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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 (1)

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Logical Yellow-Green Salmon

1008.899Net Profit

99.429PSR

7.586Sharpe Ratio

4.886Alpha

0.241Beta

387.305CAR

17.6Drawdown

39Loss Rate

6Parameters

1Security Types

0.1808Sortino Ratio

383Tradeable Dates

611Trades

20.49Treynor Ratio

61Win Rate


Community

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Benjamin started the discussion Set cash over time?

Hello!

4 years ago

Benjamin started the discussion Set Holdings to 4x margin?

Hi All,

4 years ago

Benjamin started the discussion Public active strategy?

Hi all,

4 years ago

Benjamin left a comment in the discussion Public active strategy?

Thank you, Jared!

4 years ago

Benjamin left a comment in the discussion Set Holdings to 4x margin?

Apologies - I meant set holdings to anything higher than 2...

4 years ago

Logical Yellow-Green Salmon

1008.899Net Profit

99.429PSR

7.586Sharpe Ratio

4.886Alpha

0.241Beta

387.305CAR

17.6Drawdown

39Loss Rate

6Parameters

1Security Types

0.1808Sortino Ratio

383Tradeable Dates

611Trades

20.49Treynor Ratio

61Win Rate

Benjamin started the discussion Set cash over time?

Hello!

4 years ago

Benjamin started the discussion Set Holdings to 4x margin?

Hi All,

4 years ago

Benjamin started the discussion Public active strategy?

Hi all,

4 years ago

Benjamin left a comment in the discussion Public active strategy?

Thank you, Jared!

4 years ago

Benjamin left a comment in the discussion Set Holdings to 4x margin?

Apologies - I meant set holdings to anything higher than 2...

4 years ago