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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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Adrien started the discussion Portfolio variables update

Hello,I am new to Quantconnect.

6 years ago

Adrien started the discussion Slice.Time

What does Slice.Time method return ?The opening time of the slice data or the closing time ?

6 years ago

Adrien started the discussion Sharpe ratio and return

Hello,Is there any method to obtain the return or the sharpe ratio of the portfolio, during the...

6 years ago

Adrien started the discussion Cannot build the Lean Solution on Visual Studio Community 2017 - The type or namespace name 'Python' and "PyObject" could not be found

Expected Behavior

6 years ago

Adrien left a comment in the discussion Cannot build the Lean Solution on Visual Studio Community 2017 - The type or namespace name 'Python' and "PyObject" could not be found

Hello Alexandre.Thx for the answer.Yeepaaa !! It works.I know it would have been something silly...

6 years ago

Adrien started the discussion Portfolio variables update

Hello,I am new to Quantconnect.

6 years ago

Adrien started the discussion Slice.Time

What does Slice.Time method return ?The opening time of the slice data or the closing time ?

6 years ago

Adrien started the discussion Sharpe ratio and return

Hello,Is there any method to obtain the return or the sharpe ratio of the portfolio, during the...

6 years ago

Adrien started the discussion Cannot build the Lean Solution on Visual Studio Community 2017 - The type or namespace name 'Python' and "PyObject" could not be found

Expected Behavior

6 years ago

Adrien left a comment in the discussion Cannot build the Lean Solution on Visual Studio Community 2017 - The type or namespace name 'Python' and "PyObject" could not be found

Hello Alexandre.Thx for the answer.Yeepaaa !! It works.I know it would have been something silly...

6 years ago

Adrien left a comment in the discussion Using machine learning in backtesting

Can we actually save a trained model on an external source, for example a dropbox http url ?

6 years ago

Adrien left a comment in the discussion Sharpe ratio and return

Thanks to my laziness i found a lot of risk adjusted return formulas here (in python)

6 years ago

Adrien left a comment in the discussion Sharpe ratio and return

I guess i'll have to create my self ^^ i intend to attach to it a reward function so i can...

6 years ago

Adrien left a comment in the discussion Portfolio variables update

Meh, I have resolved the problem.Had to declare the variable Portfolio_Value in Initialize() method.

6 years ago