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Biography

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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5 YRS

237.75Net Profit

61.782PSR

1.256Sharpe Ratio

0.268Alpha

-0.144Beta

27.527CAR

29.4Drawdown

-0.11Loss Rate

0Parameters

0Security Types

1.619Sortino Ratio

1259Tradeable Dates

9301Trades

-1.698Treynor Ratio

0.1Win Rate


Community

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5 YRS

237.75Net Profit

61.782PSR

1.256Sharpe Ratio

0.268Alpha

-0.144Beta

27.527CAR

29.4Drawdown

-0.11Loss Rate

0Parameters

0Security Types

1.619Sortino Ratio

1259Tradeable Dates

9301Trades

-1.698Treynor Ratio

0.1Win Rate