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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.


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MatthewKneisler started the discussion Sharpe Ratio

The Sharpe Ratio provides a great metric for backtesting performance. However, after backtesting...

9 years ago

MatthewKneisler started the discussion Sharpe Ratio

The Sharpe Ratio provides a great metric for backtesting performance. However, after backtesting...

9 years ago