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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 (4)

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V0.0.8

390.748Net Profit

54.765PSR

0.87Sharpe Ratio

0.033Alpha

0.466Beta

13.254CAR

13.8Drawdown

-0.19Loss Rate

28Parameters

0Security Types

3212Tradeable Dates

988Trades

0.163Treynor Ratio

0.7Win Rate

V0.0.6

237.312Net Profit

17.194PSR

0.605Sharpe Ratio

0.008Alpha

0.507Beta

9.98CAR

21.2Drawdown

-0.26Loss Rate

30Parameters

0Security Types

3212Tradeable Dates

1066Trades

0.107Treynor Ratio

0.66Win Rate

Version 0.0.1

365.938Net Profit

23.178PSR

0.814Sharpe Ratio

0.218Alpha

1.244Beta

39.047CAR

45.1Drawdown

-0.57Loss Rate

10Parameters

0Security Types

0Tradeable Dates

4636Trades

0.266Treynor Ratio

0.91Win Rate

Logical Red Caterpillar

196.915Net Profit

0.42PSR

0.322Sharpe Ratio

-0.013Alpha

0.674Beta

7.611CAR

34.6Drawdown

-0.34Loss Rate

0Parameters

0Security Types

0Tradeable Dates

3365Trades

0.068Treynor Ratio

0.38Win Rate


Community

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V0.0.8

390.748Net Profit

54.765PSR

0.87Sharpe Ratio

0.033Alpha

0.466Beta

13.254CAR

13.8Drawdown

-0.19Loss Rate

28Parameters

0Security Types

3212Tradeable Dates

988Trades

0.163Treynor Ratio

0.7Win Rate

V0.0.6

237.312Net Profit

17.194PSR

0.605Sharpe Ratio

0.008Alpha

0.507Beta

9.98CAR

21.2Drawdown

-0.26Loss Rate

30Parameters

0Security Types

3212Tradeable Dates

1066Trades

0.107Treynor Ratio

0.66Win Rate

Version 0.0.1

365.938Net Profit

23.178PSR

0.814Sharpe Ratio

0.218Alpha

1.244Beta

39.047CAR

45.1Drawdown

-0.57Loss Rate

10Parameters

0Security Types

0Tradeable Dates

4636Trades

0.266Treynor Ratio

0.91Win Rate

Logical Red Caterpillar

196.915Net Profit

0.42PSR

0.322Sharpe Ratio

-0.013Alpha

0.674Beta

7.611CAR

34.6Drawdown

-0.34Loss Rate

0Parameters

0Security Types

0Tradeable Dates

3365Trades

0.068Treynor Ratio

0.38Win Rate