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Biography

Activity on QuantConnect

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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Jumping Green Sardine

0.384Net Profit

64.232PSR

2.869Sharpe Ratio

0.033Alpha

0.173Beta

10.008CAR

0.3Drawdown

0Loss Rate

1Parameters

0Security Types

218.859Sortino Ratio

11Tradeable Dates

1Trades

0.236Treynor Ratio

0Win Rate


Community

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Raul started the discussion Backtesting results - Key Statistics. Methods?

Hi all,

2 years ago

Raul started the discussion Data specifications: QUANTQUOTE exisists?

Hi all,

2 years ago

Raul left a comment in the discussion QC-IB Webinar: Pairs Trading with Python

If you get the following error

3 years ago

Raul left a comment in the discussion Is it possible to download the daily PnL from the backtest?

Hi Jing, 

3 years ago

Raul left a comment in the discussion Is it possible to download the daily PnL from the backtest?

Hi Jing,

3 years ago

Jumping Green Sardine

0.384Net Profit

64.232PSR

2.869Sharpe Ratio

0.033Alpha

0.173Beta

10.008CAR

0.3Drawdown

0Loss Rate

1Parameters

0Security Types

218.859Sortino Ratio

11Tradeable Dates

1Trades

0.236Treynor Ratio

0Win Rate

Raul started the discussion Backtesting results - Key Statistics. Methods?

Hi all,

2 years ago

Raul started the discussion Data specifications: QUANTQUOTE exisists?

Hi all,

2 years ago

Raul left a comment in the discussion QC-IB Webinar: Pairs Trading with Python

If you get the following error

3 years ago

Raul left a comment in the discussion Is it possible to download the daily PnL from the backtest?

Hi Jing, 

3 years ago

Raul left a comment in the discussion Is it possible to download the daily PnL from the backtest?

Hi Jing,

3 years ago

Raul left a comment in the discussion How can I download data?

Thank you all,

3 years ago