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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 (1)

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Geeky Orange Jackal

4002.355Net Profit

0.002PSR

0.776Sharpe Ratio

1.633Alpha

0.921Beta

81.292CAR

35.3Drawdown

61Loss Rate

39Parameters

1Security Types

5.757Sortino Ratio

1612Tradeable Dates

1413Trades

1.905Treynor Ratio

39Win Rate


Community

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AgedVagabond started the discussion OCO orders, Limits and StopMarkets

I am new to programming and I have been working on my own classes to manage and backtest trades. I...

1 years ago

AgedVagabond started the discussion Forex Exchange rate problem

Hi, I was trying to calculate the fx pair quantities I want to hold using the formula below, but I...

1 years ago

AgedVagabond started the discussion ML.Net

I am having trouble loading Microsoft.ML

1 years ago

AgedVagabond started the discussion Export charts from local lean engine to trading view lightweight charts

I made a method to export from c# algo running on local lean engine to autocreate tradingview...

1 years ago

AgedVagabond started the discussion Machine Learning, retraining data. Layering models vs new model combined data.

I am curious about how people retrain successful models.

1 years ago

Geeky Orange Jackal

4002.355Net Profit

0.002PSR

0.776Sharpe Ratio

1.633Alpha

0.921Beta

81.292CAR

35.3Drawdown

61Loss Rate

39Parameters

1Security Types

5.757Sortino Ratio

1612Tradeable Dates

1413Trades

1.905Treynor Ratio

39Win Rate

AgedVagabond started the discussion OCO orders, Limits and StopMarkets

I am new to programming and I have been working on my own classes to manage and backtest trades. I...

1 years ago

AgedVagabond started the discussion Forex Exchange rate problem

Hi, I was trying to calculate the fx pair quantities I want to hold using the formula below, but I...

1 years ago

AgedVagabond started the discussion ML.Net

I am having trouble loading Microsoft.ML

1 years ago

AgedVagabond started the discussion Export charts from local lean engine to trading view lightweight charts

I made a method to export from c# algo running on local lean engine to autocreate tradingview...

1 years ago

AgedVagabond started the discussion Machine Learning, retraining data. Layering models vs new model combined data.

I am curious about how people retrain successful models.

1 years ago

AgedVagabond started the discussion Oanda Time Zone

So the QC data for Oanda is in NYC time, and I have also downloaded my own data via Oanda Api, I...

1 years ago

AgedVagabond left a comment in the discussion Getting ModuleNotFoundError: No module named 'encodings' when installing Lean locally

Using cli version and just create a custom lean docker images makes things really easy. The only...

1 years ago

AgedVagabond left a comment in the discussion Oanda Time Zone

Fx seems locked to time zone and cfd are coming from a totally different server, probably Chicago...

1 years ago

AgedVagabond left a comment in the discussion Oanda Time Zone

OK so it turns out QC Oanda Api will stream bar.Time as EST, so not as big of a deal as i first...

1 years ago

AgedVagabond left a comment in the discussion Idea Streams #2 - Modeling Unemployment Rates with SKLearn

are you a kiwi? thought you would be American for sure : )

1 years ago

AgedVagabond left a comment in the discussion Even more chart customisation

sorry uploading html is a mess

1 years ago

AgedVagabond left a comment in the discussion Even more chart customisation

<!DOCTYPE html> <html> <head> <meta charset="UTF-8" /> <meta...

1 years ago