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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 (3)

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Virtual Fluorescent Orange Gull

110.978Net Profit

20.75PSR

0.707Sharpe Ratio

0.179Alpha

0.101Beta

22.025CAR

59.4Drawdown

-0.79Loss Rate

55Parameters

1Security Types

0.685Sortino Ratio

945Tradeable Dates

509Trades

1.883Treynor Ratio

1.5Win Rate

Sleepy Red-Orange Owlet

-71.333Net Profit

0.235PSR

-0.22Sharpe Ratio

-0.204Alpha

0.828Beta

-28.579CAR

81.5Drawdown

-1.61Loss Rate

32Parameters

1Security Types

-0.703Sortino Ratio

935Tradeable Dates

1476Trades

-0.13Treynor Ratio

1.41Win Rate

Measured Fluorescent Pink Pelican

-24.781Net Profit

1.58PSR

-0.704Sharpe Ratio

-0.25Alpha

0.465Beta

-24.781CAR

38.8Drawdown

-0.57Loss Rate

32Parameters

0Security Types

-1.331Sortino Ratio

252Tradeable Dates

570Trades

-0.34Treynor Ratio

0.57Win Rate


Community

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xeno started the discussion Runtime Error: Keyerror

Hello, 

2 years ago

xeno left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy

Hi WC, 

2 years ago

xeno left a comment in the discussion Runtime Error: Keyerror

your solution works. i appreciate your github recommendation. this will be very useful. thank you...

2 years ago

xeno left a comment in the discussion Runtime Error: Keyerror

Hi Nico Xenon, 

2 years ago

xeno left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy

Hi Peter, thank you very much. This is very helpful. I have backtesting now. You have all done...

2 years ago

Virtual Fluorescent Orange Gull

110.978Net Profit

20.75PSR

0.707Sharpe Ratio

0.179Alpha

0.101Beta

22.025CAR

59.4Drawdown

-0.79Loss Rate

55Parameters

1Security Types

0.685Sortino Ratio

945Tradeable Dates

509Trades

1.883Treynor Ratio

1.5Win Rate

Sleepy Red-Orange Owlet

-71.333Net Profit

0.235PSR

-0.22Sharpe Ratio

-0.204Alpha

0.828Beta

-28.579CAR

81.5Drawdown

-1.61Loss Rate

32Parameters

1Security Types

-0.703Sortino Ratio

935Tradeable Dates

1476Trades

-0.13Treynor Ratio

1.41Win Rate

Measured Fluorescent Pink Pelican

-24.781Net Profit

1.58PSR

-0.704Sharpe Ratio

-0.25Alpha

0.465Beta

-24.781CAR

38.8Drawdown

-0.57Loss Rate

32Parameters

0Security Types

-1.331Sortino Ratio

252Tradeable Dates

570Trades

-0.34Treynor Ratio

0.57Win Rate

xeno started the discussion Runtime Error: Keyerror

Hello, 

2 years ago

xeno left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy

Hi WC, 

2 years ago

xeno left a comment in the discussion Runtime Error: Keyerror

your solution works. i appreciate your github recommendation. this will be very useful. thank you...

2 years ago

xeno left a comment in the discussion Runtime Error: Keyerror

Hi Nico Xenon, 

2 years ago

xeno left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy

Hi Peter, thank you very much. This is very helpful. I have backtesting now. You have all done...

2 years ago

xeno left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy

Hi Peter, I have added your solution to the code and here is the error i get for your: clone of:...

2 years ago

xeno left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy

Hi Peter, 

2 years ago