cover
  • Profile
  • Backtests
  • Community

Biography

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)

View More
ETF trend following model results

318.701Net Profit

0.757Sharpe Ratio

0.168Alpha

-0.082Beta

15.393CAR

37.6Drawdown

25Loss Rate

1Security Types

0.04575971475054Sortino Ratio

2518Tradeable Dates

2885Trades

-2.023Treynor Ratio

75Win Rate


Community

View More
ETF trend following model results

318.701Net Profit

0.757Sharpe Ratio

0.168Alpha

-0.082Beta

15.393CAR

37.6Drawdown

25Loss Rate

1Security Types

0.04575971475054Sortino Ratio

2518Tradeable Dates

2885Trades

-2.023Treynor Ratio

75Win Rate