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Biography

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 (3)

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Retrospective Magenta Goat

23.826Net Profit

91.615PSR

1.974Sharpe Ratio

0.055Alpha

0.767Beta

33.408CAR

5.6Drawdown

-0.47Loss Rate

0Parameters

0Security Types

187Tradeable Dates

403Trades

0.222Treynor Ratio

0.64Win Rate

Hipster Fluorescent Orange Hornet

23.69Net Profit

91.021PSR

1.939Sharpe Ratio

0.052Alpha

0.785Beta

33.209CAR

5.9Drawdown

-0.48Loss Rate

0Parameters

0Security Types

187Tradeable Dates

403Trades

0.215Treynor Ratio

0.65Win Rate

Alert Light Brown Crocodile

9.692Net Profit

76.321PSR

0.708Sharpe Ratio

-0.032Alpha

0.459Beta

13.288CAR

3.8Drawdown

-0.31Loss Rate

0Parameters

0Security Types

187Tradeable Dates

368Trades

0.08Treynor Ratio

0.41Win Rate


Community

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Retrospective Magenta Goat

23.826Net Profit

91.615PSR

1.974Sharpe Ratio

0.055Alpha

0.767Beta

33.408CAR

5.6Drawdown

-0.47Loss Rate

0Parameters

0Security Types

187Tradeable Dates

403Trades

0.222Treynor Ratio

0.64Win Rate

Hipster Fluorescent Orange Hornet

23.69Net Profit

91.021PSR

1.939Sharpe Ratio

0.052Alpha

0.785Beta

33.209CAR

5.9Drawdown

-0.48Loss Rate

0Parameters

0Security Types

187Tradeable Dates

403Trades

0.215Treynor Ratio

0.65Win Rate

Alert Light Brown Crocodile

9.692Net Profit

76.321PSR

0.708Sharpe Ratio

-0.032Alpha

0.459Beta

13.288CAR

3.8Drawdown

-0.31Loss Rate

0Parameters

0Security Types

187Tradeable Dates

368Trades

0.08Treynor Ratio

0.41Win Rate