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Activity on QuantConnect

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.


Public Backtests (1)

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Upgraded Blue Goat

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


Community

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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...

3 years ago

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.

3 years ago

diwang left a comment in the discussion Intersection of ROC comparison using OUT_DAY approach

Hi Vladimir,

3 years ago

Upgraded Blue Goat

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...

3 years ago

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.

3 years ago

diwang left a comment in the discussion Intersection of ROC comparison using OUT_DAY approach

Hi Vladimir,

3 years ago