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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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Backtest looks nothing like the competition...

-12.602Net Profit

8.912PSR

-1.352Sharpe Ratio

-0.132Alpha

1.589Beta

-45.929CAR

19.2Drawdown

47Loss Rate

31Parameters

1Security Types

-1.635Sortino Ratio

0Tradeable Dates

164Trades

-0.238Treynor Ratio

53Win Rate


Community

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Kevin left a comment in the discussion Momentum Reversal Insight

I am just curious about others experiences here. I cloned this algo and ran it and the back test of...

7 days ago

Kevin left a comment in the discussion Opening Range Breakout for Stocks in Play

Does anyone else end up with very different symbols when running the exact same algo in backtesting...

1 months ago

Backtest looks nothing like the competition...

-12.602Net Profit

8.912PSR

-1.352Sharpe Ratio

-0.132Alpha

1.589Beta

-45.929CAR

19.2Drawdown

47Loss Rate

31Parameters

1Security Types

-1.635Sortino Ratio

0Tradeable Dates

164Trades

-0.238Treynor Ratio

53Win Rate

Kevin left a comment in the discussion Momentum Reversal Insight

I am just curious about others experiences here. I cloned this algo and ran it and the back test of...

7 days ago

Kevin left a comment in the discussion Opening Range Breakout for Stocks in Play

Does anyone else end up with very different symbols when running the exact same algo in backtesting...

1 months ago