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2009.266Net Profit
77.811PSR
1.286Sharpe Ratio
0.146Alpha
0.394Beta
17.475CAR
27.9Drawdown
-0.98Loss Rate
189Parameters
0Security Types
1.419Sortino Ratio
4764Tradeable Dates
2042Trades
0.476Treynor Ratio
1.15Win Rate
691.908Net Profit
77.691PSR
1.248Sharpe Ratio
0.093Alpha
0.262Beta
11.551CAR
19.1Drawdown
-0.65Loss Rate
156Parameters
0Security Types
1.395Sortino Ratio
4764Tradeable Dates
2042Trades
0.462Treynor Ratio
0.77Win Rate
1031.557Net Profit
57.925PSR
1.121Sharpe Ratio
0.119Alpha
0.256Beta
13.674CAR
25.1Drawdown
-0.86Loss Rate
131Parameters
0Security Types
1.276Sortino Ratio
4764Tradeable Dates
1548Trades
0.574Treynor Ratio
1.03Win Rate
707.435Net Profit
4.024PSR
0.669Sharpe Ratio
0.119Alpha
-0.106Beta
11.665CAR
43.5Drawdown
-0.99Loss Rate
40Parameters
0Security Types
0.8Sortino Ratio
4764Tradeable Dates
1381Trades
-1.039Treynor Ratio
1.05Win Rate
335.468Net Profit
0.1PSR
0.415Sharpe Ratio
0.08Alpha
-0.089Beta
6.912CAR
55.1Drawdown
0Loss Rate
1Parameters
0Security Types
0.452Sortino Ratio
5536Tradeable Dates
1Trades
-0.826Treynor Ratio
0Win Rate
Jason started the discussion Problem: self.History not returning dataframe
def Initialize(self): etf_tickers =...
Jason started the discussion Backtest Statistics - Beta does not look right
Hi everyone,
Jason left a comment in the discussion Problem: self.History not returning dataframe
Unfortunately, none of the above work.... Very weird.
2009.266Net Profit
77.811PSR
1.286Sharpe Ratio
0.146Alpha
0.394Beta
17.475CAR
27.9Drawdown
-0.98Loss Rate
189Parameters
0Security Types
1.419Sortino Ratio
4764Tradeable Dates
2042Trades
0.476Treynor Ratio
1.15Win Rate
691.908Net Profit
77.691PSR
1.248Sharpe Ratio
0.093Alpha
0.262Beta
11.551CAR
19.1Drawdown
-0.65Loss Rate
156Parameters
0Security Types
1.395Sortino Ratio
4764Tradeable Dates
2042Trades
0.462Treynor Ratio
0.77Win Rate
1031.557Net Profit
57.925PSR
1.121Sharpe Ratio
0.119Alpha
0.256Beta
13.674CAR
25.1Drawdown
-0.86Loss Rate
131Parameters
0Security Types
1.276Sortino Ratio
4764Tradeable Dates
1548Trades
0.574Treynor Ratio
1.03Win Rate
707.435Net Profit
4.024PSR
0.669Sharpe Ratio
0.119Alpha
-0.106Beta
11.665CAR
43.5Drawdown
-0.99Loss Rate
40Parameters
0Security Types
0.8Sortino Ratio
4764Tradeable Dates
1381Trades
-1.039Treynor Ratio
1.05Win Rate
335.468Net Profit
0.1PSR
0.415Sharpe Ratio
0.08Alpha
-0.089Beta
6.912CAR
55.1Drawdown
0Loss Rate
1Parameters
0Security Types
0.452Sortino Ratio
5536Tradeable Dates
1Trades
-0.826Treynor Ratio
0Win Rate
744.24Net Profit
9.292PSR
0.762Sharpe Ratio
0.112Alpha
-0.033Beta
11.979CAR
34Drawdown
-0.83Loss Rate
0Parameters
0Security Types
0.999Sortino Ratio
4745Tradeable Dates
1118Trades
-3.272Treynor Ratio
0.93Win Rate
587.682Net Profit
10.711PSR
0.775Sharpe Ratio
0.096Alpha
0.001Beta
10.768CAR
34Drawdown
-0.83Loss Rate
0Parameters
0Security Types
1.063Sortino Ratio
4745Tradeable Dates
1117Trades
116.662Treynor Ratio
0.92Win Rate
497.162Net Profit
2.886PSR
0.63Sharpe Ratio
0.101Alpha
-0.093Beta
9.941CAR
38.4Drawdown
-0.95Loss Rate
0Parameters
0Security Types
0.775Sortino Ratio
4745Tradeable Dates
1257Trades
-0.994Treynor Ratio
0.95Win Rate
536.353Net Profit
3.549PSR
0.651Sharpe Ratio
0.104Alpha
-0.093Beta
10.269CAR
40.1Drawdown
-0.89Loss Rate
0Parameters
0Security Types
0.802Sortino Ratio
4764Tradeable Dates
1381Trades
-1.024Treynor Ratio
0.94Win Rate
Jason started the discussion Problem: self.History not returning dataframe
def Initialize(self): etf_tickers =...
Jason started the discussion Backtest Statistics - Beta does not look right
Hi everyone,
Jason left a comment in the discussion Backtest Statistics - Beta does not look right
Hi Derek,
Jason left a comment in the discussion Problem: self.History not returning dataframe
Unfortunately, none of the above work.... Very weird.
Jason left a comment in the discussion Backtest Statistics - Beta does not look right
Hi Derek,
3 years ago