Drawdown

50Loss Rate

1Security Types

0.21144152334566Sortino Ratio

527Tradeable Dates

130Trades

0.274Treynor Ratio

50Win Rate

Muscular Apricot Mule

13.9Net Profit

0.264Sharpe Ratio

0.035Alpha

0.057Beta

3.502CAR

28.8Drawdown

50Loss Rate

1Security Types

0.060217339050213Sortino Ratio

948Tradeable Dates

570Trades

0.687Treynor Ratio

50Win Rate

Adaptable Red Cow

274.09Net Profit

1.249Sharpe Ratio

0.535Alpha

3.183Beta

88.026CAR

39.8Drawdown

50Loss Rate

1Security Types

0.21328849646484Sortino Ratio

527Tradeable Dates

129Trades

0.275Treynor Ratio

50Win Rate


Community

View More
Upgraded Blue Coyote

7.508Net Profit

0.387Sharpe Ratio

0.015Alpha

0.188Beta

1.837CAR

10.4Drawdown

47Loss Rate

1Security Types

0.018788723237791Sortino Ratio

1003Tradeable Dates

1303Trades

0.103Treynor Ratio

53Win Rate

Logical Green Caribou

7.508Net Profit

0.351Sharpe Ratio

0.013Alpha

0.028Beta

1.836CAR

10.4Drawdown

47Loss Rate

1Security Types

0.018788723237791Sortino Ratio

1003Tradeable Dates

1303Trades

0.557Treynor Ratio

53Win Rate

Upgraded Yellow-Green Jackal

274.009Net Profit

1.245Sharpe Ratio

0.532Alpha

3.183Beta

87.184CAR

39.8Drawdown

50Loss Rate

1Security Types

0.21144152334566Sortino Ratio

527Tradeable Dates

130Trades

0.274Treynor Ratio

50Win Rate

Muscular Apricot Mule

13.9Net Profit

0.264Sharpe Ratio

0.035Alpha

0.057Beta

3.502CAR

28.8Drawdown

50Loss Rate

1Security Types

0.060217339050213Sortino Ratio

948Tradeable Dates

570Trades

0.687Treynor Ratio

50Win Rate

Adaptable Red Cow

274.09Net Profit

1.249Sharpe Ratio

0.535Alpha

3.183Beta

88.026CAR

39.8Drawdown

50Loss Rate

1Security Types

0.21328849646484Sortino Ratio

527Tradeable Dates

129Trades

0.275Treynor Ratio

50Win Rate