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350.036Net Profit
0.913Sharpe Ratio
0.407Alpha
-13.139Beta
22.772CAR
32.4Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
1844Tradeable Dates
1Trades
-0.015Treynor Ratio
0Win Rate
GabrielV started the discussion The "correct" way to simulate high leverage
Hi QC community,
GabrielV started the discussion Paper trading from local machine
Hey QC,
GabrielV started the discussion Backtesting locally with custom minute data
Hey guys,
GabrielV started the discussion Local trading with Lean - results processing
Hey guys,
350.036Net Profit
0.913Sharpe Ratio
0.407Alpha
-13.139Beta
22.772CAR
32.4Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
1844Tradeable Dates
1Trades
-0.015Treynor Ratio
0Win Rate
GabrielV started the discussion The "correct" way to simulate high leverage
Hi QC community,
GabrielV started the discussion Paper trading from local machine
Hey QC,
GabrielV started the discussion Backtesting locally with custom minute data
Hey guys,
GabrielV started the discussion Local trading with Lean - results processing
Hey guys,
GabrielV left a comment in the discussion Cloned existing strategy and i have a error.
Hi Rakesh,
GabrielV left a comment in the discussion Backtesting locally with custom minute data
Ah! No shortcut then.
GabrielV left a comment in the discussion Paper trading from local machine
Thanks Michael. That post (which I didn't find earlier) answered my question and more!
GabrielV left a comment in the discussion The "correct" way to simulate high leverage
I've attached a backtest with some results. The leverage doesn't really make sense to...
GabrielV left a comment in the discussion Cloned existing strategy and i have a error.
Hi Rakesh,
6 years ago