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.
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
106Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
37.668Net Profit
0.683Sharpe Ratio
0.156Alpha
-4.35Beta
6.599CAR
12.2Drawdown
40Loss Rate
1Security Types
0.54188997042696Sortino Ratio
1258Tradeable Dates
40Trades
-0.016Treynor Ratio
60Win Rate
Juraj started the discussion AAPL not split adjust (June 2014)
Hello QC Team,
Juraj left a comment in the discussion [Feature] Custom Chart Overlays
Here is a similar example in Python based on the sample MACDTrendAlgorithm. The original script...
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
106Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
37.668Net Profit
0.683Sharpe Ratio
0.156Alpha
-4.35Beta
6.599CAR
12.2Drawdown
40Loss Rate
1Security Types
0.54188997042696Sortino Ratio
1258Tradeable Dates
40Trades
-0.016Treynor Ratio
60Win Rate
Juraj started the discussion AAPL not split adjust (June 2014)
Hello QC Team,
Juraj left a comment in the discussion AAPL not split adjust (June 2014)
Awesome! Thanks for the tip JayJayD!
Juraj left a comment in the discussion [Feature] Custom Chart Overlays
Here is a similar example in Python based on the sample MACDTrendAlgorithm. The original script...
Juraj left a comment in the discussion AAPL not split adjust (June 2014)
Awesome! Thanks for the tip JayJayD!
6 years ago