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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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Adaptable Orange Galago

1800.905Net Profit

99.431PSR

2.288Sharpe Ratio

0.505Alpha

0.135Beta

77.302CAR

19Drawdown

-0.46Loss Rate

10Parameters

2Security Types

4.935Sortino Ratio

1877Tradeable Dates

1133Trades

3.888Treynor Ratio

1.28Win Rate

Exemple Mehdi - Leveraged ETFs

1209.143Net Profit

88.566PSR

1.594Sharpe Ratio

0.203Alpha

0.829Beta

28.946CAR

22.7Drawdown

13Loss Rate

4Parameters

1Security Types

1.7037Sortino Ratio

2547Tradeable Dates

1109Trades

0.378Treynor Ratio

87Win Rate


Community

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Laurent left a comment in the discussion Cash Indices: SPX, NDX, RUT and MID are available?

Hi Varad Kabade 

2 years ago

Laurent left a comment in the discussion Cash Indices: SPX, NDX, RUT and MID are available?

Hi Varad Kabade 

2 years ago

Laurent left a comment in the discussion Continuous Futures Support

As Flame, I think that the daily volume (for instance the average of trading volume over the last 2...

2 years ago

Laurent left a comment in the discussion Cash Indices: SPX, NDX, RUT and MID are available?

Adding weekly options will be awesome, Varad Kabade!Do you know if Weekly options on indices will...

2 years ago

Laurent left a comment in the discussion Pandas library update

As Francesco Baldisserri, I fully understand that you guys at QC have a lot to work on currently…...

2 years ago

Adaptable Orange Galago

1800.905Net Profit

99.431PSR

2.288Sharpe Ratio

0.505Alpha

0.135Beta

77.302CAR

19Drawdown

-0.46Loss Rate

10Parameters

2Security Types

4.935Sortino Ratio

1877Tradeable Dates

1133Trades

3.888Treynor Ratio

1.28Win Rate

Exemple Mehdi - Leveraged ETFs

1209.143Net Profit

88.566PSR

1.594Sharpe Ratio

0.203Alpha

0.829Beta

28.946CAR

22.7Drawdown

13Loss Rate

4Parameters

1Security Types

1.7037Sortino Ratio

2547Tradeable Dates

1109Trades

0.378Treynor Ratio

87Win Rate

Laurent left a comment in the discussion Cash Indices: SPX, NDX, RUT and MID are available?

Hi Varad Kabade 

2 years ago

Laurent left a comment in the discussion Cash Indices: SPX, NDX, RUT and MID are available?

Hi Varad Kabade 

2 years ago

Laurent left a comment in the discussion Continuous Futures Support

As Flame, I think that the daily volume (for instance the average of trading volume over the last 2...

2 years ago

Laurent left a comment in the discussion Cash Indices: SPX, NDX, RUT and MID are available?

Adding weekly options will be awesome, Varad Kabade!Do you know if Weekly options on indices will...

2 years ago

Laurent left a comment in the discussion Pandas library update

As Francesco Baldisserri, I fully understand that you guys at QC have a lot to work on currently…...

2 years ago

Laurent left a comment in the discussion Alpha Streams Market

Toaster It seems that there was a glitch this month as for Alpha licensing renewal (normally, it is...

2 years ago

Laurent started the discussion Error! File exceeds the maximum size of 64k characters.

Hi there!

3 years ago

Laurent started the discussion System.IO library not whitelisted to trade an OANDA account?

Dear all,

6 years ago

Laurent started the discussion InteractiveBrokers and Timezones

Hi all.

6 years ago

Laurent started the discussion Trading small orders with OANDA

Hi.Oanda does allow its users to trade very freely, trading other quantity than...

6 years ago