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6260Tradeable Dates
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-7.969Net Profit
0.072PSR
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-0.056Alpha
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-4.977CAR
8.1Drawdown
71Loss Rate
0Parameters
3Security Types
-3.245Sortino Ratio
420Tradeable Dates
14Trades
0.358Treynor Ratio
29Win Rate
Alexandre left a comment in the discussion 6J16H20, Minute The issue starts from Mar 1st, 2020; and continues until Mar 30th, 2020
Issue perists
Alexandre left a comment in the discussion ETHUSDT, Daily The issue starts from Sep 23rd, 2024 12:00 AM; and continues until Sep 26th, 2024 12:00 AM
Missing data from Jan 24th to March 7th
Alexandre left a comment in the discussion Factor Sector Rotation with Kavout
Hi!
Alexandre left a comment in the discussion SPX Options Revisited
Hi Cameron Tousi ,
0Net Profit
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0Alpha
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0CAR
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1Security Types
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1Security Types
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6260Tradeable Dates
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0CAR
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2Security Types
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1229Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
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0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
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0Parameters
1Security Types
0Sortino Ratio
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0Trades
0Treynor Ratio
0Win Rate
-7.969Net Profit
0.072PSR
-2.808Sharpe Ratio
-0.056Alpha
-0.247Beta
-4.977CAR
8.1Drawdown
71Loss Rate
0Parameters
3Security Types
-3.245Sortino Ratio
420Tradeable Dates
14Trades
0.358Treynor Ratio
29Win Rate
0Net Profit
0PSR
0Sharpe Ratio
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0CAR
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2Security Types
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3318Tradeable Dates
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1Security Types
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0.172Net Profit
81.748PSR
-110.95Sharpe Ratio
-0.054Alpha
0.005Beta
0.114CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
-131.071Sortino Ratio
379Tradeable Dates
1Trades
-11.101Treynor Ratio
0Win Rate
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1Security Types
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0.174Net Profit
82.621PSR
-110.852Sharpe Ratio
-0.054Alpha
0.005Beta
0.116CAR
0Drawdown
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1Security Types
-130.44Sortino Ratio
378Tradeable Dates
1Trades
-11.097Treynor Ratio
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459Tradeable Dates
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82.621PSR
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-0.054Alpha
0.005Beta
0.116CAR
0Drawdown
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-130.44Sortino Ratio
378Tradeable Dates
1Trades
-11.097Treynor Ratio
0Win Rate
29.585Net Profit
67.939PSR
0.797Sharpe Ratio
-0.026Alpha
0.749Beta
18.854CAR
10Drawdown
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1.029Sortino Ratio
378Tradeable Dates
3Trades
0.097Treynor Ratio
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1736Tradeable Dates
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199Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
2.207Net Profit
19.347PSR
-0.126Sharpe Ratio
-0.032Alpha
0.07Beta
2.796CAR
20.6Drawdown
33Loss Rate
0Parameters
2Security Types
-0.16Sortino Ratio
205Tradeable Dates
17Trades
-0.304Treynor Ratio
67Win Rate
0Net Profit
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1Security Types
0Sortino Ratio
1196Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
31.915Net Profit
73.931PSR
0.937Sharpe Ratio
-0.024Alpha
0.747Beta
20.153CAR
10.1Drawdown
0Loss Rate
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1Security Types
1.256Sortino Ratio
379Tradeable Dates
3Trades
0.115Treynor Ratio
0Win Rate
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2Tradeable Dates
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0Sharpe Ratio
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22Tradeable Dates
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28Tradeable Dates
0Trades
0Treynor Ratio
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-7.877Net Profit
0.184PSR
-0.074Sharpe Ratio
-0.099Alpha
1.042Beta
-1.257CAR
50.1Drawdown
-0.04Loss Rate
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0Tradeable Dates
52369Trades
-0.014Treynor Ratio
0.04Win Rate
0Net Profit
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1Security Types
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9749Tradeable Dates
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1Security Types
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9749Tradeable Dates
0Trades
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0CAR
0Drawdown
0Loss Rate
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2Security Types
0Sortino Ratio
673Tradeable Dates
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483Tradeable Dates
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0Treynor Ratio
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Alexandre left a comment in the discussion BTCUSD, Minute The issue starts from Jun 16th, 2024 12:00 AM; and continues until Sep 5th, 2024 12:00 AM
Incorrect bid price on 2024-02-27 at 7:17 PM UTC
Alexandre left a comment in the discussion 6J16H20, Minute The issue starts from Mar 1st, 2020; and continues until Mar 30th, 2020
Issue perists
Alexandre left a comment in the discussion ETHUSDT, Daily The issue starts from Sep 23rd, 2024 12:00 AM; and continues until Sep 26th, 2024 12:00 AM
Missing data from Jan 24th to March 7th
Alexandre left a comment in the discussion Factor Sector Rotation with Kavout
Hi!
Alexandre left a comment in the discussion SPX Options Revisited
Hi Cameron Tousi ,
Alexandre left a comment in the discussion How can I pull most active stocks from my alpaca paper trading account
Hi Manoj Kandlikar ,
Alexandre started the discussion Classic Framework Version of Pairs Trading with SMA
Hello QuantConnect Community!
Alexandre started the discussion Equity Fill Model Changes
Dear QuantConnect Community,
Alexandre started the discussion Coinbase Scheduled Downtime on Saturday 4 March 2023
Dear QuantConnec Community,
Alexandre started the discussion ETHUSDT, Hour The issue starts from Dec 20th, 2022 12:00 AM; and continues until Jan 11th, 2023 12:00 AM
Market: Binance
Alexandre started the discussion Futures "bracket order" example
In this example, we show how to place a combine three orders to emulate the bracket order...
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We have a patch in the open-source project that changes the python version Lean/QuantConnect...
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We have added a new feature yesterday: custom indicator for python algorithm.It is quite simple!...
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We have made an improvement in the Universe Selection feature that addresses one complaint that...
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Here is the Moving Average Cross example from QuantConnect University in Python. We will be...
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Alexandre started the discussion Odd lot
Odd lot is an issue for me here in Brazil.
Alexandre started the discussion TradeBarConsolidator
Hi guys,
Alexandre left a comment in the discussion BTCUSD, Minute The issue starts from Jun 16th, 2024 12:00 AM; and continues until Sep 5th, 2024 12:00 AM
Incorrect bid price on 2024-02-27 at 7:17 PM UTC
11 days ago