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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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Alert Magenta Buffalo

129421.119Net Profit

35.93PSR

1.168Sharpe Ratio

0.446Alpha

1.826Beta

62.223CAR

62Drawdown

-1Loss Rate

0Parameters

1Security Types

1.407Sortino Ratio

3728Tradeable Dates

3877Trades

0.317Treynor Ratio

0.78Win Rate


Community

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Glenn left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy

Hello Mark, I just joined quantconnect a couple of weeks ago and found this thread and the in/out...

2 years ago

Alert Magenta Buffalo

129421.119Net Profit

35.93PSR

1.168Sharpe Ratio

0.446Alpha

1.826Beta

62.223CAR

62Drawdown

-1Loss Rate

0Parameters

1Security Types

1.407Sortino Ratio

3728Tradeable Dates

3877Trades

0.317Treynor Ratio

0.78Win Rate

Glenn left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy

Hello Mark, I just joined quantconnect a couple of weeks ago and found this thread and the in/out...

2 years ago