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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.


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Weikang started the discussion Way to calculate sortino ratio from backtesting result

Hi Community,

2 years ago

Weikang left a comment in the discussion Way to calculate sortino ratio from backtesting result

Hi Derek,

2 years ago

Weikang started the discussion Way to calculate sortino ratio from backtesting result

Hi Community,

2 years ago

Weikang left a comment in the discussion Way to calculate sortino ratio from backtesting result

Hi Derek,

2 years ago