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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 (1)

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Calculating Yellow Green Sardine

22.185Net Profit

0.027PSR

-0.03Sharpe Ratio

-0.001Alpha

0.019Beta

1.465CAR

16.3Drawdown

-0.28Loss Rate

0Parameters

0Security Types

4306Tradeable Dates

292Trades

-0.097Treynor Ratio

1.12Win Rate


Community

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Leon left a comment in the discussion Boot Camp - Interactive Tutorial System

Really helpful, thank you, please keep adding more! 

6 years ago

Calculating Yellow Green Sardine

22.185Net Profit

0.027PSR

-0.03Sharpe Ratio

-0.001Alpha

0.019Beta

1.465CAR

16.3Drawdown

-0.28Loss Rate

0Parameters

0Security Types

4306Tradeable Dates

292Trades

-0.097Treynor Ratio

1.12Win Rate

Leon left a comment in the discussion Boot Camp - Interactive Tutorial System

Really helpful, thank you, please keep adding more! 

6 years ago