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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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Virtual Violet Rhinoceros

145.378Net Profit

2.991PSR

0.478Sharpe Ratio

0.119Alpha

-0.064Beta

7.933CAR

36.7Drawdown

65Loss Rate

8Parameters

1Security Types

1.2227Sortino Ratio

2958Tradeable Dates

27Trades

-1.674Treynor Ratio

35Win Rate


Community

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Stephane left a comment in the discussion Idea Streams #14 - Predicting Homebuilder Performance from Timber Stock Prices

I noticed in your video the implementation of the strategy did not follow the notebook research;...

3 years ago

Virtual Violet Rhinoceros

145.378Net Profit

2.991PSR

0.478Sharpe Ratio

0.119Alpha

-0.064Beta

7.933CAR

36.7Drawdown

65Loss Rate

8Parameters

1Security Types

1.2227Sortino Ratio

2958Tradeable Dates

27Trades

-1.674Treynor Ratio

35Win Rate

Stephane left a comment in the discussion Idea Streams #14 - Predicting Homebuilder Performance from Timber Stock Prices

I noticed in your video the implementation of the strategy did not follow the notebook research;...

3 years ago