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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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Alert Asparagus Dolphin

0.689Net Profit

0.319PSR

0.054Sharpe Ratio

-0.004Alpha

0.075Beta

0.119CAR

5.9Drawdown

-0.69Loss Rate

4Parameters

0Security Types

0.042Sortino Ratio

1458Tradeable Dates

277Trades

0.013Treynor Ratio

0.22Win Rate


Community

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Jaipal left a comment in the discussion Help: Ranking Options by Normalized Implied Volatility

Hello Derek Melchin . I love the piece of code you wrote to provide a solution. Unfortunately, when...

1 years ago

Jaipal left a comment in the discussion A little trick to plot the Benchmark

So cool! I learned a ton from this!!!

1 years ago

Alert Asparagus Dolphin

0.689Net Profit

0.319PSR

0.054Sharpe Ratio

-0.004Alpha

0.075Beta

0.119CAR

5.9Drawdown

-0.69Loss Rate

4Parameters

0Security Types

0.042Sortino Ratio

1458Tradeable Dates

277Trades

0.013Treynor Ratio

0.22Win Rate

Jaipal left a comment in the discussion Help: Ranking Options by Normalized Implied Volatility

Hello Derek Melchin . I love the piece of code you wrote to provide a solution. Unfortunately, when...

1 years ago

Jaipal left a comment in the discussion A little trick to plot the Benchmark

So cool! I learned a ton from this!!!

1 years ago