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.
-0.013Net Profit
6.162PSR
-4.275Sharpe Ratio
-0.003Alpha
0.003Beta
-0.2CAR
0Drawdown
0Loss Rate
11Parameters
0Security Types
-8.297Sortino Ratio
174Tradeable Dates
12Trades
-0.736Treynor Ratio
0Win Rate
234.165Net Profit
67.384PSR
1.525Sharpe Ratio
0.48Alpha
-0.057Beta
51.032CAR
26.9Drawdown
-4.32Loss Rate
15Parameters
0Security Types
1.511Sortino Ratio
1066Tradeable Dates
25Trades
-8.27Treynor Ratio
33.3Win Rate
1.88Net Profit
41.196PSR
0.73Sharpe Ratio
0Alpha
0Beta
4.129CAR
2.1Drawdown
-0.26Loss Rate
0Parameters
2Security Types
1.679Sortino Ratio
116Tradeable Dates
184Trades
0Treynor Ratio
0.4Win Rate
0Parameters
0Security Types
37Tradeable Dates
0Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
-0.013Net Profit
6.162PSR
-4.275Sharpe Ratio
-0.003Alpha
0.003Beta
-0.2CAR
0Drawdown
0Loss Rate
11Parameters
0Security Types
-8.297Sortino Ratio
174Tradeable Dates
12Trades
-0.736Treynor Ratio
0Win Rate
234.165Net Profit
67.384PSR
1.525Sharpe Ratio
0.48Alpha
-0.057Beta
51.032CAR
26.9Drawdown
-4.32Loss Rate
15Parameters
0Security Types
1.511Sortino Ratio
1066Tradeable Dates
25Trades
-8.27Treynor Ratio
33.3Win Rate
1.88Net Profit
41.196PSR
0.73Sharpe Ratio
0Alpha
0Beta
4.129CAR
2.1Drawdown
-0.26Loss Rate
0Parameters
2Security Types
1.679Sortino Ratio
116Tradeable Dates
184Trades
0Treynor Ratio
0.4Win Rate
0Parameters
0Security Types
37Tradeable Dates
0Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
Jonathan left a comment in the discussion New Feature - Time Series Indicators
Aaron this is great stuff. Do you have any recommendations on how to handle the "Runtime Error:...
Jonathan left a comment in the discussion New Feature - Time Series Indicators
Aaron this is great stuff. Do you have any recommendations on how to handle the "Runtime Error:...
3 years ago