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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 (3)

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Creative Light Brown Rhinoceros

-21.022Net Profit

3.424PSR

-0.215Sharpe Ratio

-0.126Alpha

1.211Beta

-14.163CAR

57.6Drawdown

-0.24Loss Rate

5Parameters

0Security Types

-0.353Sortino Ratio

0Tradeable Dates

1649Trades

-0.051Treynor Ratio

0.12Win Rate

Creative Blue Dogfish

58.559Net Profit

0.128PSR

0.276Sharpe Ratio

0.002Alpha

0.358Beta

3.932CAR

37.8Drawdown

-0.54Loss Rate

9Parameters

1Security Types

0.32Sortino Ratio

3739Tradeable Dates

4746Trades

0.1Treynor Ratio

0.51Win Rate

Focused Fluorescent Orange Badger

-0.091Net Profit

1.512PSR

-0.013Sharpe Ratio

0Alpha

0.015Beta

-0.029CAR

2.6Drawdown

-1.03Loss Rate

11Parameters

0Security Types

-0.025Sortino Ratio

0Tradeable Dates

8Trades

-0.009Treynor Ratio

0.37Win Rate


Community

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Jens. started the discussion Fundamental Update in Live Trading and Backtest

Hello community & staff, 

1 years ago

Jens. left a comment in the discussion Dynamically Adjust Risk Free Rate of Return

This is a great change! Thank you, guys! 

1 years ago

Jens. started the discussion MagicFormula: Select Stocks Monthly, Keep stocks for a year.

Hi, 

2 years ago

Jens. started the discussion Best Practices for trading Binance

Hello everyone, 

2 years ago

Jens. left a comment in the discussion Capturing Momentum in the Healthcare Sector

Hi, 

2 years ago

Creative Light Brown Rhinoceros

-21.022Net Profit

3.424PSR

-0.215Sharpe Ratio

-0.126Alpha

1.211Beta

-14.163CAR

57.6Drawdown

-0.24Loss Rate

5Parameters

0Security Types

-0.353Sortino Ratio

0Tradeable Dates

1649Trades

-0.051Treynor Ratio

0.12Win Rate

Creative Blue Dogfish

58.559Net Profit

0.128PSR

0.276Sharpe Ratio

0.002Alpha

0.358Beta

3.932CAR

37.8Drawdown

-0.54Loss Rate

9Parameters

1Security Types

0.32Sortino Ratio

3739Tradeable Dates

4746Trades

0.1Treynor Ratio

0.51Win Rate

Focused Fluorescent Orange Badger

-0.091Net Profit

1.512PSR

-0.013Sharpe Ratio

0Alpha

0.015Beta

-0.029CAR

2.6Drawdown

-1.03Loss Rate

11Parameters

0Security Types

-0.025Sortino Ratio

0Tradeable Dates

8Trades

-0.009Treynor Ratio

0.37Win Rate

Jens. started the discussion Fundamental Update in Live Trading and Backtest

Hello community & staff, 

1 years ago

Jens. left a comment in the discussion Dynamically Adjust Risk Free Rate of Return

This is a great change! Thank you, guys! 

1 years ago

Jens. started the discussion MagicFormula: Select Stocks Monthly, Keep stocks for a year.

Hi, 

2 years ago

Jens. started the discussion Best Practices for trading Binance

Hello everyone, 

2 years ago

Jens. left a comment in the discussion Capturing Momentum in the Healthcare Sector

Hi, 

2 years ago

Jens. left a comment in the discussion Risk management and blindfolded monkeys

Hi, 

2 years ago

Jens. left a comment in the discussion Futures Inverse Volatility Strategy

Hi, 

2 years ago

Jens. left a comment in the discussion Best Practices for trading Binance

Hi  

2 years ago

Jens. left a comment in the discussion Best Practices for trading Binance

 Here it says that only spot trading works. 

2 years ago