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2018-03-01 15:17:51
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2020-06-02 08:19:34
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2018-02-27 16:00:56
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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)
View More-18.78Net Profit
-0.8Sharpe Ratio
-0.018Alpha
-3.942Beta
-9.895CAR
22.6Drawdown
100Loss Rate
1Security Types
-1.2670787520231Sortino Ratio
503Tradeable Dates
4Trades
0.025Treynor Ratio
0Win Rate
-6.896Net Profit
-0.243Sharpe Ratio
0.121Alpha
-8.617Beta
-6.939CAR
28.4Drawdown
33Loss Rate
1Security Types
0Sortino Ratio
251Tradeable Dates
4Trades
0.006Treynor Ratio
67Win Rate
Community
View MoreForum started the discussion How to create backtesting with buy and sell on specific days?
Hi!I'm new to QuantConnect and new to Python.How can I create a simple backtesting for...
Forum left a comment in the discussion How to create backtesting with buy and sell on specific days?
I thought, the highlited part in the screenshot would indicate the mis-calculation at first sight.
Forum left a comment in the discussion How to create backtesting with buy and sell on specific days?
See my code:
Forum left a comment in the discussion How to create backtesting with buy and sell on specific days?
This is exactly what I was looking for. Thank you very much.Just one question: When I add a second...
-18.78Net Profit
-0.8Sharpe Ratio
-0.018Alpha
-3.942Beta
-9.895CAR
22.6Drawdown
100Loss Rate
1Security Types
-1.2670787520231Sortino Ratio
503Tradeable Dates
4Trades
0.025Treynor Ratio
0Win Rate
-6.896Net Profit
-0.243Sharpe Ratio
0.121Alpha
-8.617Beta
-6.939CAR
28.4Drawdown
33Loss Rate
1Security Types
0Sortino Ratio
251Tradeable Dates
4Trades
0.006Treynor Ratio
67Win Rate
Forum started the discussion How to create backtesting with buy and sell on specific days?
Hi!I'm new to QuantConnect and new to Python.How can I create a simple backtesting for...
Forum left a comment in the discussion How to create backtesting with buy and sell on specific days?
Fantastic! That's excellent! SetHoldings(1) and SetHoldings(0) provides perfect results for...
Forum left a comment in the discussion How to create backtesting with buy and sell on specific days?
I thought, the highlited part in the screenshot would indicate the mis-calculation at first sight.
Forum left a comment in the discussion How to create backtesting with buy and sell on specific days?
See my code:
Forum left a comment in the discussion How to create backtesting with buy and sell on specific days?
This is exactly what I was looking for. Thank you very much.Just one question: When I add a second...
Forum left a comment in the discussion How to create backtesting with buy and sell on specific days?
Yes, I went through the tutorial, but tht sytax is compliated and they do not provide the...
Forum left a comment in the discussion How to create backtesting with buy and sell on specific days?
an error occours at the 4.th line"def buy(self):"
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Forum left a comment in the discussion How to create backtesting with buy and sell on specific days?
Fantastic! That's excellent! SetHoldings(1) and SetHoldings(0) provides perfect results for...
6 years ago