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.
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
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...
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
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...