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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
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,
yd124 started the discussion How to calculate sharpe ratio in python?
Hi,
yd124 left a comment in the discussion How QC backtest calculates the net profit?
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...
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
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,
yd124 started the discussion How to calculate sharpe ratio in python?
Hi,
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++...
yd124 left a comment in the discussion How QC backtest calculates the net profit?
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...
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