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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)

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Fat Light Brown Ant

2.454Net Profit

27.621PSR

-0.909Sharpe Ratio

-0.035Alpha

-0.018Beta

2.442CAR

4.1Drawdown

-0.06Loss Rate

40Parameters

0Security Types

312Tradeable Dates

859Trades

1.874Treynor Ratio

0.07Win Rate


Community

View More
Fat Light Brown Ant

2.454Net Profit

27.621PSR

-0.909Sharpe Ratio

-0.035Alpha

-0.018Beta

2.442CAR

4.1Drawdown

-0.06Loss Rate

40Parameters

0Security Types

312Tradeable Dates

859Trades

1.874Treynor Ratio

0.07Win Rate

Open Quant League

The Open-Quant League is a quarterly competition between universities and investment clubs for the best-performing strategy. The previous quarter's code is open-sourced, and competitors must adapt to survive.

Get this certificate by participating in our Open Quant League

Open Quant League

The Open-Quant League is a quarterly competition between universities and investment clubs for the best-performing strategy. The previous quarter's code is open-sourced, and competitors must adapt to survive.

Get this certificate by participating in our Open Quant League

Open Quant League

The Open-Quant League is a quarterly competition between universities and investment clubs for the best-performing strategy. The previous quarter's code is open-sourced, and competitors must adapt to survive.

Get this certificate by participating in our Open Quant League