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
Focused Asparagus Coyote

-11.727Net Profit

0.008PSR

0.024Sharpe Ratio

-0.001Alpha

0.609Beta

-1.189CAR

60.4Drawdown

-0.24Loss Rate

21Parameters

0Security Types

2618Tradeable Dates

1134Trades

0.006Treynor Ratio

0.13Win Rate


Community

View More

Enrico started the discussion Backtest won't start before 2007

I've set the start date to the year 2000 but the algo won't start trading until 2007, why is that...

1 years ago

Enrico left a comment in the discussion Backtest won't start before 2007

can i request data from another free provider to sort that issue out?

1 years ago

Enrico left a comment in the discussion Backtest won't start before 2007

I believe the problem has to do with this message "Warning: when performing history requests, the...

1 years ago

Enrico left a comment in the discussion Backtest won't start before 2007

The algorithm won't start for 7 years, so the warm-up period and the rebalancing frequency should...

1 years ago

Focused Asparagus Coyote

-11.727Net Profit

0.008PSR

0.024Sharpe Ratio

-0.001Alpha

0.609Beta

-1.189CAR

60.4Drawdown

-0.24Loss Rate

21Parameters

0Security Types

2618Tradeable Dates

1134Trades

0.006Treynor Ratio

0.13Win Rate

Enrico started the discussion Backtest won't start before 2007

I've set the start date to the year 2000 but the algo won't start trading until 2007, why is that...

1 years ago

Enrico left a comment in the discussion Backtest won't start before 2007

can i request data from another free provider to sort that issue out?

1 years ago

Enrico left a comment in the discussion Backtest won't start before 2007

I believe the problem has to do with this message "Warning: when performing history requests, the...

1 years ago

Enrico left a comment in the discussion Backtest won't start before 2007

The algorithm won't start for 7 years, so the warm-up period and the rebalancing frequency should...

1 years ago