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18.56Net Profit
90.912PSR
3.531Sharpe Ratio
0.133Alpha
0.817Beta
40.852CAR
4.9Drawdown
0Loss Rate
2Parameters
1Security Types
0Sortino Ratio
125Tradeable Dates
171Trades
0.519Treynor Ratio
100Win Rate
18.699Net Profit
91.112PSR
3.555Sharpe Ratio
0.136Alpha
0.817Beta
41.184CAR
4.9Drawdown
0Loss Rate
2Parameters
1Security Types
0Sortino Ratio
125Tradeable Dates
11Trades
0.522Treynor Ratio
100Win Rate
5.472Net Profit
66.551PSR
1.538Sharpe Ratio
0.078Alpha
-0.02Beta
7.42CAR
2.6Drawdown
-0.03Loss Rate
1Parameters
0Security Types
1.662Sortino Ratio
0Tradeable Dates
873Trades
-3.803Treynor Ratio
0.25Win Rate
PokerWinner started the discussion Portfolio Minute Rebalancing
Hi,
PokerWinner started the discussion How can I use SetLeverage when using Symbol.Create?
I want to add leverage when picking stocks directly, is there a way? I have attached the Pairs...
PokerWinner started the discussion Help with "Statistical Arbitrage in the U.S. Equities Market" implementation
Hi everyone!I am trying to replicate results from this paper. I got as far as writing some code to...
PokerWinner started the discussion Major mistake in the Capacity calculations
Hi QuantConnect team, I was playing around with a Pairs Trading strategy available in the Strategy...
PokerWinner started the discussion Weird Capacity Dynamics
Hi everybody,
18.56Net Profit
90.912PSR
3.531Sharpe Ratio
0.133Alpha
0.817Beta
40.852CAR
4.9Drawdown
0Loss Rate
2Parameters
1Security Types
0Sortino Ratio
125Tradeable Dates
171Trades
0.519Treynor Ratio
100Win Rate
18.699Net Profit
91.112PSR
3.555Sharpe Ratio
0.136Alpha
0.817Beta
41.184CAR
4.9Drawdown
0Loss Rate
2Parameters
1Security Types
0Sortino Ratio
125Tradeable Dates
11Trades
0.522Treynor Ratio
100Win Rate
5.472Net Profit
66.551PSR
1.538Sharpe Ratio
0.078Alpha
-0.02Beta
7.42CAR
2.6Drawdown
-0.03Loss Rate
1Parameters
0Security Types
1.662Sortino Ratio
0Tradeable Dates
873Trades
-3.803Treynor Ratio
0.25Win Rate
PokerWinner started the discussion Portfolio Minute Rebalancing
Hi,
PokerWinner started the discussion How can I use SetLeverage when using Symbol.Create?
I want to add leverage when picking stocks directly, is there a way? I have attached the Pairs...
PokerWinner started the discussion Help with "Statistical Arbitrage in the U.S. Equities Market" implementation
Hi everyone!I am trying to replicate results from this paper. I got as far as writing some code to...
PokerWinner started the discussion Major mistake in the Capacity calculations
Hi QuantConnect team, I was playing around with a Pairs Trading strategy available in the Strategy...
PokerWinner started the discussion Weird Capacity Dynamics
Hi everybody,
PokerWinner started the discussion Next Elon Musk?!
Hi everybody,
PokerWinner started the discussion IBAutomator weekend errors
Hi
PokerWinner left a comment in the discussion Weird Capacity Dynamics
And this is the base case backtest
PokerWinner left a comment in the discussion VWAP Indicator
Any updates on using technical indicators on futures? Are they easier to implement now?
PokerWinner left a comment in the discussion Major mistake in the Capacity calculations
PokerWinner left a comment in the discussion Major mistake in the Capacity calculations
ignore this. cannot delete post for some reason
PokerWinner left a comment in the discussion Major mistake in the Capacity calculations
Second backtest. I would have used tick resolution but that yields $0 capacity regardless.
PokerWinner left a comment in the discussion Next Elon Musk?!
Hi Louis,
3 years ago