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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 (2)

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Hipster Yellow Green Beaver

198.767Net Profit

0.018PSR

0.206Sharpe Ratio

0.031Alpha

0.035Beta

5.96CAR

43.9Drawdown

42Loss Rate

0Parameters

1Security Types

0.125Sortino Ratio

4756Tradeable Dates

753Trades

0.944Treynor Ratio

58Win Rate

Virtual Black Bat

9.148Net Profit

30.705PSR

0.255Sharpe Ratio

0.011Alpha

0.28Beta

12.322CAR

17.2Drawdown

-2.55Loss Rate

0Parameters

0Security Types

189Tradeable Dates

25Trades

0.179Treynor Ratio

2.46Win Rate


Community

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CUATS started the discussion Multi Alpha

Is there any tutorial to convert the QCAlgorithm model to the Alphamodel? Cause I find they are...

3 months ago

Hipster Yellow Green Beaver

198.767Net Profit

0.018PSR

0.206Sharpe Ratio

0.031Alpha

0.035Beta

5.96CAR

43.9Drawdown

42Loss Rate

0Parameters

1Security Types

0.125Sortino Ratio

4756Tradeable Dates

753Trades

0.944Treynor Ratio

58Win Rate

Virtual Black Bat

9.148Net Profit

30.705PSR

0.255Sharpe Ratio

0.011Alpha

0.28Beta

12.322CAR

17.2Drawdown

-2.55Loss Rate

0Parameters

0Security Types

189Tradeable Dates

25Trades

0.179Treynor Ratio

2.46Win Rate

CUATS started the discussion Multi Alpha

Is there any tutorial to convert the QCAlgorithm model to the Alphamodel? Cause I find they are...

3 months ago