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Biography

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 (1)

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(Full) UBT

223775.1Net Profit

98.567PSR

3.46Sharpe Ratio

2.423Alpha

-0.087Beta

318.262CAR

56.5Drawdown

37Loss Rate

15Parameters

2Security Types

0.4581Sortino Ratio

1971Tradeable Dates

227Trades

-27.856Treynor Ratio

63Win Rate


Community

View More
(Full) UBT

223775.1Net Profit

98.567PSR

3.46Sharpe Ratio

2.423Alpha

-0.087Beta

318.262CAR

56.5Drawdown

37Loss Rate

15Parameters

2Security Types

0.4581Sortino Ratio

1971Tradeable Dates

227Trades

-27.856Treynor Ratio

63Win Rate