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.
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Sylvain started the discussion RDV or RVOL
I am confused about the implementation of RVOL or RDV as you named it.
Sylvain left a comment in the discussion RDV or RVOL
Thank you for the instant response ! My bad, I had another issue in the backtest where I tried...
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Sylvain left a comment in the discussion Opening Range Breakout for Stocks in Play
Great post, would be great to have the equivalent Python code.
Sylvain started the discussion RDV or RVOL
I am confused about the implementation of RVOL or RDV as you named it.
Sylvain left a comment in the discussion RDV or RVOL
Thank you for the instant response ! My bad, I had another issue in the backtest where I tried...
Sylvain left a comment in the discussion Opening Range Breakout for Stocks in Play
Great post, would be great to have the equivalent Python code.
3 days ago