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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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SPY_QQQ,ibs_len=3,buy=0.4,sell=0.6

762.583Net Profit

0.829PSR

0.418Sharpe Ratio

0.026Alpha

0.432Beta

8.913CAR

24.5Drawdown

32Loss Rate

7Parameters

1Security Types

0.34Sortino Ratio

6343Tradeable Dates

1428Trades

0.102Treynor Ratio

68Win Rate


Community

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Kevin started the discussion Creating SMA for antoher indicator.

I am try to create a average value of InternalBarStrength of 3 days.

4 days ago

SPY_QQQ,ibs_len=3,buy=0.4,sell=0.6

762.583Net Profit

0.829PSR

0.418Sharpe Ratio

0.026Alpha

0.432Beta

8.913CAR

24.5Drawdown

32Loss Rate

7Parameters

1Security Types

0.34Sortino Ratio

6343Tradeable Dates

1428Trades

0.102Treynor Ratio

68Win Rate

Kevin started the discussion Creating SMA for antoher indicator.

I am try to create a average value of InternalBarStrength of 3 days.

4 days ago