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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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Dancing Yellow-Green Cow

5.07Net Profit

12.597PSR

0.26Sharpe Ratio

0.026Alpha

-0.011Beta

2.504CAR

12Drawdown

-0.04Loss Rate

0Parameters

0Security Types

0.237Sortino Ratio

0Tradeable Dates

2513Trades

-2.295Treynor Ratio

0.05Win Rate


Community

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Felipe started the discussion Problem with exposure

Hello everyone

3 years ago

Dancing Yellow-Green Cow

5.07Net Profit

12.597PSR

0.26Sharpe Ratio

0.026Alpha

-0.011Beta

2.504CAR

12Drawdown

-0.04Loss Rate

0Parameters

0Security Types

0.237Sortino Ratio

0Tradeable Dates

2513Trades

-2.295Treynor Ratio

0.05Win Rate

Felipe started the discussion Problem with exposure

Hello everyone

3 years ago