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Activity on QuantConnect

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Public Backtests (3)

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Swimming Fluorescent Orange Galago

6.833Net Profit

45.0224PSR

0.862Sharpe Ratio

0.083Alpha

0.014Beta

10.485CAR

6.4Drawdown

40Loss Rate

12Parameters

1Security Types

0.1452Sortino Ratio

168Tradeable Dates

107Trades

6.105Treynor Ratio

60Win Rate

Adaptable Yellow Mule

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

61Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Sleepy Yellow-Green Ant

-0.087Net Profit

-0.602Sharpe Ratio

0.022Alpha

-1.386Beta

-0.328CAR

0.3Drawdown

91Loss Rate

1Security Types

-0.24007342539779Sortino Ratio

67Tradeable Dates

22Trades

0.002Treynor Ratio

9Win Rate


Community

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Zhiqiang left a comment in the discussion New Data Source! Tiingo News Data

Is this data available for Research? 

5 years ago

Zhiqiang left a comment in the discussion New Data Source! Tiingo News Data

Great. Thanks Jared.

5 years ago

Zhiqiang left a comment in the discussion New Data Source! Tiingo News Data

This looks like a great data source. 

5 years ago

Zhiqiang left a comment in the discussion Missing Option Data ?

Thanks Jared for reponse. The new Data Explorer is very cool. The files there confirmed my findings...

6 years ago

Swimming Fluorescent Orange Galago

6.833Net Profit

45.0224PSR

0.862Sharpe Ratio

0.083Alpha

0.014Beta

10.485CAR

6.4Drawdown

40Loss Rate

12Parameters

1Security Types

0.1452Sortino Ratio

168Tradeable Dates

107Trades

6.105Treynor Ratio

60Win Rate

Adaptable Yellow Mule

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

61Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Sleepy Yellow-Green Ant

-0.087Net Profit

-0.602Sharpe Ratio

0.022Alpha

-1.386Beta

-0.328CAR

0.3Drawdown

91Loss Rate

1Security Types

-0.24007342539779Sortino Ratio

67Tradeable Dates

22Trades

0.002Treynor Ratio

9Win Rate

Zhiqiang left a comment in the discussion New Data Source! Tiingo News Data

Is this data available for Research? 

5 years ago

Zhiqiang left a comment in the discussion New Data Source! Tiingo News Data

Great. Thanks Jared.

5 years ago

Zhiqiang left a comment in the discussion New Data Source! Tiingo News Data

This looks like a great data source. 

5 years ago

Zhiqiang left a comment in the discussion Missing Option Data ?

Thanks Jared for reponse. The new Data Explorer is very cool. The files there confirmed my findings...

6 years ago