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.
0.197Net Profit
90.982PSR
5.086Sharpe Ratio
0.007Alpha
0.021Beta
1.858CAR
0Drawdown
0Loss Rate
97Parameters
1Security Types
7.239Sortino Ratio
42Tradeable Dates
355Trades
0.701Treynor Ratio
0Win Rate
1.732Net Profit
28.704PSR
0.279Sharpe Ratio
0.011Alpha
0.092Beta
3.466CAR
9.6Drawdown
-0.43Loss Rate
5Parameters
1Security Types
0.307Sortino Ratio
128Tradeable Dates
261Trades
0.414Treynor Ratio
0.53Win Rate
devsim left a comment in the discussion Looking for options collaborators to work on machine learning
I am interested!
devsim left a comment in the discussion About demo algorithm 12044
I was working with this example last night so thanks to Varad Kabade for sharing work.
devsim left a comment in the discussion How to store a value?
Here is one method to save some data in your object store. You can test this out in a research...
0.197Net Profit
90.982PSR
5.086Sharpe Ratio
0.007Alpha
0.021Beta
1.858CAR
0Drawdown
0Loss Rate
97Parameters
1Security Types
7.239Sortino Ratio
42Tradeable Dates
355Trades
0.701Treynor Ratio
0Win Rate
1.732Net Profit
28.704PSR
0.279Sharpe Ratio
0.011Alpha
0.092Beta
3.466CAR
9.6Drawdown
-0.43Loss Rate
5Parameters
1Security Types
0.307Sortino Ratio
128Tradeable Dates
261Trades
0.414Treynor Ratio
0.53Win Rate
devsim left a comment in the discussion Object Store Upgrades and Behavior Change
This opens up some very interesting possibilties for ML/RL.I'm excited to see how to be able to...
devsim left a comment in the discussion Looking for options collaborators to work on machine learning
I am interested!
devsim left a comment in the discussion About demo algorithm 12044
I was working with this example last night so thanks to Varad Kabade for sharing work.
devsim left a comment in the discussion How to store a value?
Here is one method to save some data in your object store. You can test this out in a research...
devsim left a comment in the discussion Object Store Upgrades and Behavior Change
This opens up some very interesting possibilties for ML/RL.I'm excited to see how to be able to...
2 years ago