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341.654Net Profit

0.018PSR

0.348Sharpe Ratio

0.091Alpha

-0.057Beta

6.531CAR

82Drawdown

-4.07Loss Rate

8Parameters

1Security Types

0.285Sortino Ratio

0Tradeable Dates

146Trades

-1.513Treynor Ratio

12.54Win Rate

609.746Net Profit

50.436PSR

1.234Sharpe Ratio

0.213Alpha

1.796Beta

47.653CAR

49.2Drawdown

-1.2Loss Rate

0Parameters

0Security Types

1.365Sortino Ratio

1266Tradeable Dates

105Trades

0.274Treynor Ratio

6.6Win Rate

Abhijeet started the discussion Algorithm not placing any trades - what am I doing wrong? Thanks

from datetime import timedelta from QuantConnect.Data.UniverseSelection import * from...

Abhijeet started the discussion How to use multiperiod fields from morningstar fundamentals?

I'm trying to rank companies by revenuegrowth. However OperationRatios.RevenueGrowth is not a...

Abhijeet started the discussion Filtering options by greeks: Delta is chosen correctly in the beginning of backtest but drifts over time

Hi team,

Abhijeet started the discussion Running more than 1 backtest simultaneously

Hi,

341.654Net Profit

0.018PSR

0.348Sharpe Ratio

0.091Alpha

-0.057Beta

6.531CAR

82Drawdown

-4.07Loss Rate

8Parameters

1Security Types

0.285Sortino Ratio

0Tradeable Dates

146Trades

-1.513Treynor Ratio

12.54Win Rate

609.746Net Profit

50.436PSR

1.234Sharpe Ratio

0.213Alpha

1.796Beta

47.653CAR

49.2Drawdown

-1.2Loss Rate

0Parameters

0Security Types

1.365Sortino Ratio

1266Tradeable Dates

105Trades

0.274Treynor Ratio

6.6Win Rate

Abhijeet started the discussion Algorithm not placing any trades - what am I doing wrong? Thanks

from datetime import timedelta from QuantConnect.Data.UniverseSelection import * from...

Abhijeet started the discussion How to use multiperiod fields from morningstar fundamentals?

I'm trying to rank companies by revenuegrowth. However OperationRatios.RevenueGrowth is not a...

Abhijeet started the discussion Filtering options by greeks: Delta is chosen correctly in the beginning of backtest but drifts over time

Hi team,

Abhijeet started the discussion Running more than 1 backtest simultaneously

Hi,

Abhijeet left a comment in the discussion The starting date for symbol - Deactivate Log Message

Was this resolved? Burning through my daily log limit as well due to messages like these:

Abhijeet left a comment in the discussion Probabilistic Sharpe Ratio

Longer duration backtests have higher PSRs. Is there a standardized time period for making sure an...

Abhijeet left a comment in the discussion What Should Be the Theme for the Next Boot Camp?

Late to the party, but options bootcamp would be great

Abhijeet left a comment in the discussion The starting date for symbol - Deactivate Log Message

Was this resolved? Burning through my daily log limit as well due to messages like these:

3 years ago