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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 (3)

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Hyper-Active Asparagus Koala

43.342Net Profit

2.914Sharpe Ratio

0.594Alpha

9.777Beta

113.796CAR

13.6Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

120Tradeable Dates

1Trades

0.081Treynor Ratio

0Win Rate

Alert Tan Hornet

4.085Net Profit

0.296Sharpe Ratio

0.211Alpha

-4.541Beta

3.92CAR

34.3Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

263Tradeable Dates

1Trades

-0.027Treynor Ratio

0Win Rate

Geeky Fluorescent Pink Hornet

71.768Net Profit

2.09Sharpe Ratio

0.542Alpha

0.453Beta

68.139CAR

14.2Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

263Tradeable Dates

1Trades

1.216Treynor Ratio

0Win Rate


Community

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Vivid left a comment in the discussion Simplest working framework example

InsightDirection.Flat is your problem, you should try it with InsightDirection.Up

6 years ago

Hyper-Active Asparagus Koala

43.342Net Profit

2.914Sharpe Ratio

0.594Alpha

9.777Beta

113.796CAR

13.6Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

120Tradeable Dates

1Trades

0.081Treynor Ratio

0Win Rate

Alert Tan Hornet

4.085Net Profit

0.296Sharpe Ratio

0.211Alpha

-4.541Beta

3.92CAR

34.3Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

263Tradeable Dates

1Trades

-0.027Treynor Ratio

0Win Rate

Geeky Fluorescent Pink Hornet

71.768Net Profit

2.09Sharpe Ratio

0.542Alpha

0.453Beta

68.139CAR

14.2Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

263Tradeable Dates

1Trades

1.216Treynor Ratio

0Win Rate

Vivid left a comment in the discussion Simplest working framework example

InsightDirection.Flat is your problem, you should try it with InsightDirection.Up

6 years ago