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Public Backtests (3)
View More13.32Net Profit
0.532Sharpe Ratio
0.877Alpha
-43.338Beta
13.32CAR
20.2Drawdown
50Loss Rate
1Security Types
0.028250850077843Sortino Ratio
0Tradeable Dates
4936Trades
-0.003Treynor Ratio
50Win Rate
13.316Net Profit
0.407Sharpe Ratio
0.448Alpha
-21.17Beta
8.49CAR
19.8Drawdown
52Loss Rate
1Security Types
0.0082745019203798Sortino Ratio
0Tradeable Dates
9425Trades
-0.005Treynor Ratio
48Win Rate
21.222Net Profit
0.608Sharpe Ratio
0.378Alpha
-14.219Beta
14.862CAR
19.3Drawdown
51Loss Rate
1Security Types
0.025853614018873Sortino Ratio
0Tradeable Dates
9512Trades
-0.01Treynor Ratio
49Win Rate
Community
View MoreEric started the discussion Multiple Fundamental Filters
I modified the tutorial to use multiple fundamental filters inside the fine selection function and...
Eric started the discussion Made a sentiment analyzer for stock market posts
After seeing several algorithms that used the Psychsignals data set on Quantopian I decided to...
Eric started the discussion Made a psychological analyzer for text
This program can analyze psychological traits in texts such as 10-K reports, management interviews,...
Eric left a comment in the discussion Morningstar star rating
I think that field was available at Quantopian but some of the other fields on QuantConnect were...
13.32Net Profit
0.532Sharpe Ratio
0.877Alpha
-43.338Beta
13.32CAR
20.2Drawdown
50Loss Rate
1Security Types
0.028250850077843Sortino Ratio
0Tradeable Dates
4936Trades
-0.003Treynor Ratio
50Win Rate
13.316Net Profit
0.407Sharpe Ratio
0.448Alpha
-21.17Beta
8.49CAR
19.8Drawdown
52Loss Rate
1Security Types
0.0082745019203798Sortino Ratio
0Tradeable Dates
9425Trades
-0.005Treynor Ratio
48Win Rate
21.222Net Profit
0.608Sharpe Ratio
0.378Alpha
-14.219Beta
14.862CAR
19.3Drawdown
51Loss Rate
1Security Types
0.025853614018873Sortino Ratio
0Tradeable Dates
9512Trades
-0.01Treynor Ratio
49Win Rate
Eric started the discussion Multiple Fundamental Filters
I modified the tutorial to use multiple fundamental filters inside the fine selection function and...
Eric started the discussion Made a sentiment analyzer for stock market posts
After seeing several algorithms that used the Psychsignals data set on Quantopian I decided to...
Eric started the discussion Made a psychological analyzer for text
This program can analyze psychological traits in texts such as 10-K reports, management interviews,...
Eric left a comment in the discussion Multiple Fundamental Filters
Used four fundamental metrics in this version, still works.
Eric left a comment in the discussion Morningstar star rating
I think that field was available at Quantopian but some of the other fields on QuantConnect were...
Eric left a comment in the discussion US Equities - Morningstar Fundamentals Data
Think you have to use the coarse selection function first to narrow down the list of stocks before...
Eric left a comment in the discussion Multiple Fundamental Filters
I made a mistake in the original algorithm. Intended to apply the third filter to 50 stocks, not...
Eric left a comment in the discussion Boot Camp - Interactive Tutorial System
This looks like a great idea, I was doing challenges on CodeFights and liked that approach to...
Eric started the discussion Operation Ratios Aren't Working in Backtest
I was testing the fine/coarse demonstration algorithm to see what happened if I switched the P/E...
Eric left a comment in the discussion Operation Ratios Aren't Working in Backtest
Thank you, I added OneYear and it works now.
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Eric left a comment in the discussion Multiple Fundamental Filters
Used four fundamental metrics in this version, still works.
6 years ago