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Associate Software Engineer at QuantConnect!
B.S. in Computer Engineering from UW

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.

2.401Net Profit

71.129PSR

2.937Sharpe Ratio

0.014Alpha

0.994Beta

33.47CAR

1.2Drawdown

0Loss Rate

1Parameters

0Security Types

6.535Sortino Ratio

22Tradeable Dates

1Trades

0.234Treynor Ratio

0Win Rate

2.726Net Profit

69.448PSR

2.76Sharpe Ratio

0Alpha

0.997Beta

39.229CAR

1.9Drawdown

0Loss Rate

1Parameters

0Security Types

4.827Sortino Ratio

22Tradeable Dates

1Trades

0.22Treynor Ratio

0Win Rate

2.961Net Profit

69.447PSR

2.759Sharpe Ratio

0Alpha

0.995Beta

43.183CAR

2Drawdown

0Loss Rate

1Parameters

0Security Types

14.188Sortino Ratio

22Tradeable Dates

1Trades

0.22Treynor Ratio

0Win Rate

38.216Net Profit

54.638PSR

1.25Sharpe Ratio

0.302Alpha

-0.069Beta

31.701CAR

21.6Drawdown

0Loss Rate

15Parameters

0Security Types

1.71Sortino Ratio

295Tradeable Dates

5Trades

-4.194Treynor Ratio

8.58Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

11Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Colton left a comment in the discussion Sampling and Statistics Update

Hey Laurent Crouzet,

Colton left a comment in the discussion Does anyone know what this error message means?

The PR has been merged!

Colton left a comment in the discussion Does anyone know what this error message means?

Hey everybody,

Colton left a comment in the discussion Sampling and Statistics Update

Minute Resolution (Beta = 0.995)

2.401Net Profit

71.129PSR

2.937Sharpe Ratio

0.014Alpha

0.994Beta

33.47CAR

1.2Drawdown

0Loss Rate

1Parameters

0Security Types

6.535Sortino Ratio

22Tradeable Dates

1Trades

0.234Treynor Ratio

0Win Rate

2.726Net Profit

69.448PSR

2.76Sharpe Ratio

0Alpha

0.997Beta

39.229CAR

1.9Drawdown

0Loss Rate

1Parameters

0Security Types

4.827Sortino Ratio

22Tradeable Dates

1Trades

0.22Treynor Ratio

0Win Rate

2.961Net Profit

69.447PSR

2.759Sharpe Ratio

0Alpha

0.995Beta

43.183CAR

2Drawdown

0Loss Rate

1Parameters

0Security Types

14.188Sortino Ratio

22Tradeable Dates

1Trades

0.22Treynor Ratio

0Win Rate

38.216Net Profit

54.638PSR

1.25Sharpe Ratio

0.302Alpha

-0.069Beta

31.701CAR

21.6Drawdown

0Loss Rate

15Parameters

0Security Types

1.71Sortino Ratio

295Tradeable Dates

5Trades

-4.194Treynor Ratio

8.58Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

11Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

6.924Net Profit

12.4PSR

0.366Sharpe Ratio

-0.016Alpha

0.229Beta

2.039CAR

8.7Drawdown

-0.15Loss Rate

37Parameters

1Security Types

0.421Sortino Ratio

835Tradeable Dates

293Trades

0.099Treynor Ratio

0.12Win Rate

14.189Net Profit

60.848PSR

1.631Sharpe Ratio

0Alpha

0.997Beta

30.36CAR

9.7Drawdown

0Loss Rate

1Parameters

1Security Types

0Sortino Ratio

130Tradeable Dates

1Trades

0.334Treynor Ratio

0Win Rate

Colton left a comment in the discussion Sampling and Statistics Update

Ah I see, These particular changes were focused on correcting some issues with our sampling period...

Colton left a comment in the discussion Sampling and Statistics Update

Hey Laurent Crouzet,

Colton left a comment in the discussion Does anyone know what this error message means?

The PR has been merged!

Colton left a comment in the discussion Does anyone know what this error message means?

Hey everybody,

Colton left a comment in the discussion Sampling and Statistics Update

Minute Resolution (Beta = 0.995)

Colton left a comment in the discussion Sampling and Statistics Update

Hour Resolution (Beta = 0.997)

Colton left a comment in the discussion Sampling and Statistics Update

Ah I see, These particular changes were focused on correcting some issues with our sampling period...

3 years ago