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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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Square Yellow Lemur

46.796Net Profit

32.858PSR

0.8Sharpe Ratio

0.028Alpha

0.755Beta

13.605CAR

27.6Drawdown

-2.31Loss Rate

8Parameters

1Security Types

0.952Sortino Ratio

3191Tradeable Dates

36Trades

0.212Treynor Ratio

36.03Win Rate


Community

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Square Yellow Lemur

46.796Net Profit

32.858PSR

0.8Sharpe Ratio

0.028Alpha

0.755Beta

13.605CAR

27.6Drawdown

-2.31Loss Rate

8Parameters

1Security Types

0.952Sortino Ratio

3191Tradeable Dates

36Trades

0.212Treynor Ratio

36.03Win Rate