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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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adding price fixing

-0.844Net Profit

14.663PSR

-3.5Sharpe Ratio

-0.054Alpha

0.202Beta

-10.174CAR

1.6Drawdown

-0.88Loss Rate

8Parameters

0Security Types

20Tradeable Dates

3Trades

-0.631Treynor Ratio

0Win Rate

Alert Sky Blue Monkey

7.743Net Profit

1.415PSR

0.251Sharpe Ratio

0.003Alpha

0.065Beta

1.25CAR

6.6Drawdown

0Loss Rate

2Parameters

0Security Types

0.249Sortino Ratio

1511Tradeable Dates

2Trades

0.144Treynor Ratio

7.74Win Rate


Community

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marcellthoth started the discussion Option Exercise Consistency

Dear Community,

7 months ago

adding price fixing

-0.844Net Profit

14.663PSR

-3.5Sharpe Ratio

-0.054Alpha

0.202Beta

-10.174CAR

1.6Drawdown

-0.88Loss Rate

8Parameters

0Security Types

20Tradeable Dates

3Trades

-0.631Treynor Ratio

0Win Rate

Alert Sky Blue Monkey

7.743Net Profit

1.415PSR

0.251Sharpe Ratio

0.003Alpha

0.065Beta

1.25CAR

6.6Drawdown

0Loss Rate

2Parameters

0Security Types

0.249Sortino Ratio

1511Tradeable Dates

2Trades

0.144Treynor Ratio

7.74Win Rate

marcellthoth started the discussion Option Exercise Consistency

Dear Community,

7 months ago