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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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Sleepy Apricot Rabbit

4.503Net Profit

65.451PSR

1.946Sharpe Ratio

0.147Alpha

0.05Beta

20.833CAR

2.5Drawdown

-0.12Loss Rate

3Parameters

0Security Types

2.402Sortino Ratio

0Tradeable Dates

308Trades

3.472Treynor Ratio

0.16Win Rate

Calm Yellow-Green Caterpillar

4.503Net Profit

65.451PSR

1.946Sharpe Ratio

0.147Alpha

0.147Beta

20.833CAR

2.5Drawdown

-0.12Loss Rate

3Parameters

0Security Types

2.402Sortino Ratio

0Tradeable Dates

308Trades

3.472Treynor Ratio

0.16Win Rate


Community

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Pavel started the discussion Is there a way to get a list of the stocks that have been profitable with this algorithm?

Hi, I tested a simple algo form Boot Camp and got results with all filled orders.

3 years ago

Sleepy Apricot Rabbit

4.503Net Profit

65.451PSR

1.946Sharpe Ratio

0.147Alpha

0.05Beta

20.833CAR

2.5Drawdown

-0.12Loss Rate

3Parameters

0Security Types

2.402Sortino Ratio

0Tradeable Dates

308Trades

3.472Treynor Ratio

0.16Win Rate

Calm Yellow-Green Caterpillar

4.503Net Profit

65.451PSR

1.946Sharpe Ratio

0.147Alpha

0.147Beta

20.833CAR

2.5Drawdown

-0.12Loss Rate

3Parameters

0Security Types

2.402Sortino Ratio

0Tradeable Dates

308Trades

3.472Treynor Ratio

0.16Win Rate

Pavel started the discussion Is there a way to get a list of the stocks that have been profitable with this algorithm?

Hi, I tested a simple algo form Boot Camp and got results with all filled orders.

3 years ago