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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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Fat Black Alligator

-9.329Net Profit

11.935PSR

-0.362Sharpe Ratio

-0.042Alpha

0.548Beta

-17.836CAR

28.9Drawdown

80Loss Rate

3Parameters

1Security Types

-0.9494Sortino Ratio

126Tradeable Dates

10Trades

-0.175Treynor Ratio

20Win Rate

Sleepy Light Brown Owl

-9.329Net Profit

11.983PSR

-0.362Sharpe Ratio

-0.047Alpha

0.549Beta

-17.926CAR

28.9Drawdown

80Loss Rate

3Parameters

1Security Types

-0.9494Sortino Ratio

125Tradeable Dates

10Trades

-0.176Treynor Ratio

20Win Rate


Community

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FinTech started the discussion Help with SMA!!!!

I am looking to do an algorithm that holds SPXL when SPY is at its 200 day moving average and...

2 years ago

FinTech started the discussion Error In SMA Data

This algo is supposed to buy when the 200 day sma is bellow price and liquidate when price falls...

2 years ago

FinTech left a comment in the discussion Error In SMA Data

As you can see price is bellow sma for the whole month of august yet when I plot it they cross...

2 years ago

Fat Black Alligator

-9.329Net Profit

11.935PSR

-0.362Sharpe Ratio

-0.042Alpha

0.548Beta

-17.836CAR

28.9Drawdown

80Loss Rate

3Parameters

1Security Types

-0.9494Sortino Ratio

126Tradeable Dates

10Trades

-0.175Treynor Ratio

20Win Rate

Sleepy Light Brown Owl

-9.329Net Profit

11.983PSR

-0.362Sharpe Ratio

-0.047Alpha

0.549Beta

-17.926CAR

28.9Drawdown

80Loss Rate

3Parameters

1Security Types

-0.9494Sortino Ratio

125Tradeable Dates

10Trades

-0.176Treynor Ratio

20Win Rate

FinTech started the discussion Help with SMA!!!!

I am looking to do an algorithm that holds SPXL when SPY is at its 200 day moving average and...

2 years ago

FinTech started the discussion Error In SMA Data

This algo is supposed to buy when the 200 day sma is bellow price and liquidate when price falls...

2 years ago

FinTech left a comment in the discussion Error In SMA Data

As you can see price is bellow sma for the whole month of august yet when I plot it they cross...

2 years ago