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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 (2)

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Sleepy Red Barracuda

21Parameters

0Security Types

1500Tradeable Dates

1 year run

22.093Net Profit

46.866PSR

1.006Sharpe Ratio

0.045Alpha

0.506Beta

14.629CAR

19.8Drawdown

48Loss Rate

5Parameters

1Security Types

0.1077Sortino Ratio

369Tradeable Dates

715Trades

0.319Treynor Ratio

52Win Rate


Community

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James started the discussion Pricing Confusion

Hi, 

4 years ago

James left a comment in the discussion Pricing Confusion

Hi Shile, 

4 years ago

James left a comment in the discussion Pythonic rework of Uncorrelated Assets Idea Stream

Sure! Thanks

4 years ago

Sleepy Red Barracuda

21Parameters

0Security Types

1500Tradeable Dates

1 year run

22.093Net Profit

46.866PSR

1.006Sharpe Ratio

0.045Alpha

0.506Beta

14.629CAR

19.8Drawdown

48Loss Rate

5Parameters

1Security Types

0.1077Sortino Ratio

369Tradeable Dates

715Trades

0.319Treynor Ratio

52Win Rate

James started the discussion Pricing Confusion

Hi, 

4 years ago

James left a comment in the discussion Pricing Confusion

Hi Shile, 

4 years ago

James left a comment in the discussion Pythonic rework of Uncorrelated Assets Idea Stream

Sure! Thanks

4 years ago