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.
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
22Parameters
0Security Types
251Tradeable Dates
22Parameters
0Security Types
251Tradeable Dates
22Parameters
0Security Types
252Tradeable Dates
22Parameters
0Security Types
252Tradeable Dates
Dave left a comment in the discussion Insights
Hi Alexander:I'm not with QC so apologies in advance if I misspeak on anything.
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...
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...
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
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
22Parameters
0Security Types
251Tradeable Dates
22Parameters
0Security Types
251Tradeable Dates
22Parameters
0Security Types
252Tradeable Dates
22Parameters
0Security Types
252Tradeable Dates
22Parameters
0Security Types
252Tradeable Dates
22Parameters
0Security Types
252Tradeable Dates
22Parameters
0Security Types
250Tradeable Dates
22Parameters
0Security Types
252Tradeable Dates
22Parameters
0Security Types
252Tradeable Dates
22Parameters
0Security Types
252Tradeable Dates
22Parameters
0Security Types
253Tradeable Dates
22Parameters
0Security Types
251Tradeable Dates
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
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
23Parameters
1Security Types
0Tradeable Dates
21Parameters
1Security Types
0Tradeable Dates
21Parameters
1Security Types
0Tradeable Dates
21Parameters
1Security Types
0Tradeable Dates
-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
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
44Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
1Trades
0Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
44Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
1Trades
0Treynor Ratio
0Win Rate
-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
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
17Parameters
1Security Types
0Sortino Ratio
101Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
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...
Dave left a comment in the discussion Insights
Hi Alexander:I'm not with QC so apologies in advance if I misspeak on anything.
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...
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...
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
Dave left a comment in the discussion From Research To Production: Kalman Filters and Pairs Trading
Alex - a follow up question.
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...
Dave started the discussion VWAP not consolidating?
First time here so any and all help is welcome :)
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.
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...
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