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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 (2)

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Calm Red-Orange Frog

24.524Net Profit

71.876PSR

1.69Sharpe Ratio

0.174Alpha

0.149Beta

24.561CAR

8.8Drawdown

-0.07Loss Rate

4Parameters

2Security Types

2.219Sortino Ratio

313Tradeable Dates

825Trades

1.358Treynor Ratio

0.31Win Rate

Geeky Orange Salamander

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

41Parameters

0Security Types

0.534Sortino Ratio

991Tradeable Dates

38Trades

0Treynor Ratio

0Win Rate


Community

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Euan started the discussion Adding vix futures to OANDA

I would like to use VIX futures prices to determine buy and sell signals which I can then use on...

3 years ago

Euan left a comment in the discussion Beginner Question on Quandl Data for CHRIS/CBOE_VX1

Hi Douglas,

3 years ago

Calm Red-Orange Frog

24.524Net Profit

71.876PSR

1.69Sharpe Ratio

0.174Alpha

0.149Beta

24.561CAR

8.8Drawdown

-0.07Loss Rate

4Parameters

2Security Types

2.219Sortino Ratio

313Tradeable Dates

825Trades

1.358Treynor Ratio

0.31Win Rate

Geeky Orange Salamander

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

41Parameters

0Security Types

0.534Sortino Ratio

991Tradeable Dates

38Trades

0Treynor Ratio

0Win Rate

Euan started the discussion Adding vix futures to OANDA

I would like to use VIX futures prices to determine buy and sell signals which I can then use on...

3 years ago

Euan left a comment in the discussion Beginner Question on Quandl Data for CHRIS/CBOE_VX1

Hi Douglas,

3 years ago