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7731.772Net Profit
82.644PSR
1.605Sharpe Ratio
0.425Alpha
0.349Beta
57.357CAR
29.6Drawdown
62Loss Rate
0Parameters
1Security Types
0.4919Sortino Ratio
2417Tradeable Dates
390Trades
1.538Treynor Ratio
38Win Rate
diwang started the discussion Adding options data based on universe selection
I am a newbie here, I wonder how to add options data to my algo based on the results from universe...
diwang started the discussion A simple vix etf strategy
I am new on developing strategies, and here is a simple one based on trading vix etfs.
7731.772Net Profit
82.644PSR
1.605Sharpe Ratio
0.425Alpha
0.349Beta
57.357CAR
29.6Drawdown
62Loss Rate
0Parameters
1Security Types
0.4919Sortino Ratio
2417Tradeable Dates
390Trades
1.538Treynor Ratio
38Win Rate
diwang started the discussion Adding options data based on universe selection
I am a newbie here, I wonder how to add options data to my algo based on the results from universe...
diwang started the discussion A simple vix etf strategy
I am new on developing strategies, and here is a simple one based on trading vix etfs.
diwang left a comment in the discussion Intersection of ROC comparison using OUT_DAY approach
Hi Vladimir,
diwang left a comment in the discussion Intersection of ROC comparison using OUT_DAY approach
Hi Vladimir,
3 years ago