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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 (1)

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Muscular Fluorescent Yellow Chinchilla

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


Community

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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

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...

3 years ago

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?

3 years ago

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”] +...

3 years ago

Muscular Fluorescent Yellow Chinchilla

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...

3 years ago

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...

3 years ago

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?

3 years ago

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”] +...

3 years ago