- Profile
- Backtests
- Community

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.

78.701Net Profit

30.58PSR

0.831Sharpe Ratio

0.039Alpha

0.571Beta

12.702CAR

22.6Drawdown

45Loss Rate

39Parameters

1Security Types

0.2257Sortino Ratio

1223Tradeable Dates

1327Trades

0.199Treynor Ratio

55Win Rate

-16.463Net Profit

1.657PSR

-0.318Sharpe Ratio

0Alpha

0Beta

-8.318CAR

31Drawdown

51Loss Rate

12Parameters

1Security Types

-0.1008Sortino Ratio

522Tradeable Dates

452Trades

0Treynor Ratio

49Win Rate

John left a comment in the discussion Error message in backtest

Shile Wen Thanks for the reply - but could you enlighten me a bit more about assets not having...

John started the discussion Momentum strategy

Hi all, I am new to QuantConnect and I am currently coding up a momentum strategy (Andreas...

John started the discussion Varying backtest results

I have been trying to implement a momentum strategy. When I first deployed my first backtest about...

John started the discussion Momentum (Andreas Clenow)

self.SetSecurityInitializer(self.CustomSecurityInitializer) def...

78.701Net Profit

30.58PSR

0.831Sharpe Ratio

0.039Alpha

0.571Beta

12.702CAR

22.6Drawdown

45Loss Rate

39Parameters

1Security Types

0.2257Sortino Ratio

1223Tradeable Dates

1327Trades

0.199Treynor Ratio

55Win Rate

-16.463Net Profit

1.657PSR

-0.318Sharpe Ratio

0Alpha

0Beta

-8.318CAR

31Drawdown

51Loss Rate

12Parameters

1Security Types

-0.1008Sortino Ratio

522Tradeable Dates

452Trades

0Treynor Ratio

49Win Rate

John left a comment in the discussion Error message in backtest

Shile Wen and is there a way to eliminate such error messages?

John left a comment in the discussion Error message in backtest

Shile Wen Thanks for the reply - but could you enlighten me a bit more about assets not having...

John started the discussion Momentum strategy

Hi all, I am new to QuantConnect and I am currently coding up a momentum strategy (Andreas...

John started the discussion Varying backtest results

I have been trying to implement a momentum strategy. When I first deployed my first backtest about...

John started the discussion Momentum (Andreas Clenow)

self.SetSecurityInitializer(self.CustomSecurityInitializer) def...

John started the discussion Help with stop loss

John started the discussion VXX data

Dear all,

John started the discussion Seeking help for strategy

Hi everyone,

John started the discussion Pandas_datareader

Does QuantConnect support the pandas_datareader library? If not, is there any way to request for...

John started the discussion Fama-French Factors

Hi everyone, my algorithm would like to automatically extract Fama French factors from the official...

John started the discussion Portfolio orders/rebalancement

Hi everyone,

John started the discussion Finding the number of symbols in portfolio

Hi all, I was just wondering if there was an easy way to find the number of different stock...

John started the discussion Error message in backtest

Can someone shed some light on these error messages that I am getting in my backtest logs. Code can...

John left a comment in the discussion Pandas_datareader

Dear Shile,

John left a comment in the discussion Pandas_datareader

Given that I would like to extract Fama French 3 factor data using pandas data reader, if this...

John left a comment in the discussion VXX data

my start date for the backtest was Jan 1 2018

John left a comment in the discussion Varying backtest results

This is my failed backtest result that is completely off to my original backtest result even though...

John left a comment in the discussion Error message in backtest

Shile Wen and is there a way to eliminate such error messages?

3 years ago