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.
273.829Net Profit
17.389PSR
0.831Sharpe Ratio
0.03Alpha
0.341Beta
8.101CAR
20.7Drawdown
2Loss Rate
10Parameters
1Security Types
2.1085Sortino Ratio
4259Tradeable Dates
334Trades
0.169Treynor Ratio
98Win Rate
119.089Net Profit
24.929PSR
0.805Sharpe Ratio
0.224Alpha
1.499Beta
37.306CAR
68.1Drawdown
-3.88Loss Rate
3Parameters
0Security Types
0.629Sortino Ratio
0Tradeable Dates
1830Trades
0.339Treynor Ratio
0.81Win Rate
Mauricio left a comment in the discussion Options Roadmap
Hi Richard!
Mauricio started the discussion Disabling Short Positions in Portoflio.
Hi guys!
273.829Net Profit
17.389PSR
0.831Sharpe Ratio
0.03Alpha
0.341Beta
8.101CAR
20.7Drawdown
2Loss Rate
10Parameters
1Security Types
2.1085Sortino Ratio
4259Tradeable Dates
334Trades
0.169Treynor Ratio
98Win Rate
119.089Net Profit
24.929PSR
0.805Sharpe Ratio
0.224Alpha
1.499Beta
37.306CAR
68.1Drawdown
-3.88Loss Rate
3Parameters
0Security Types
0.629Sortino Ratio
0Tradeable Dates
1830Trades
0.339Treynor Ratio
0.81Win Rate
Mauricio left a comment in the discussion More accurate Option Greeks
Sounds great guys!
Mauricio left a comment in the discussion Options Roadmap
Hi Richard!
Mauricio started the discussion Disabling Short Positions in Portoflio.
Hi guys!
Mauricio left a comment in the discussion More accurate Option Greeks
Sounds great guys!
2 years ago