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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 (13)

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Square Light Brown Fish

928.06Net Profit

0.958Sharpe Ratio

0.141Alpha

0.311Beta

19.623CAR

24.1Drawdown

37Loss Rate

1Security Types

0.46625155815688Sortino Ratio

3207Tradeable Dates

575Trades

0.519Treynor Ratio

63Win Rate

Casual Yellow-Green Antelope

28Tradeable Dates

Measured Magenta Goshawk

297Tradeable Dates

Ugly Green Camel

2464Tradeable Dates

Logical Black Parrot

294Tradeable Dates


Community

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Stefan left a comment in the discussion Algo: Beer Money 1.0.0

I run market making on crypto exchanges. Backtesting results are usually off. I am quite sceptical...

6 years ago

Stefan left a comment in the discussion VIX Future Data Available!

Awesome. Thank you!

6 years ago

Stefan started the discussion Build Timeout

Hi

7 years ago

Stefan started the discussion Accord.Net

Hi

7 years ago

Stefan left a comment in the discussion Intraday Mean-Reversion Strategy (TVIX - VXX )

I believe they are difficult to short. A short-and-hold on the TVIX would also produce massive...

7 years ago

Square Light Brown Fish

928.06Net Profit

0.958Sharpe Ratio

0.141Alpha

0.311Beta

19.623CAR

24.1Drawdown

37Loss Rate

1Security Types

0.46625155815688Sortino Ratio

3207Tradeable Dates

575Trades

0.519Treynor Ratio

63Win Rate

Casual Yellow-Green Antelope

28Tradeable Dates

Measured Magenta Goshawk

297Tradeable Dates

Ugly Green Camel

2464Tradeable Dates

Logical Black Parrot

294Tradeable Dates

Logical Fluorescent Orange Dogfish

626Tradeable Dates

Geeky Violet Scorpion

313Tradeable Dates

Energetic Brown Beaver

313Tradeable Dates

Sleepy Green Eagle

915Tradeable Dates

Geeky Green Whale

915Tradeable Dates

Dancing Apricot Pigeon

2464Tradeable Dates

Hyper-Active Yellow-Green Termite

2464Tradeable Dates

Muscular Tan Bat

296Tradeable Dates

Stefan left a comment in the discussion Algo: Beer Money 1.0.0

I run market making on crypto exchanges. Backtesting results are usually off. I am quite sceptical...

6 years ago

Stefan left a comment in the discussion VIX Future Data Available!

Awesome. Thank you!

6 years ago

Stefan started the discussion Build Timeout

Hi

7 years ago

Stefan started the discussion Accord.Net

Hi

7 years ago

Stefan left a comment in the discussion Intraday Mean-Reversion Strategy (TVIX - VXX )

I believe they are difficult to short. A short-and-hold on the TVIX would also produce massive...

7 years ago

Stefan left a comment in the discussion London Breakout Strategy

Thanks for the update. No real inconvenience encountered :)

7 years ago

Stefan left a comment in the discussion London Breakout Strategy

Hi Jared

7 years ago

Stefan left a comment in the discussion Trading continuous time instead of 1 minute after the open following signal

In your code you have a check that only allows you to trade once per day

7 years ago