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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 (5)

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Dancing Sky Blue Caribou

-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

Alert Orange Donkey

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

Hipster Light Brown Mosquito

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

Calm Sky Blue Hamster

0Parameters

0Security Types

37Tradeable Dates

Crying Red-Orange Alpaca

0Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates


Community

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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

Dancing Sky Blue Caribou

-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

Alert Orange Donkey

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

Hipster Light Brown Mosquito

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

Calm Sky Blue Hamster

0Parameters

0Security Types

37Tradeable Dates

Crying Red-Orange Alpaca

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:...

3 years ago