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Activity on QuantConnect

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 (4)

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Measured Sky Blue Shark

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

22Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

2Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Formal Red Giraffe

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

2Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Retrospective Violet Falcon

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

3Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

2Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Energetic Red Salamander

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate


Community

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Adam started the discussion Unpickling Errors with Download

I am attempting to load a model that I trained locally to QC Cloud, but am having some difficulties...

1 years ago

Adam left a comment in the discussion Limitations of possibilities at QuantConnect

You can filter them using Universe SelectionI wasn't aware there is a hard limit, though there are...

1 years ago

Adam left a comment in the discussion Help Requested! PyTorch LSTM Model (Part 2)

Nice progress - figured you would run into this issue soon as it's one of the nuances with...

1 years ago

Adam left a comment in the discussion Unpickling Errors with Download

Not sure what the issue was but got it working:

1 years ago

Adam left a comment in the discussion Why Meta-Labeling Is Not a Silver Bullet

Sure so in that example, suppose the goal of our model is to accurately estimate returns such that...

1 years ago

Measured Sky Blue Shark

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

22Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

2Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Formal Red Giraffe

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

2Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Retrospective Violet Falcon

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

3Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

2Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Energetic Red Salamander

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Adam started the discussion Unpickling Errors with Download

I am attempting to load a model that I trained locally to QC Cloud, but am having some difficulties...

1 years ago

Adam left a comment in the discussion Limitations of possibilities at QuantConnect

You can filter them using Universe SelectionI wasn't aware there is a hard limit, though there are...

1 years ago

Adam left a comment in the discussion Help Requested! PyTorch LSTM Model (Part 2)

Nice progress - figured you would run into this issue soon as it's one of the nuances with...

1 years ago

Adam left a comment in the discussion Unpickling Errors with Download

Not sure what the issue was but got it working:

1 years ago

Adam left a comment in the discussion Why Meta-Labeling Is Not a Silver Bullet

Sure so in that example, suppose the goal of our model is to accurately estimate returns such that...

1 years ago

Adam left a comment in the discussion Why Meta-Labeling Is Not a Silver Bullet

Francesco Baldisserri 

1 years ago

Adam left a comment in the discussion Help Requested! PyTorch LSTM Model

Glad to see you figured it out. FYI, the reason behind the error is because LSTM/RNN models accept...

1 years ago

Adam started the discussion [Library Share] tsfracdiff for Fractional Differentiation

Hello,

2 years ago

Adam started the discussion Oanda Core Pricing and Live Data Feeds

Hello,

2 years ago

Adam started the discussion Delaying Scheduled Events until after Data Consolidation

Suppose we have a ScheduledEvent that occurs hourly, and minute-level data feed with consolidation...

3 years ago

Adam started the discussion Alpha Model Architecture

Suppose we have an algorithm architecture like:

4 years ago

Adam started the discussion Some feedback and suggestions

Hello QC Team, I recently switched over from Quantopian and really like what I see so far. Some...

4 years ago

Adam started the discussion Insight Periods and Order Fill

Suppose an Insight object is emitted at time t with a period j, and insights are emitted again at...

4 years ago

Adam started the discussion Issues with order fills and execution

Using ImmediateExecutionModel() with EqualWeightingPortfolioConstructionModel() runs for about half...

4 years ago

Adam started the discussion Risk Model Not Liquidating Positions

Debugging some strange issues with an implementation of a custom Risk Model in the Framework -...

4 years ago