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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 (2)

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Logical Apricot Pig

36.738Net Profit

98.219PSR

3.369Sharpe Ratio

0Alpha

0Beta

36.856CAR

3.7Drawdown

-0.92Loss Rate

34Parameters

0Security Types

6.626Sortino Ratio

366Tradeable Dates

100Trades

0Treynor Ratio

1.88Win Rate

Adaptable Orange Horse

63.356Net Profit

35.978PSR

0.895Sharpe Ratio

0.28Alpha

0.009Beta

27.811CAR

39Drawdown

-0.15Loss Rate

11Parameters

0Security Types

0.769Sortino Ratio

503Tradeable Dates

7Trades

29.799Treynor Ratio

28.06Win Rate


Community

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yd124 started the discussion How QC backtest calculates the net profit?

Hi all, 

3 years ago

yd124 started the discussion How to calculate sharpe ratio in python?

Hi,

3 years ago

yd124 left a comment in the discussion How to calculate sharpe ratio in python?

Hi Conor, really thanks for your reply!!!! But I am a novice in python and learn a basic in c++...

3 years ago

yd124 left a comment in the discussion How QC backtest calculates the net profit?

 

3 years ago

yd124 left a comment in the discussion How QC backtest calculates the net profit?

I realized that rsi is calculated differently in QC and ta.momentum. I used Quant Book and code...

3 years ago

Logical Apricot Pig

36.738Net Profit

98.219PSR

3.369Sharpe Ratio

0Alpha

0Beta

36.856CAR

3.7Drawdown

-0.92Loss Rate

34Parameters

0Security Types

6.626Sortino Ratio

366Tradeable Dates

100Trades

0Treynor Ratio

1.88Win Rate

Adaptable Orange Horse

63.356Net Profit

35.978PSR

0.895Sharpe Ratio

0.28Alpha

0.009Beta

27.811CAR

39Drawdown

-0.15Loss Rate

11Parameters

0Security Types

0.769Sortino Ratio

503Tradeable Dates

7Trades

29.799Treynor Ratio

28.06Win Rate

yd124 started the discussion How QC backtest calculates the net profit?

Hi all, 

3 years ago

yd124 started the discussion How to calculate sharpe ratio in python?

Hi,

3 years ago

yd124 left a comment in the discussion How to calculate sharpe ratio in python?

Hi Conor, really thanks for your reply!!!! But I am a novice in python and learn a basic in c++...

3 years ago

yd124 left a comment in the discussion How QC backtest calculates the net profit?

 

3 years ago

yd124 left a comment in the discussion How QC backtest calculates the net profit?

I realized that rsi is calculated differently in QC and ta.momentum. I used Quant Book and code...

3 years ago