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25.272Net Profit

62.599PSR

1.366Sharpe Ratio

0.151Alpha

0.01Beta

14.494CAR

9.6Drawdown

22Loss Rate

13Parameters

1Security Types

2.3192Sortino Ratio

418Tradeable Dates

158Trades

15.556Treynor Ratio

78Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

14Parameters

1Security Types

0Sortino Ratio

71Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

840.602Net Profit

88.265PSR

1.559Sharpe Ratio

0.194Alpha

0.576Beta

24.689CAR

26.5Drawdown

7Loss Rate

12Parameters

1Security Types

3.0641Sortino Ratio

2557Tradeable Dates

784Trades

0.461Treynor Ratio

93Win Rate

3.91Net Profit

5.13PSR

0.182Sharpe Ratio

-0.023Alpha

0.232Beta

0.935CAR

16Drawdown

40Loss Rate

14Parameters

1Security Types

0.1584Sortino Ratio

1037Tradeable Dates

20Trades

0.048Treynor Ratio

60Win Rate

Taylor started the discussion Indicator Extension Help

I'm still quite new to coding algos and am having some issues with the indicator extensions. The...

Taylor left a comment in the discussion First Attempt at a Trading Algorithm Not Going Well - 52 Week High Breakout

Hi Logan - I'm no expert coder, but from what I can see, it looks like you're selling as soon as...

Taylor left a comment in the discussion Using Levered ETFs in IRA - 10 years - 24% CAGR, 1.56 Sharpe

Also, I think the post GFC era of monetary policy is different than prior to that, as witnessed by...

Taylor left a comment in the discussion Using Levered ETFs in IRA - 10 years - 24% CAGR, 1.56 Sharpe

All good points about the danger of backtesting and history. I think the best solution to that is...

25.272Net Profit

62.599PSR

1.366Sharpe Ratio

0.151Alpha

0.01Beta

14.494CAR

9.6Drawdown

22Loss Rate

13Parameters

1Security Types

2.3192Sortino Ratio

418Tradeable Dates

158Trades

15.556Treynor Ratio

78Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

14Parameters

1Security Types

0Sortino Ratio

71Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

840.602Net Profit

88.265PSR

1.559Sharpe Ratio

0.194Alpha

0.576Beta

24.689CAR

26.5Drawdown

7Loss Rate

12Parameters

1Security Types

3.0641Sortino Ratio

2557Tradeable Dates

784Trades

0.461Treynor Ratio

93Win Rate

3.91Net Profit

5.13PSR

0.182Sharpe Ratio

-0.023Alpha

0.232Beta

0.935CAR

16Drawdown

40Loss Rate

14Parameters

1Security Types

0.1584Sortino Ratio

1037Tradeable Dates

20Trades

0.048Treynor Ratio

60Win Rate

Taylor started the discussion Indicator Extension Help

I'm still quite new to coding algos and am having some issues with the indicator extensions. The...

Taylor left a comment in the discussion Indicator Extension Help

Thanks Rahul, that was helpful. I'd also like to try this by using a FRAMA moving average in...

Taylor left a comment in the discussion First Attempt at a Trading Algorithm Not Going Well - 52 Week High Breakout

Hi Logan - I'm no expert coder, but from what I can see, it looks like you're selling as soon as...

Taylor left a comment in the discussion Using Levered ETFs in IRA - 10 years - 24% CAGR, 1.56 Sharpe

Also, I think the post GFC era of monetary policy is different than prior to that, as witnessed by...

Taylor left a comment in the discussion Using Levered ETFs in IRA - 10 years - 24% CAGR, 1.56 Sharpe

All good points about the danger of backtesting and history. I think the best solution to that is...

Taylor left a comment in the discussion Using Levered ETFs in IRA - 10 years - 24% CAGR, 1.56 Sharpe

Ted - the addition of TVIX is a great idea. I sell options as another part of my portfolio, so...

Taylor left a comment in the discussion From Research To Production: Hidden Markov Models

Is there a reason from the mathematical theory behind HMM that it should be left to randomize? ...

Taylor left a comment in the discussion Indicator Extension Help

Thanks Rahul, that was helpful. I'd also like to try this by using a FRAMA moving average in...

4 years ago