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.
-157.969Net Profit
0.041PSR
-0.196Sharpe Ratio
-0.255Alpha
1.2Beta
0CAR
131.7Drawdown
-0.07Loss Rate
12Parameters
0Security Types
0Sortino Ratio
3202Tradeable Dates
24329Trades
-0.102Treynor Ratio
0.01Win Rate
4227.894Net Profit
99.049PSR
1.897Sharpe Ratio
0.307Alpha
0.229Beta
31.474CAR
19.4Drawdown
-4.29Loss Rate
0Parameters
1Security Types
2.51Sortino Ratio
3464Tradeable Dates
61Trades
1.47Treynor Ratio
16.34Win Rate
GEightyFour started the discussion Long only unleveraged backtest results in negative balance?
So I've been backtesting momentum factors on long-only unleveraged equities lately but noticed in...
GEightyFour started the discussion Question on SetHoldings/CalculateOrderQuantity price usage on live deploy
Given that a deployed live algorithm is running all of its universe on Daily resolution. If the...
GEightyFour left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
Rafael Trevisan The general rule of thumb is to backtest on ~70-80% of all of the data you have....
GEightyFour started the discussion Long-term projected earnings growth in morningstar fundamentals?
Is there a fine fundamental property that holds such value as mentioned in the title?...
-157.969Net Profit
0.041PSR
-0.196Sharpe Ratio
-0.255Alpha
1.2Beta
0CAR
131.7Drawdown
-0.07Loss Rate
12Parameters
0Security Types
0Sortino Ratio
3202Tradeable Dates
24329Trades
-0.102Treynor Ratio
0.01Win Rate
4227.894Net Profit
99.049PSR
1.897Sharpe Ratio
0.307Alpha
0.229Beta
31.474CAR
19.4Drawdown
-4.29Loss Rate
0Parameters
1Security Types
2.51Sortino Ratio
3464Tradeable Dates
61Trades
1.47Treynor Ratio
16.34Win Rate
GEightyFour started the discussion Long only unleveraged backtest results in negative balance?
So I've been backtesting momentum factors on long-only unleveraged equities lately but noticed in...
GEightyFour started the discussion Question on SetHoldings/CalculateOrderQuantity price usage on live deploy
Given that a deployed live algorithm is running all of its universe on Daily resolution. If the...
GEightyFour left a comment in the discussion Alpha Streams Refactoring 2.0
I really appreciate that your team is working on improving the Alpha Universes but is there any...
GEightyFour left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
Rafael Trevisan The general rule of thumb is to backtest on ~70-80% of all of the data you have....
GEightyFour started the discussion Long-term projected earnings growth in morningstar fundamentals?
Is there a fine fundamental property that holds such value as mentioned in the title?...
GEightyFour started the discussion Loops longer than 10 minutes on live?
I have been running into issues with my universe selection during live deployment where I encounter...
GEightyFour left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Peter Guenther I appreciate your explanation Peter. Having the center=True parameter made that...
GEightyFour left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Peter Guenther Can you explain what are we trying to achieve here? Looks like some odd delayed...
GEightyFour left a comment in the discussion Finite Impulse Response Digital Filter (Power Weighted Moving Average).
Interesting, but what use cases would this have over just using SMA/EMA?
GEightyFour left a comment in the discussion Loops longer than 10 minutes on live?
I ended up ported algorithm into csharp instead, shaved off a few minutes in runtime by doing so. I...
GEightyFour left a comment in the discussion Alpha Streams Refactoring 2.0
I really appreciate that your team is working on improving the Alpha Universes but is there any...
2 years ago