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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.


Public Backtests (1)

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Algo - normal

1076.571Net Profit

17.87PSR

0.844Sharpe Ratio

0.103Alpha

1.042Beta

20.113CAR

41.1Drawdown

-1.13Loss Rate

0Parameters

0Security Types

1.125Sortino Ratio

3383Tradeable Dates

847Trades

0.186Treynor Ratio

1.85Win Rate


Community

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Shan started the discussion Fine universe live trading does not match trades done by backtesting

My algo uses the fine and coarse filter to select its tradeable universe each day. The universe...

2 years ago

Shan started the discussion Buying Fractional Shares

Interactive Brokers allows the purchase of fractional shares. However, when using SetHoldings as an...

3 years ago

Shan started the discussion How to log Profit/Loss after a sell order

Hi all,

4 years ago

Algo - normal

1076.571Net Profit

17.87PSR

0.844Sharpe Ratio

0.103Alpha

1.042Beta

20.113CAR

41.1Drawdown

-1.13Loss Rate

0Parameters

0Security Types

1.125Sortino Ratio

3383Tradeable Dates

847Trades

0.186Treynor Ratio

1.85Win Rate

Shan started the discussion Fine universe live trading does not match trades done by backtesting

My algo uses the fine and coarse filter to select its tradeable universe each day. The universe...

2 years ago

Shan started the discussion Buying Fractional Shares

Interactive Brokers allows the purchase of fractional shares. However, when using SetHoldings as an...

3 years ago

Shan started the discussion How to log Profit/Loss after a sell order

Hi all,

4 years ago