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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.


Public Backtests (1)

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Smooth Fluorescent Orange Sheep

250.352Net Profit

35.649PSR

0.945Sharpe Ratio

0.083Alpha

0.336Beta

12.241CAR

17.5Drawdown

30Loss Rate

10Parameters

1Security Types

0.8052Sortino Ratio

2733Tradeable Dates

75Trades

0.399Treynor Ratio

70Win Rate


Community

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Nessim left a comment in the discussion Accelerating Dual Momentum

Hi Grant,

4 years ago

Smooth Fluorescent Orange Sheep

250.352Net Profit

35.649PSR

0.945Sharpe Ratio

0.083Alpha

0.336Beta

12.241CAR

17.5Drawdown

30Loss Rate

10Parameters

1Security Types

0.8052Sortino Ratio

2733Tradeable Dates

75Trades

0.399Treynor Ratio

70Win Rate

Nessim left a comment in the discussion Accelerating Dual Momentum

Hi Grant,

4 years ago