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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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Golden Butterfly Dividends Reinvested

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

Adaptable Light Brown Bison

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


Community

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Mauricio left a comment in the discussion More accurate Option Greeks

Sounds great guys!

2 years ago

Mauricio left a comment in the discussion Options Roadmap

Hi Richard!

2 years ago

Mauricio started the discussion Disabling Short Positions in Portoflio.

Hi guys!

3 years ago

Golden Butterfly Dividends Reinvested

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

Adaptable Light Brown Bison

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!

2 years ago

Mauricio left a comment in the discussion Options Roadmap

Hi Richard!

2 years ago

Mauricio started the discussion Disabling Short Positions in Portoflio.

Hi guys!

3 years ago