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Public Backtests (11)

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Well Dressed Violet Gaur

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

17Parameters

1Security Types

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Upgraded Violet Pony

159.15Net Profit

1.909PSR

0.44Sharpe Ratio

-0.053Alpha

0.404Beta

11.038CAR

62.4Drawdown

46Loss Rate

17Parameters

1Security Types

0.0449Sortino Ratio

0Tradeable Dates

10001Trades

0.27Treynor Ratio

54Win Rate

Muscular Sky Blue Cat

3.206Net Profit

6.366Sharpe Ratio

1.161Alpha

-1.518Beta

216.373CAR

1.2Drawdown

17Loss Rate

0Parameters

1Security Types

0.4201Sortino Ratio

0Tradeable Dates

210Trades

-0.529Treynor Ratio

83Win Rate

Virtual Fluorescent Yellow Owl

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Calculating Yellow-Green Flamingo

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

1Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate


Community

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Ian started the discussion Fastest way to execute a C# algorithm

Hi everyone,

4 years ago

Ian left a comment in the discussion Fastest way to execute a C# algorithm

Sorry, to answer your question - yes it would be fast enough.

4 years ago

Ian left a comment in the discussion Fastest way to execute a C# algorithm

To be honest for some reason I thought that the C# notebooks had been removed - no idea why I...

4 years ago

Ian left a comment in the discussion Fastest way to execute a C# algorithm

Ok, maybe my code would be more like: 

4 years ago

Ian left a comment in the discussion Get Historical Fundamental Data in Algorithm

I am understanding correctly that we cannot use the morningstar data inside of our alpha?

5 years ago

Well Dressed Violet Gaur

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

17Parameters

1Security Types

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Upgraded Violet Pony

159.15Net Profit

1.909PSR

0.44Sharpe Ratio

-0.053Alpha

0.404Beta

11.038CAR

62.4Drawdown

46Loss Rate

17Parameters

1Security Types

0.0449Sortino Ratio

0Tradeable Dates

10001Trades

0.27Treynor Ratio

54Win Rate

Muscular Sky Blue Cat

3.206Net Profit

6.366Sharpe Ratio

1.161Alpha

-1.518Beta

216.373CAR

1.2Drawdown

17Loss Rate

0Parameters

1Security Types

0.4201Sortino Ratio

0Tradeable Dates

210Trades

-0.529Treynor Ratio

83Win Rate

Virtual Fluorescent Yellow Owl

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Calculating Yellow-Green Flamingo

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

1Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Calm Fluorescent Yellow Chinchilla

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

1Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Formal Brown Rabbit

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

1Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Energetic Orange Gorilla

-4.95Net Profit

-26.237Sharpe Ratio

-3.182Alpha

0.946Beta

-99.787CAR

5.6Drawdown

82Loss Rate

1Security Types

-0.94688122000091Sortino Ratio

3Tradeable Dates

22Trades

-3.354Treynor Ratio

18Win Rate

Casual Brown Pelican

1Security Types

50Tradeable Dates

Creative Apricot Owlet

3Tradeable Dates

Adaptable Violet Whale

3Tradeable Dates

Ian started the discussion Fastest way to execute a C# algorithm

Hi everyone,

4 years ago

Ian left a comment in the discussion Fastest way to execute a C# algorithm

Sorry, to answer your question - yes it would be fast enough.

4 years ago

Ian left a comment in the discussion Fastest way to execute a C# algorithm

To be honest for some reason I thought that the C# notebooks had been removed - no idea why I...

4 years ago

Ian left a comment in the discussion Fastest way to execute a C# algorithm

Ok, maybe my code would be more like: 

4 years ago

Ian left a comment in the discussion Get Historical Fundamental Data in Algorithm

I am understanding correctly that we cannot use the morningstar data inside of our alpha?

5 years ago

Ian left a comment in the discussion Forex Trading using Volume Weighted Average Price (VWAP)

Hey I know this is old, but would you mind updating this so it works on the current research...

5 years ago

Ian started the discussion QQE Indicator / Quantitative Qualitative Estimation

Hi there, I am trying to write up an indicator but I am struggling at the psudo code for creating a...

6 years ago

Ian left a comment in the discussion Scheduling Error in Algorithm

SetHoldings in python wants a string, so can you first just replace your SetHoldings with...

6 years ago

Ian started the discussion Live-Trading plan.

Hello everyone, I'd like to have a bit of a discussion about how people are using their QC...

7 years ago

Ian started the discussion Tail Ratio

Hello, I would like to implement a statistic to show the Tail Ratio.To psudocode is the following:

7 years ago