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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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Adaptable Red Orange Owlet

-13.597Net Profit

1.414PSR

-0.489Sharpe Ratio

-0.073Alpha

0.122Beta

-6.638CAR

24.5Drawdown

-0.14Loss Rate

6Parameters

0Security Types

534Tradeable Dates

1073Trades

-0.593Treynor Ratio

0.15Win Rate


Community

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Roni left a comment in the discussion Greeks and IV Implementation

This is amazing! thanks for posting it. That's a great starting point for option trading.

2 months ago

Adaptable Red Orange Owlet

-13.597Net Profit

1.414PSR

-0.489Sharpe Ratio

-0.073Alpha

0.122Beta

-6.638CAR

24.5Drawdown

-0.14Loss Rate

6Parameters

0Security Types

534Tradeable Dates

1073Trades

-0.593Treynor Ratio

0.15Win Rate

Roni left a comment in the discussion Greeks and IV Implementation

This is amazing! thanks for posting it. That's a great starting point for option trading.

2 months ago