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.
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
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,
Patryski started the discussion Portfolio Allocation size in a Dynamic Universe
Hi all,
Patryski left a comment in the discussion Portfolio Allocation size in a Dynamic Universe
Fred Painchaud
Patryski left a comment in the discussion Portfolio Allocation size in a Dynamic Universe
Hi Fred Painchaud,
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
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,
Patryski started the discussion Portfolio Allocation size in a Dynamic Universe
Hi all,
Patryski left a comment in the discussion Portfolio Allocation size in a Dynamic Universe
Thank you Fred, the code you provided seems logical.
Patryski left a comment in the discussion Portfolio Allocation size in a Dynamic Universe
Fred Painchaud
Patryski left a comment in the discussion Portfolio Allocation size in a Dynamic Universe
Hi Fred Painchaud,
Patryski left a comment in the discussion Issue with removing securitites OnSecuritiesChanged
Thank you Louis!
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