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1713.564Net Profit
60.218PSR
1.162Sharpe Ratio
0.141Alpha
0.521Beta
27.441CAR
23.7Drawdown
-0.64Loss Rate
0Parameters
1Security Types
1.995Sortino Ratio
0Tradeable Dates
1322Trades
0.383Treynor Ratio
1.55Win Rate
773.309Net Profit
65.958PSR
1.172Sharpe Ratio
0.096Alpha
0.408Beta
19.882CAR
17.4Drawdown
-0.29Loss Rate
0Parameters
1Security Types
2.095Sortino Ratio
3007Tradeable Dates
1733Trades
0.347Treynor Ratio
1.08Win Rate
Patryski started the discussion Portfolio Allocation size in a Dynamic Universe
Hi all,
Patryski left a comment in the discussion Portfolio Allocation size in a Dynamic Universe
Fred Painchaud
Patryski left a comment in the discussion Portfolio Allocation size in a Dynamic Universe
Hi Fred Painchaud,
Patryski started the discussion Issue with removing securitites OnSecuritiesChanged
Hi,
1713.564Net Profit
60.218PSR
1.162Sharpe Ratio
0.141Alpha
0.521Beta
27.441CAR
23.7Drawdown
-0.64Loss Rate
0Parameters
1Security Types
1.995Sortino Ratio
0Tradeable Dates
1322Trades
0.383Treynor Ratio
1.55Win Rate
773.309Net Profit
65.958PSR
1.172Sharpe Ratio
0.096Alpha
0.408Beta
19.882CAR
17.4Drawdown
-0.29Loss Rate
0Parameters
1Security Types
2.095Sortino Ratio
3007Tradeable Dates
1733Trades
0.347Treynor Ratio
1.08Win Rate
Patryski started the discussion Portfolio Allocation size in a Dynamic Universe
Hi all,
Patryski left a comment in the discussion Portfolio Allocation size in a Dynamic Universe
Thank you Fred, the code you provided seems logical.
Patryski left a comment in the discussion Portfolio Allocation size in a Dynamic Universe
Fred Painchaud
Patryski left a comment in the discussion Portfolio Allocation size in a Dynamic Universe
Hi Fred Painchaud,
Patryski started the discussion Issue with removing securitites OnSecuritiesChanged
Hi,
Patryski left a comment in the discussion Issue with removing securitites OnSecuritiesChanged
Thank you Louis!
Patryski left a comment in the discussion Portfolio Allocation size in a Dynamic Universe
Thank you Fred, the code you provided seems logical.
2 years ago