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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 (5)

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2000-2021

59.149Net Profit

0.005PSR

0.249Sharpe Ratio

0.1Alpha

-0.071Beta

2.197CAR

84.4Drawdown

40Loss Rate

0Parameters

1Security Types

0.0074Sortino Ratio

5376Tradeable Dates

1786Trades

-1.344Treynor Ratio

60Win Rate

rebalancement mensuel v4

55.248Net Profit

5.46PSR

0.394Sharpe Ratio

0.15Alpha

-0.12Beta

8.536CAR

65.6Drawdown

-2.59Loss Rate

0Parameters

1Security Types

0.273Sortino Ratio

1350Tradeable Dates

379Trades

-1.108Treynor Ratio

1.87Win Rate

Hyper-Active Green Dragonfly

1960.005Net Profit

3.674PSR

0.692Sharpe Ratio

0.157Alpha

-0.086Beta

15.204CAR

56.1Drawdown

-0.53Loss Rate

5Parameters

1Security Types

0.762Sortino Ratio

5373Tradeable Dates

1653Trades

-1.745Treynor Ratio

0.75Win Rate

sept_2015 to feb_2021 with benchmark

141.085Net Profit

18.977PSR

0.711Sharpe Ratio

0.201Alpha

-0.143Beta

17.606CAR

52.8Drawdown

-0.04Loss Rate

0Parameters

0Security Types

0.723Sortino Ratio

1364Tradeable Dates

16045Trades

-1.263Treynor Ratio

0.05Win Rate

Well Dressed Violet Guanaco

12.651Net Profit

95.729PSR

6.693Sharpe Ratio

1.496Alpha

-0.29Beta

157.114CAR

1.7Drawdown

0Loss Rate

16Parameters

0Security Types

24.693Sortino Ratio

31Tradeable Dates

1893Trades

-3.956Treynor Ratio

0Win Rate


Community

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SomeOne started the discussion Access to OptionContract properties in a research Noteboook ?

Hello,

4 years ago

SomeOne started the discussion Setting custom benchmark with objectStore

Hello,

4 years ago

SomeOne started the discussion Getting forex options data

Hello,

5 years ago

SomeOne started the discussion Get symbols of all optionable securities in Research Notebook

Hello,

5 years ago

2000-2021

59.149Net Profit

0.005PSR

0.249Sharpe Ratio

0.1Alpha

-0.071Beta

2.197CAR

84.4Drawdown

40Loss Rate

0Parameters

1Security Types

0.0074Sortino Ratio

5376Tradeable Dates

1786Trades

-1.344Treynor Ratio

60Win Rate

rebalancement mensuel v4

55.248Net Profit

5.46PSR

0.394Sharpe Ratio

0.15Alpha

-0.12Beta

8.536CAR

65.6Drawdown

-2.59Loss Rate

0Parameters

1Security Types

0.273Sortino Ratio

1350Tradeable Dates

379Trades

-1.108Treynor Ratio

1.87Win Rate

Hyper-Active Green Dragonfly

1960.005Net Profit

3.674PSR

0.692Sharpe Ratio

0.157Alpha

-0.086Beta

15.204CAR

56.1Drawdown

-0.53Loss Rate

5Parameters

1Security Types

0.762Sortino Ratio

5373Tradeable Dates

1653Trades

-1.745Treynor Ratio

0.75Win Rate

sept_2015 to feb_2021 with benchmark

141.085Net Profit

18.977PSR

0.711Sharpe Ratio

0.201Alpha

-0.143Beta

17.606CAR

52.8Drawdown

-0.04Loss Rate

0Parameters

0Security Types

0.723Sortino Ratio

1364Tradeable Dates

16045Trades

-1.263Treynor Ratio

0.05Win Rate

Well Dressed Violet Guanaco

12.651Net Profit

95.729PSR

6.693Sharpe Ratio

1.496Alpha

-0.29Beta

157.114CAR

1.7Drawdown

0Loss Rate

16Parameters

0Security Types

24.693Sortino Ratio

31Tradeable Dates

1893Trades

-3.956Treynor Ratio

0Win Rate

SomeOne started the discussion Access to OptionContract properties in a research Noteboook ?

Hello,

4 years ago

SomeOne started the discussion Setting custom benchmark with objectStore

Hello,

4 years ago

SomeOne started the discussion Getting forex options data

Hello,

5 years ago

SomeOne started the discussion Get symbols of all optionable securities in Research Notebook

Hello,

5 years ago