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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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Hyper-Active Light Brown Mosquito

1.539Net Profit

11.101Sharpe Ratio

0.073Alpha

63.418Beta

230.169CAR

0.5Drawdown

39Loss Rate

22Parameters

1Security Types

0.71010521824086Sortino Ratio

5Tradeable Dates

277Trades

0.012Treynor Ratio

61Win Rate


Community

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John left a comment in the discussion Warning: fill at stale price

Yep, i've been bitching about this for a while now too.

5 years ago

Hyper-Active Light Brown Mosquito

1.539Net Profit

11.101Sharpe Ratio

0.073Alpha

63.418Beta

230.169CAR

0.5Drawdown

39Loss Rate

22Parameters

1Security Types

0.71010521824086Sortino Ratio

5Tradeable Dates

277Trades

0.012Treynor Ratio

61Win Rate

John left a comment in the discussion Warning: fill at stale price

Yep, i've been bitching about this for a while now too.

5 years ago