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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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Ugly Yellow-Green Owlet

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

2Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

1Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Jumping Black Gaur

25.724Net Profit

0.283PSR

0.452Sharpe Ratio

0Alpha

0Beta

1.375CAR

8Drawdown

-0.63Loss Rate

39Parameters

0Security Types

0.254Sortino Ratio

0Tradeable Dates

1768Trades

0Treynor Ratio

0.6Win Rate

Hipster Tan Fly

1.936Net Profit

5.539PSR

0.222Sharpe Ratio

0Alpha

0Beta

0.698CAR

6.5Drawdown

-0.46Loss Rate

38Parameters

0Security Types

0.276Sortino Ratio

0Tradeable Dates

272Trades

0Treynor Ratio

0.46Win Rate


Community

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Corvin started the discussion Resolution.Daily SimpleMovingAverage Indicator using today's intraday value: is this possible using ComputeNextValue or something similar?

Hi All!

2 years ago

Corvin started the discussion TrueRange.ComputeNextValue vs AverageTrueRange.ComputeTrueRange -- minor implementation difference

Hi All!

2 years ago

Corvin started the discussion Question regarding what's taken into account in Live Trading, e.g. SetCash, SetBrokerageModel,e etc.

Hi All!

2 years ago

Corvin started the discussion CFD symbols in IBKR Live Trading

Hi All!

2 years ago

Corvin left a comment in the discussion CFD symbols in IBKR Live Trading

Hi Fred!

2 years ago

Ugly Yellow-Green Owlet

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

2Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

1Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Jumping Black Gaur

25.724Net Profit

0.283PSR

0.452Sharpe Ratio

0Alpha

0Beta

1.375CAR

8Drawdown

-0.63Loss Rate

39Parameters

0Security Types

0.254Sortino Ratio

0Tradeable Dates

1768Trades

0Treynor Ratio

0.6Win Rate

Hipster Tan Fly

1.936Net Profit

5.539PSR

0.222Sharpe Ratio

0Alpha

0Beta

0.698CAR

6.5Drawdown

-0.46Loss Rate

38Parameters

0Security Types

0.276Sortino Ratio

0Tradeable Dates

272Trades

0Treynor Ratio

0.46Win Rate