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524.976Net Profit
87.543PSR
2.509Sharpe Ratio
1.081Alpha
0.037Beta
90.168CAR
37.1Drawdown
48Loss Rate
39Parameters
1Security Types
5.4669Sortino Ratio
720Tradeable Dates
56Trades
29.413Treynor Ratio
52Win Rate
Tien left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
Peter Guenther : Thanks for the clarification. You are right. If I start the algo on 01/01/2008, I...
Tien left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
Nathan Swenson Which version did you used? Did you checked the orders?
Tien left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
Thanks for sharing the code. I used your last version ( Corrected: 3 x leveraged SEL[“QQQ”] +...
524.976Net Profit
87.543PSR
2.509Sharpe Ratio
1.081Alpha
0.037Beta
90.168CAR
37.1Drawdown
48Loss Rate
39Parameters
1Security Types
5.4669Sortino Ratio
720Tradeable Dates
56Trades
29.413Treynor Ratio
52Win Rate
Tien left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
gpw radar : Thanks for pointing out. Great job. Unfortunately, the backtesting framework on...
Tien left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
Peter Guenther : Thanks for the clarification. You are right. If I start the algo on 01/01/2008, I...
Tien left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
Nathan Swenson Which version did you used? Did you checked the orders?
Tien left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
Thanks for sharing the code. I used your last version ( Corrected: 3 x leveraged SEL[“QQQ”] +...
Tien left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
gpw radar : Thanks for pointing out. Great job. Unfortunately, the backtesting framework on...
3 years ago