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.
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
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,
Nessim left a comment in the discussion Accelerating Dual Momentum
Hi Grant,
4 years ago