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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 (2)

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Square Fluorescent Orange Salmon

1713.564Net Profit

60.218PSR

1.162Sharpe Ratio

0.141Alpha

0.521Beta

27.441CAR

23.7Drawdown

-0.64Loss Rate

0Parameters

1Security Types

1.995Sortino Ratio

0Tradeable Dates

1322Trades

0.383Treynor Ratio

1.55Win Rate

Crawling Red-Orange Armadillo

773.309Net Profit

65.958PSR

1.172Sharpe Ratio

0.096Alpha

0.408Beta

19.882CAR

17.4Drawdown

-0.29Loss Rate

0Parameters

1Security Types

2.095Sortino Ratio

3007Tradeable Dates

1733Trades

0.347Treynor Ratio

1.08Win Rate


Community

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Patryski started the discussion Issue with removing securitites OnSecuritiesChanged

Hi,

3 years ago

Patryski started the discussion Portfolio Allocation size in a Dynamic Universe

Hi all,

3 years ago

Patryski left a comment in the discussion Portfolio Allocation size in a Dynamic Universe

Thank you Fred, the code you provided seems logical. 

3 years ago

Patryski left a comment in the discussion Portfolio Allocation size in a Dynamic Universe

Fred Painchaud 

3 years ago

Patryski left a comment in the discussion Portfolio Allocation size in a Dynamic Universe

Hi Fred Painchaud,

3 years ago

Square Fluorescent Orange Salmon

1713.564Net Profit

60.218PSR

1.162Sharpe Ratio

0.141Alpha

0.521Beta

27.441CAR

23.7Drawdown

-0.64Loss Rate

0Parameters

1Security Types

1.995Sortino Ratio

0Tradeable Dates

1322Trades

0.383Treynor Ratio

1.55Win Rate

Crawling Red-Orange Armadillo

773.309Net Profit

65.958PSR

1.172Sharpe Ratio

0.096Alpha

0.408Beta

19.882CAR

17.4Drawdown

-0.29Loss Rate

0Parameters

1Security Types

2.095Sortino Ratio

3007Tradeable Dates

1733Trades

0.347Treynor Ratio

1.08Win Rate

Patryski started the discussion Issue with removing securitites OnSecuritiesChanged

Hi,

3 years ago

Patryski started the discussion Portfolio Allocation size in a Dynamic Universe

Hi all,

3 years ago

Patryski left a comment in the discussion Portfolio Allocation size in a Dynamic Universe

Thank you Fred, the code you provided seems logical. 

3 years ago

Patryski left a comment in the discussion Portfolio Allocation size in a Dynamic Universe

Fred Painchaud 

3 years ago

Patryski left a comment in the discussion Portfolio Allocation size in a Dynamic Universe

Hi Fred Painchaud,

3 years ago

Patryski left a comment in the discussion Issue with removing securitites OnSecuritiesChanged

Thank you Louis! 

3 years ago