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Public Backtests (25)

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2019-Feb2020

501.056Net Profit

100PSR

21.534Sharpe Ratio

1.309Alpha

-0.037Beta

384.25CAR

0.3Drawdown

43Loss Rate

22Parameters

1Security Types

0.1853Sortino Ratio

285Tradeable Dates

22141Trades

-35.251Treynor Ratio

57Win Rate

2018

22Parameters

0Security Types

251Tradeable Dates

2017

22Parameters

0Security Types

251Tradeable Dates

2016

22Parameters

0Security Types

252Tradeable Dates

2015

22Parameters

0Security Types

252Tradeable Dates


Community

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Dave left a comment in the discussion Crypto Coarse Universe Selection is now Available

Hey Louis, this is awesome, thanks! However, when I tried to clone the algorithm, I receive an...

2 years ago

Dave left a comment in the discussion Insights

Hi Alexander:I'm not with QC so apologies in advance if I misspeak on anything. 

4 years ago

Dave left a comment in the discussion How do I retrieve and evaluate ex-Dividend Dates?

Hi Craig!Thanks for sharing that. If a TradingDay is an Equity Dividend, wouldn't that make the...

4 years ago

Dave left a comment in the discussion How can I retrieve Ex-Dividend dates?

I have the same question. Longer than 5 days is preferable if possible; I know this information is...

4 years ago

Dave left a comment in the discussion How do I retrieve and evaluate ex-Dividend Dates?

Following as I am also interested in this data

4 years ago

2019-Feb2020

501.056Net Profit

100PSR

21.534Sharpe Ratio

1.309Alpha

-0.037Beta

384.25CAR

0.3Drawdown

43Loss Rate

22Parameters

1Security Types

0.1853Sortino Ratio

285Tradeable Dates

22141Trades

-35.251Treynor Ratio

57Win Rate

2018

22Parameters

0Security Types

251Tradeable Dates

2017

22Parameters

0Security Types

251Tradeable Dates

2016

22Parameters

0Security Types

252Tradeable Dates

2015

22Parameters

0Security Types

252Tradeable Dates

2014

22Parameters

0Security Types

252Tradeable Dates

2013

22Parameters

0Security Types

252Tradeable Dates

2012

22Parameters

0Security Types

250Tradeable Dates

2011

22Parameters

0Security Types

252Tradeable Dates

2010

22Parameters

0Security Types

252Tradeable Dates

2009

22Parameters

0Security Types

252Tradeable Dates

2008

22Parameters

0Security Types

253Tradeable Dates

2007

22Parameters

0Security Types

251Tradeable Dates

good one 6

823.8Net Profit

100PSR

4.596Sharpe Ratio

0.362Alpha

-0.011Beta

54.444CAR

8.4Drawdown

48Loss Rate

45Parameters

1Security Types

0.0312Sortino Ratio

1285Tradeable Dates

68870Trades

-32.985Treynor Ratio

52Win Rate

good one 5

539.993Net Profit

99.914PSR

2.212Sharpe Ratio

0.308Alpha

0.008Beta

43.75CAR

12.3Drawdown

43Loss Rate

45Parameters

1Security Types

0.0329Sortino Ratio

1285Tradeable Dates

32238Trades

37.243Treynor Ratio

57Win Rate

Emotional Green Scorpion

23Parameters

1Security Types

0Tradeable Dates

Hyper-Active Yellow-Green Horse

21Parameters

1Security Types

0Tradeable Dates

Well Dressed Sky Blue Bison

21Parameters

1Security Types

0Tradeable Dates

August 2002

21Parameters

1Security Types

0Tradeable Dates

Upgraded Magenta Cow

-4.136Net Profit

-9.165Sharpe Ratio

-3.474Alpha

0.005Beta

-99.414CAR

4.1Drawdown

0Loss Rate

44Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

5Trades

-757.779Treynor Ratio

0Win Rate

Hipster Fluorescent Yellow Hyena

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

44Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

1Trades

0Treynor Ratio

0Win Rate

Creative Fluorescent Orange Bee

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

44Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

1Trades

0Treynor Ratio

0Win Rate

Spy Backtest for Help

-15.845Net Profit

-0.189Sharpe Ratio

-0.025Alpha

-0.154Beta

-3.832CAR

36.9Drawdown

47Loss Rate

0Parameters

1Security Types

-0.0227Sortino Ratio

1110Tradeable Dates

642Trades

0.182Treynor Ratio

53Win Rate

Sleepy Tan Hyena

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

17Parameters

1Security Types

0Sortino Ratio

101Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Well Dressed Violet Guanaco

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

17Parameters

1Security Types

0Sortino Ratio

101Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Dave left a comment in the discussion Crypto Coarse Universe Selection is now Available

Hey Louis, this is awesome, thanks! However, when I tried to clone the algorithm, I receive an...

2 years ago

Dave left a comment in the discussion Insights

Hi Alexander:I'm not with QC so apologies in advance if I misspeak on anything. 

4 years ago

Dave left a comment in the discussion How do I retrieve and evaluate ex-Dividend Dates?

Hi Craig!Thanks for sharing that. If a TradingDay is an Equity Dividend, wouldn't that make the...

4 years ago

Dave left a comment in the discussion How can I retrieve Ex-Dividend dates?

I have the same question. Longer than 5 days is preferable if possible; I know this information is...

4 years ago

Dave left a comment in the discussion How do I retrieve and evaluate ex-Dividend Dates?

Following as I am also interested in this data

4 years ago

Dave left a comment in the discussion From Research To Production: Kalman Filters and Pairs Trading

Alex - a follow up question.

4 years ago

Dave started the discussion Looking for programmer to collaborate

I'm a finance major/background and have a history succesfully day trading on developed models. I am...

5 years ago

Dave started the discussion VWAP not consolidating?

First time here so any and all help is welcome :)

5 years ago

Dave started the discussion Help with fundamental Universe

I'm in the process of learning Python and could really use some help with my Universe selection.

5 years ago

Dave started the discussion Searching for Python/C# backgrounds

Are there any Python/C# programmers interested in working together to create a model? i already...

5 years ago