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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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Calm Yellow Green Beaver

13.823Net Profit

35.586PSR

0.411Sharpe Ratio

-0.002Alpha

0.898Beta

16.467CAR

20.1Drawdown

-0.67Loss Rate

0Parameters

0Security Types

0Tradeable Dates

293Trades

0.084Treynor Ratio

0.9Win Rate


Community

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Sachin left a comment in the discussion [Update] Dividends, Splits and Custom Price Normalization

How does DataNormalizationMode.TotalReturn mode handle splits? With quantity or price?

2 months ago

Calm Yellow Green Beaver

13.823Net Profit

35.586PSR

0.411Sharpe Ratio

-0.002Alpha

0.898Beta

16.467CAR

20.1Drawdown

-0.67Loss Rate

0Parameters

0Security Types

0Tradeable Dates

293Trades

0.084Treynor Ratio

0.9Win Rate

Sachin left a comment in the discussion [Update] Dividends, Splits and Custom Price Normalization

How does DataNormalizationMode.TotalReturn mode handle splits? With quantity or price?

2 months ago