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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.


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Luis started the discussion Discrepancy between SharpeRatio in Results Table and using Statistics.TotalPerformance.PortfolioStatistics.SharpeRatio

I noticed that the value of SharpeRatio in the Summary table at the end of a backtest and the...

5 months ago

Luis left a comment in the discussion Discrepancy between SharpeRatio in Results Table and using Statistics.TotalPerformance.PortfolioStatistics.SharpeRatio

This ticket is about cosmetics, nevertheless. I am enjoying the QuantConnect experience pretty much...

5 months ago

Luis left a comment in the discussion Discrepancy between SharpeRatio in Results Table and using Statistics.TotalPerformance.PortfolioStatistics.SharpeRatio

Thanks for the answer, Louis. I also noticed a separate bug. In the optimization screen,...

5 months ago

Luis left a comment in the discussion Discrepancy between SharpeRatio in Results Table and using Statistics.TotalPerformance.PortfolioStatistics.SharpeRatio

Given that both the summary statistics that are returned in the JSON result object and...

5 months ago

Luis started the discussion Discrepancy between SharpeRatio in Results Table and using Statistics.TotalPerformance.PortfolioStatistics.SharpeRatio

I noticed that the value of SharpeRatio in the Summary table at the end of a backtest and the...

5 months ago

Luis left a comment in the discussion Discrepancy between SharpeRatio in Results Table and using Statistics.TotalPerformance.PortfolioStatistics.SharpeRatio

This ticket is about cosmetics, nevertheless. I am enjoying the QuantConnect experience pretty much...

5 months ago

Luis left a comment in the discussion Discrepancy between SharpeRatio in Results Table and using Statistics.TotalPerformance.PortfolioStatistics.SharpeRatio

Thanks for the answer, Louis. I also noticed a separate bug. In the optimization screen,...

5 months ago

Luis left a comment in the discussion Discrepancy between SharpeRatio in Results Table and using Statistics.TotalPerformance.PortfolioStatistics.SharpeRatio

Given that both the summary statistics that are returned in the JSON result object and...

5 months ago