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 (2)

View More
Logical Sky Blue Dragonfly

-0.142Net Profit

7.192PSR

-20.869Sharpe Ratio

-0.063Alpha

0.013Beta

-0.589CAR

0.3Drawdown

0Loss Rate

48Parameters

0Security Types

61Tradeable Dates

1Trades

-4.546Treynor Ratio

0Win Rate

Ugly Yellow Green Whale

-0.476Net Profit

29.689PSR

-1.104Sharpe Ratio

-0.206Alpha

0.383Beta

-4.37CAR

3.7Drawdown

0Loss Rate

10Parameters

0Security Types

61Tradeable Dates

27Trades

-0.218Treynor Ratio

0Win Rate


Community

View More

Micke started the discussion Strange self.History behaviour - it looks ahead?

Hi,

2 years ago

Micke left a comment in the discussion Strange self.History behaviour - it looks ahead?

Hi,Thanks for your reply, appreciate it! In my mind, it makes perfect sense to tag a bar on its end...

2 years ago

Micke left a comment in the discussion Strange self.History behaviour - it looks ahead?

I experimented with the self.History request and added the...

2 years ago

Logical Sky Blue Dragonfly

-0.142Net Profit

7.192PSR

-20.869Sharpe Ratio

-0.063Alpha

0.013Beta

-0.589CAR

0.3Drawdown

0Loss Rate

48Parameters

0Security Types

61Tradeable Dates

1Trades

-4.546Treynor Ratio

0Win Rate

Ugly Yellow Green Whale

-0.476Net Profit

29.689PSR

-1.104Sharpe Ratio

-0.206Alpha

0.383Beta

-4.37CAR

3.7Drawdown

0Loss Rate

10Parameters

0Security Types

61Tradeable Dates

27Trades

-0.218Treynor Ratio

0Win Rate

Micke started the discussion Strange self.History behaviour - it looks ahead?

Hi,

2 years ago

Micke left a comment in the discussion Strange self.History behaviour - it looks ahead?

Hi,Thanks for your reply, appreciate it! In my mind, it makes perfect sense to tag a bar on its end...

2 years ago

Micke left a comment in the discussion Strange self.History behaviour - it looks ahead?

I experimented with the self.History request and added the...

2 years ago