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.
955.931Net Profit
95.432PSR
1.62Sharpe Ratio
0.207Alpha
0.048Beta
20.154CAR
15.4Drawdown
42Loss Rate
22Parameters
1Security Types
0.1718Sortino Ratio
3232Tradeable Dates
3224Trades
4.423Treynor Ratio
58Win Rate
852.149Net Profit
85.48PSR
1.367Sharpe Ratio
0.162Alpha
0.014Beta
19.188CAR
17.1Drawdown
44Loss Rate
23Parameters
1Security Types
0.1638Sortino Ratio
3232Tradeable Dates
3209Trades
11.325Treynor Ratio
56Win Rate
80.561Net Profit
33.659PSR
0.875Sharpe Ratio
0.093Alpha
0.058Beta
11.321CAR
17.5Drawdown
43Loss Rate
18Parameters
1Security Types
0.1232Sortino Ratio
1389Tradeable Dates
986Trades
1.723Treynor Ratio
57Win Rate
Tentor left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Thanks Derek!
Tentor left a comment in the discussion The In & Out Strategy - Continued from Quantopian
I've implemented the last version I cloned from Quantopian, I belive Peter posted it.
Tentor left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Hey Kyle, good idea - thanks!
Tentor left a comment in the discussion Quantopian Shutdown Migration 2020
Hey Vladimir,
955.931Net Profit
95.432PSR
1.62Sharpe Ratio
0.207Alpha
0.048Beta
20.154CAR
15.4Drawdown
42Loss Rate
22Parameters
1Security Types
0.1718Sortino Ratio
3232Tradeable Dates
3224Trades
4.423Treynor Ratio
58Win Rate
852.149Net Profit
85.48PSR
1.367Sharpe Ratio
0.162Alpha
0.014Beta
19.188CAR
17.1Drawdown
44Loss Rate
23Parameters
1Security Types
0.1638Sortino Ratio
3232Tradeable Dates
3209Trades
11.325Treynor Ratio
56Win Rate
80.561Net Profit
33.659PSR
0.875Sharpe Ratio
0.093Alpha
0.058Beta
11.321CAR
17.5Drawdown
43Loss Rate
18Parameters
1Security Types
0.1232Sortino Ratio
1389Tradeable Dates
986Trades
1.723Treynor Ratio
57Win Rate
Tentor left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Vladimir and Peter:Nice to see you here and also thanks for providing some context!I would like to...
Tentor left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Thanks Derek!
Tentor left a comment in the discussion The In & Out Strategy - Continued from Quantopian
I've implemented the last version I cloned from Quantopian, I belive Peter posted it.
Tentor left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Hey Kyle, good idea - thanks!
Tentor left a comment in the discussion Quantopian Shutdown Migration 2020
Hey Vladimir,
Tentor left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Vladimir and Peter:Nice to see you here and also thanks for providing some context!I would like to...
4 years ago