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.
-0.848Net Profit
0.039Sharpe Ratio
0.012Alpha
-0.4Beta
-0.636CAR
21.7Drawdown
36Loss Rate
1Security Types
0.44193484966963Sortino Ratio
334Tradeable Dates
87Trades
-0.014Treynor Ratio
64Win Rate
-0.848Net Profit
0.039Sharpe Ratio
0.012Alpha
-0.4Beta
-0.636CAR
21.7Drawdown
36Loss Rate
1Security Types
0.44193484966963Sortino Ratio
334Tradeable Dates
87Trades
-0.014Treynor Ratio
64Win Rate
3.207Net Profit
0.596Sharpe Ratio
0.018Alpha
-0.561Beta
1.05CAR
3Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
758Tradeable Dates
1Trades
-0.016Treynor Ratio
0Win Rate
15.449Net Profit
3.228Sharpe Ratio
0.083Alpha
2.993Beta
15.54CAR
2.1Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
251Tradeable Dates
11Trades
0.047Treynor Ratio
100Win Rate
17.63Net Profit
3.507Sharpe Ratio
0.092Alpha
3.187Beta
17.024CAR
2.1Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
260Tradeable Dates
12Trades
0.048Treynor Ratio
100Win Rate
Edward left a comment in the discussion Altman Z Score in Python
This is no longer working for me. Do you have an updated version by any chance?
Edward started the discussion IB Rebalancing Errors
Hello,
-0.848Net Profit
0.039Sharpe Ratio
0.012Alpha
-0.4Beta
-0.636CAR
21.7Drawdown
36Loss Rate
1Security Types
0.44193484966963Sortino Ratio
334Tradeable Dates
87Trades
-0.014Treynor Ratio
64Win Rate
-0.848Net Profit
0.039Sharpe Ratio
0.012Alpha
-0.4Beta
-0.636CAR
21.7Drawdown
36Loss Rate
1Security Types
0.44193484966963Sortino Ratio
334Tradeable Dates
87Trades
-0.014Treynor Ratio
64Win Rate
3.207Net Profit
0.596Sharpe Ratio
0.018Alpha
-0.561Beta
1.05CAR
3Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
758Tradeable Dates
1Trades
-0.016Treynor Ratio
0Win Rate
15.449Net Profit
3.228Sharpe Ratio
0.083Alpha
2.993Beta
15.54CAR
2.1Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
251Tradeable Dates
11Trades
0.047Treynor Ratio
100Win Rate
17.63Net Profit
3.507Sharpe Ratio
0.092Alpha
3.187Beta
17.024CAR
2.1Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
260Tradeable Dates
12Trades
0.048Treynor Ratio
100Win Rate
110.978Net Profit
0.426Sharpe Ratio
-0.031Alpha
3.868Beta
4.138CAR
25.2Drawdown
58Loss Rate
1Security Types
0.49142888235361Sortino Ratio
4529Tradeable Dates
74Trades
0.012Treynor Ratio
42Win Rate
Edward left a comment in the discussion Altman Z Score in Python
Thanks, Peter. You're definitely on the right track. While those changes will fix the compile...
Edward left a comment in the discussion Altman Z Score in Python
This is no longer working for me. Do you have an updated version by any chance?
Edward started the discussion IB Rebalancing Errors
Hello,
Edward left a comment in the discussion Altman Z Score in Python
Thanks, Peter. You're definitely on the right track. While those changes will fix the compile...
5 years ago