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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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Square Red Fish

74.214Net Profit

89.183PSR

1.596Sharpe Ratio

0.053Alpha

1.097Beta

37.728CAR

12.8Drawdown

28Loss Rate

0Parameters

1Security Types

1.963Sortino Ratio

0Tradeable Dates

1794Trades

0.187Treynor Ratio

72Win Rate


Community

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Piyush left a comment in the discussion Intraday Application of Hidden Markov Models

Hey!I was wondering why did you choose “n_components=3”. I tried your code with...

2 months ago

Square Red Fish

74.214Net Profit

89.183PSR

1.596Sharpe Ratio

0.053Alpha

1.097Beta

37.728CAR

12.8Drawdown

28Loss Rate

0Parameters

1Security Types

1.963Sortino Ratio

0Tradeable Dates

1794Trades

0.187Treynor Ratio

72Win Rate

Piyush left a comment in the discussion Intraday Application of Hidden Markov Models

Hey!I was wondering why did you choose “n_components=3”. I tried your code with...

2 months ago