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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 (2)

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Pensive Red Eagle

15743.732Net Profit

81.594PSR

2.472Sharpe Ratio

2.086Alpha

-0.252Beta

206.229CAR

56Drawdown

-2.67Loss Rate

7Parameters

0Security Types

2.571Sortino Ratio

0Tradeable Dates

6056Trades

-8.138Treynor Ratio

3.29Win Rate

Logical Sky Blue Wolf

36676.994Net Profit

87.254PSR

3.044Sharpe Ratio

2.826Alpha

-0.18Beta

268.85CAR

56.7Drawdown

-3.36Loss Rate

7Parameters

0Security Types

2.878Sortino Ratio

0Tradeable Dates

6057Trades

-15.559Treynor Ratio

4.2Win Rate


Community

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Kyle started the discussion Why are stop loss and limit orders taking so long to fill?

4 years ago

Kyle left a comment in the discussion Why are stop loss and limit orders taking so long to fill?

Thanks Shile Wen that makes sense. If you don't mind could you also touch on how the execution...

4 years ago

Pensive Red Eagle

15743.732Net Profit

81.594PSR

2.472Sharpe Ratio

2.086Alpha

-0.252Beta

206.229CAR

56Drawdown

-2.67Loss Rate

7Parameters

0Security Types

2.571Sortino Ratio

0Tradeable Dates

6056Trades

-8.138Treynor Ratio

3.29Win Rate

Logical Sky Blue Wolf

36676.994Net Profit

87.254PSR

3.044Sharpe Ratio

2.826Alpha

-0.18Beta

268.85CAR

56.7Drawdown

-3.36Loss Rate

7Parameters

0Security Types

2.878Sortino Ratio

0Tradeable Dates

6057Trades

-15.559Treynor Ratio

4.2Win Rate

Kyle started the discussion Why are stop loss and limit orders taking so long to fill?

4 years ago

Kyle left a comment in the discussion Why are stop loss and limit orders taking so long to fill?

Thanks Shile Wen that makes sense. If you don't mind could you also touch on how the execution...

4 years ago