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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 (6)

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Focused Yellow Armadillo

-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

Sleepy Yellow-Green Leopard

-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

Forum Share - Altman Z Score - V2 - WIP

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

Adaptable Sky Blue Goshawk

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

Hyper-Active Fluorescent Pink Owl

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


Community

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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

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?

5 years ago

Edward started the discussion IB Rebalancing Errors

Hello,

7 years ago

Focused Yellow Armadillo

-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

Sleepy Yellow-Green Leopard

-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

Forum Share - Altman Z Score - V2 - WIP

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

Adaptable Sky Blue Goshawk

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

Hyper-Active Fluorescent Pink Owl

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

Public Backtest

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...

5 years ago

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?

5 years ago

Edward started the discussion IB Rebalancing Errors

Hello,

7 years ago