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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 (2)

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Determined Yellow Penguin

1013.191Net Profit

43.468PSR

1.053Sharpe Ratio

0.222Alpha

-0.063Beta

23.334CAR

36Drawdown

-0.28Loss Rate

10Parameters

1Security Types

1.37Sortino Ratio

2890Tradeable Dates

10403Trades

-3.4Treynor Ratio

0.36Win Rate

Formal Yellow-Green Duck

118.953Net Profit

57.216PSR

1.188Sharpe Ratio

0.209Alpha

-0.1Beta

22.178CAR

35.1Drawdown

52Loss Rate

9Parameters

1Security Types

0.1295Sortino Ratio

0Tradeable Dates

3385Trades

-1.948Treynor Ratio

48Win Rate


Community

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Hans started the discussion Insufficient Margin + SMA Question

I am moving over from Quantopian and am having some issues replicating my code so I want to see if...

4 years ago

Hans left a comment in the discussion Insufficient Margin + SMA Question

?

4 years ago

Determined Yellow Penguin

1013.191Net Profit

43.468PSR

1.053Sharpe Ratio

0.222Alpha

-0.063Beta

23.334CAR

36Drawdown

-0.28Loss Rate

10Parameters

1Security Types

1.37Sortino Ratio

2890Tradeable Dates

10403Trades

-3.4Treynor Ratio

0.36Win Rate

Formal Yellow-Green Duck

118.953Net Profit

57.216PSR

1.188Sharpe Ratio

0.209Alpha

-0.1Beta

22.178CAR

35.1Drawdown

52Loss Rate

9Parameters

1Security Types

0.1295Sortino Ratio

0Tradeable Dates

3385Trades

-1.948Treynor Ratio

48Win Rate

Hans started the discussion Insufficient Margin + SMA Question

I am moving over from Quantopian and am having some issues replicating my code so I want to see if...

4 years ago

Hans left a comment in the discussion Insufficient Margin + SMA Question

?

4 years ago