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14Parameters
0Security Types
275Tradeable Dates
3Parameters
0Security Types
40Tradeable Dates
26Parameters
0Security Types
0Tradeable Dates
4Parameters
0Security Types
1Tradeable Dates
0.471Net Profit
9.165Sharpe Ratio
0Alpha
0Beta
261.536CAR
0.5Drawdown
0Loss Rate
9Parameters
2Security Types
0Sortino Ratio
1Tradeable Dates
3Trades
0Treynor Ratio
100Win Rate
Serge started the discussion Best Cloud Server to install LEAN
Hi guys, I'm taking a stab at setting up LEAN on my own cloud servers. I'm agnostic as to how I do...
Serge started the discussion Passing variables through Algorithm Framework
Can someone show me best way to pass variables from my "alpha" model to my "exec" model
Serge started the discussion Help with Real Life Setting of Fees on Options Contracts
I've read through the documentation on customization of setting the fees to make the simulations...
Serge left a comment in the discussion Help with Real Life Setting of Fees on Options Contracts
Hi Shile,
14Parameters
0Security Types
275Tradeable Dates
3Parameters
0Security Types
40Tradeable Dates
26Parameters
0Security Types
0Tradeable Dates
4Parameters
0Security Types
1Tradeable Dates
0.471Net Profit
9.165Sharpe Ratio
0Alpha
0Beta
261.536CAR
0.5Drawdown
0Loss Rate
9Parameters
2Security Types
0Sortino Ratio
1Tradeable Dates
3Trades
0Treynor Ratio
100Win Rate
0.312Net Profit
9.165Sharpe Ratio
0Alpha
0Beta
134.78CAR
0.6Drawdown
50Loss Rate
9Parameters
2Security Types
0Sortino Ratio
1Tradeable Dates
5Trades
0Treynor Ratio
50Win Rate
0.203Net Profit
11.225Sharpe Ratio
0Alpha
0Beta
109.635CAR
0.3Drawdown
0Loss Rate
10Parameters
2Security Types
0Sortino Ratio
1Tradeable Dates
1Trades
0Treynor Ratio
0Win Rate
-4.966Net Profit
-13.836Sharpe Ratio
-1.625Alpha
0.609Beta
-98.686CAR
5Drawdown
85Loss Rate
0Parameters
1Security Types
-0.7599Sortino Ratio
3Tradeable Dates
875Trades
-4.168Treynor Ratio
15Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
6Parameters
1Security Types
0Sortino Ratio
63Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
1.663Net Profit
4.41Sharpe Ratio
0.007Alpha
76.134Beta
263.209CAR
2.2Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
5Tradeable Dates
1Trades
0.011Treynor Ratio
0Win Rate
1.663Net Profit
4.41Sharpe Ratio
0.007Alpha
76.134Beta
263.209CAR
2.2Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
5Tradeable Dates
1Trades
0.011Treynor Ratio
0Win Rate
23.983Net Profit
1.581Sharpe Ratio
0.089Alpha
5.874Beta
21.792CAR
9.7Drawdown
41Loss Rate
1Security Types
0.46962707616481Sortino Ratio
273Tradeable Dates
89Trades
0.035Treynor Ratio
59Win Rate
-0.464Net Profit
-6.68Sharpe Ratio
-0.184Alpha
0.198Beta
-25.738CAR
0.6Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
5Tradeable Dates
3Trades
-0.985Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
5Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
7.037Sharpe Ratio
0.763Alpha
1.005Beta
69.677CAR
0.9Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
127Tradeable Dates
8Trades
0.731Treynor Ratio
0Win Rate
Serge left a comment in the discussion IB tiered fee structurs
Hi Paolo, Glad it could be of use. I don't remember why I set up the custom sl.ippage any more. It...
Serge started the discussion Best Cloud Server to install LEAN
Hi guys, I'm taking a stab at setting up LEAN on my own cloud servers. I'm agnostic as to how I do...
Serge started the discussion Passing variables through Algorithm Framework
Can someone show me best way to pass variables from my "alpha" model to my "exec" model
Serge started the discussion Help with Real Life Setting of Fees on Options Contracts
I've read through the documentation on customization of setting the fees to make the simulations...
Serge left a comment in the discussion Help with Real Life Setting of Fees on Options Contracts
Hi Shile,
Serge started the discussion Problem executing self.Web.Notify
Hi guys,
Serge started the discussion IB tiered fee structurs
I needed to emulate IB 's tiered structure of fees in python, where most examples I found were for...
Serge started the discussion Python version of Candlestick example
Hi guys,
Serge started the discussion Options Market Order Not Functioning
Please look at this code and tell me what I'm missing. I've isolated the error down to the...
Serge left a comment in the discussion Alpha Five: ETF Universe Alpha Streams Competition
I've read everything above and I'm still confused:
Serge left a comment in the discussion Alpha Five: ETF Universe Alpha Streams Competition
Hi guys,
Serge left a comment in the discussion How to get only trading time in minutes
I did not answer you right away cause I thought somebody else would come up with an elegant...
Serge left a comment in the discussion Options Market Order Not Functioning
Had not heard back, but I finally took a step away from my code and then my error became obvious. ...
Serge started the discussion Pacing Limitations or Scanning Costs in LIve Trading
I'm currently working on an approach that involves massive data sets. The way the current algo...
Serge started the discussion Support for Multiple Accounts at Interactive Brokers
I'm another of the shipwrecked live traders from Quantopian, looking for a nice, safe harbor....
Serge started the discussion Removing NAN's from Minute Data
I've been trying to port my python algorithms from Quantopian to QC. For reasons that are not...
Serge started the discussion Using Jupyter Research to troubleshoot my algos
Due to some of the limitations of the IDE with regard to debugging / object exposure, etc. I...
Serge started the discussion Can I use a slice object in Research?
How do I load a Slice object in Research
Serge started the discussion How Can I Print a list of Symbols in Portfolio?
I can find the Symbols in my Portfolio, but I'm unable to print the string of the Symbol to my...
Serge left a comment in the discussion IB tiered fee structurs
Hi Paolo, Glad it could be of use. I don't remember why I set up the custom sl.ippage any more. It...
3 years ago