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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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Logical Red-Orange Owlet

12410.15Net Profit

32.039PSR

1.024Sharpe Ratio

0.242Alpha

-0.071Beta

25.608CAR

60.8Drawdown

-0.32Loss Rate

5Parameters

1Security Types

1.557Sortino Ratio

5323Tradeable Dates

2426Trades

-3.363Treynor Ratio

0.71Win Rate

Jumping Red-Orange Flamingo

436.208Net Profit

1.797PSR

0.618Sharpe Ratio

0.077Alpha

-0.023Beta

8.255CAR

41.5Drawdown

-0.39Loss Rate

8Parameters

1Security Types

0.841Sortino Ratio

5322Tradeable Dates

764Trades

-3.317Treynor Ratio

0.73Win Rate


Community

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Miae started the discussion [Windows][Lean] Using visual studio from Windows 10 Home

Hello

3 years ago

Miae left a comment in the discussion Net Current Asset Value Effect Algorithm

Thanks for sharing, I modified your OnData and fineSelection. and showed better

3 years ago

Miae left a comment in the discussion Net Current Asset Value Effect Algorithm

Hello, I am studying NCAV too.

3 years ago

Miae left a comment in the discussion [Windows][Lean] Using visual studio from Windows 10 Home

Thank you for your answer, lean-CLI seems not a well-known repository, Shall we add instructions...

3 years ago

Logical Red-Orange Owlet

12410.15Net Profit

32.039PSR

1.024Sharpe Ratio

0.242Alpha

-0.071Beta

25.608CAR

60.8Drawdown

-0.32Loss Rate

5Parameters

1Security Types

1.557Sortino Ratio

5323Tradeable Dates

2426Trades

-3.363Treynor Ratio

0.71Win Rate

Jumping Red-Orange Flamingo

436.208Net Profit

1.797PSR

0.618Sharpe Ratio

0.077Alpha

-0.023Beta

8.255CAR

41.5Drawdown

-0.39Loss Rate

8Parameters

1Security Types

0.841Sortino Ratio

5322Tradeable Dates

764Trades

-3.317Treynor Ratio

0.73Win Rate

Miae started the discussion [Windows][Lean] Using visual studio from Windows 10 Home

Hello

3 years ago

Miae left a comment in the discussion Net Current Asset Value Effect Algorithm

Thanks for sharing, I modified your OnData and fineSelection. and showed better

3 years ago

Miae left a comment in the discussion Net Current Asset Value Effect Algorithm

Hello, I am studying NCAV too.

3 years ago

Miae left a comment in the discussion [Windows][Lean] Using visual studio from Windows 10 Home

Thank you for your answer, lean-CLI seems not a well-known repository, Shall we add instructions...

3 years ago