cover
  • Profile
  • Backtests
  • Community

Biography

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)

View More
Alert Magenta Dinosaur

0.284Net Profit

20.58PSR

0.169Sharpe Ratio

0.005Alpha

0.036Beta

0.426CAR

1.4Drawdown

45Loss Rate

25Parameters

1Security Types

0.0182Sortino Ratio

209Tradeable Dates

311Trades

0.086Treynor Ratio

55Win Rate


Community

View More

Carl started the discussion Orders to realize profit create drop in strategy equity

I'm having an issue with a strategy which in theory is very straight forward, but has been a huge...

3 years ago

Alert Magenta Dinosaur

0.284Net Profit

20.58PSR

0.169Sharpe Ratio

0.005Alpha

0.036Beta

0.426CAR

1.4Drawdown

45Loss Rate

25Parameters

1Security Types

0.0182Sortino Ratio

209Tradeable Dates

311Trades

0.086Treynor Ratio

55Win Rate

Carl started the discussion Orders to realize profit create drop in strategy equity

I'm having an issue with a strategy which in theory is very straight forward, but has been a huge...

3 years ago