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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 (1)

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Square Orange Termite

0.036Net Profit

28.511PSR

0.045Sharpe Ratio

0.024Alpha

0.215Beta

0.145CAR

2.6Drawdown

0Loss Rate

8Parameters

0Security Types

0.044Sortino Ratio

63Tradeable Dates

7Trades

0.009Treynor Ratio

0Win Rate


Community

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Matt started the discussion Creating Custom ATR

Hey Guys!

2 years ago

Matt left a comment in the discussion TheStrat Orders Filling A Day Late

would like to know as well

2 years ago

Matt left a comment in the discussion ATR not lining up with other platforms

Also interested in this

2 years ago

Square Orange Termite

0.036Net Profit

28.511PSR

0.045Sharpe Ratio

0.024Alpha

0.215Beta

0.145CAR

2.6Drawdown

0Loss Rate

8Parameters

0Security Types

0.044Sortino Ratio

63Tradeable Dates

7Trades

0.009Treynor Ratio

0Win Rate

Matt started the discussion Creating Custom ATR

Hey Guys!

2 years ago

Matt left a comment in the discussion TheStrat Orders Filling A Day Late

would like to know as well

2 years ago

Matt left a comment in the discussion ATR not lining up with other platforms

Also interested in this

2 years ago