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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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SPX NDX ETF Mean Reversion Strategy

1.487Net Profit

15.988PSR

-2.673Sharpe Ratio

-0.038Alpha

-0.01Beta

0.819CAR

2Drawdown

-0.31Loss Rate

0Parameters

0Security Types

0Tradeable Dates

503Trades

3.98Treynor Ratio

0.32Win Rate


Community

View More
SPX NDX ETF Mean Reversion Strategy

1.487Net Profit

15.988PSR

-2.673Sharpe Ratio

-0.038Alpha

-0.01Beta

0.819CAR

2Drawdown

-0.31Loss Rate

0Parameters

0Security Types

0Tradeable Dates

503Trades

3.98Treynor Ratio

0.32Win Rate