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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 (4)

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23,836%

23826.111Net Profit

4.054Sharpe Ratio

-0.004Alpha

259.69Beta

10140.037CAR

42.6Drawdown

6Loss Rate

1Security Types

0.11043959436842Sortino Ratio

432Tradeable Dates

7870Trades

0.014Treynor Ratio

94Win Rate

6439% -21.9%

6439.82Net Profit

3.308Sharpe Ratio

-0.24Alpha

122.689Beta

612.643CAR

21.5Drawdown

77Loss Rate

1Security Types

1.3102549572002Sortino Ratio

777Tradeable Dates

949Trades

0.012Treynor Ratio

23Win Rate

Crawling Brown Guanaco

1688.07Net Profit

2.337Sharpe Ratio

-1.089Alpha

153.827Beta

287.538CAR

29.8Drawdown

76Loss Rate

1Security Types

0.93829440398194Sortino Ratio

777Tradeable Dates

445Trades

0.007Treynor Ratio

24Win Rate

Retrospective Green Pigeon

974.912Net Profit

2.665Sharpe Ratio

2.227Alpha

-65.462Beta

471.983CAR

23.6Drawdown

71Loss Rate

1Security Types

0.7840762695225Sortino Ratio

497Tradeable Dates

385Trades

-0.02Treynor Ratio

29Win Rate


Community

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Russell started the discussion Shorting Bitcoin on GDAX

Hello, long time lurker first time poster here. I was wondering if anyone has been able to short...

7 years ago

Russell left a comment in the discussion Shorting Bitcoin on GDAX

Thank you for the suggestion!

7 years ago

Russell left a comment in the discussion Shorting Bitcoin on GDAX

I have also noticed that when I use SetBenchmark("BTCUSD") the bench mark is still the...

7 years ago

Russell left a comment in the discussion Shorting Bitcoin on GDAX

I see they actually removed support, the link on the bottom of there site takes you to this link...

7 years ago

Russell left a comment in the discussion Shorting Bitcoin on GDAX

Also I am trying to attach my backtest but keep recieving a 502 bad gateway in the console so here...

7 years ago

23,836%

23826.111Net Profit

4.054Sharpe Ratio

-0.004Alpha

259.69Beta

10140.037CAR

42.6Drawdown

6Loss Rate

1Security Types

0.11043959436842Sortino Ratio

432Tradeable Dates

7870Trades

0.014Treynor Ratio

94Win Rate

6439% -21.9%

6439.82Net Profit

3.308Sharpe Ratio

-0.24Alpha

122.689Beta

612.643CAR

21.5Drawdown

77Loss Rate

1Security Types

1.3102549572002Sortino Ratio

777Tradeable Dates

949Trades

0.012Treynor Ratio

23Win Rate

Crawling Brown Guanaco

1688.07Net Profit

2.337Sharpe Ratio

-1.089Alpha

153.827Beta

287.538CAR

29.8Drawdown

76Loss Rate

1Security Types

0.93829440398194Sortino Ratio

777Tradeable Dates

445Trades

0.007Treynor Ratio

24Win Rate

Retrospective Green Pigeon

974.912Net Profit

2.665Sharpe Ratio

2.227Alpha

-65.462Beta

471.983CAR

23.6Drawdown

71Loss Rate

1Security Types

0.7840762695225Sortino Ratio

497Tradeable Dates

385Trades

-0.02Treynor Ratio

29Win Rate

Russell started the discussion Shorting Bitcoin on GDAX

Hello, long time lurker first time poster here. I was wondering if anyone has been able to short...

7 years ago

Russell left a comment in the discussion Shorting Bitcoin on GDAX

Thank you for the suggestion!

7 years ago

Russell left a comment in the discussion Shorting Bitcoin on GDAX

I have also noticed that when I use SetBenchmark("BTCUSD") the bench mark is still the...

7 years ago

Russell left a comment in the discussion Shorting Bitcoin on GDAX

I see they actually removed support, the link on the bottom of there site takes you to this link...

7 years ago

Russell left a comment in the discussion Shorting Bitcoin on GDAX

Also I am trying to attach my backtest but keep recieving a 502 bad gateway in the console so here...

7 years ago