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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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Formal Fluorescent Orange Owlet

18.829Net Profit

79.914PSR

2.124Sharpe Ratio

-0.009Alpha

0.965Beta

34.468CAR

7.7Drawdown

0Loss Rate

4Parameters

0Security Types

145Tradeable Dates

19Trades

0.244Treynor Ratio

1.27Win Rate


Community

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William started the discussion SPY Covered Call Strategy getting Sparse Option Chain

Hello Quant Connect Community,I have the following python code, where I would like to backtest a...

1 years ago

William left a comment in the discussion SPY Covered Call Strategy getting Sparse Option Chain

Here is the backtest

1 years ago

Formal Fluorescent Orange Owlet

18.829Net Profit

79.914PSR

2.124Sharpe Ratio

-0.009Alpha

0.965Beta

34.468CAR

7.7Drawdown

0Loss Rate

4Parameters

0Security Types

145Tradeable Dates

19Trades

0.244Treynor Ratio

1.27Win Rate

William started the discussion SPY Covered Call Strategy getting Sparse Option Chain

Hello Quant Connect Community,I have the following python code, where I would like to backtest a...

1 years ago

William left a comment in the discussion SPY Covered Call Strategy getting Sparse Option Chain

Here is the backtest

1 years ago