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.
9.923Net Profit
6.89PSR
0.26Sharpe Ratio
0.036Alpha
-0.047Beta
3.526CAR
23.6Drawdown
62Loss Rate
14Parameters
1Security Types
0.0477Sortino Ratio
688Tradeable Dates
39Trades
-0.686Treynor Ratio
38Win Rate
9.923Net Profit
6.89PSR
0.26Sharpe Ratio
0.036Alpha
-0.047Beta
3.526CAR
23.6Drawdown
62Loss Rate
14Parameters
1Security Types
0.0477Sortino Ratio
688Tradeable Dates
39Trades
-0.686Treynor Ratio
38Win Rate
3.656Net Profit
4.43PSR
0.148Sharpe Ratio
0.037Alpha
-0.081Beta
1.324CAR
37.5Drawdown
61Loss Rate
12Parameters
1Security Types
-0.1029Sortino Ratio
688Tradeable Dates
19Trades
-0.372Treynor Ratio
39Win Rate
8.885Net Profit
6.56PSR
0.25Sharpe Ratio
0.029Alpha
-0.006Beta
3.167CAR
12.6Drawdown
63Loss Rate
14Parameters
1Security Types
0.2759Sortino Ratio
688Tradeable Dates
20Trades
-4.51Treynor Ratio
37Win Rate
3.068Net Profit
17.017PSR
0.209Sharpe Ratio
0.037Alpha
0.032Beta
3.06CAR
19.2Drawdown
-0.32Loss Rate
11Parameters
0Security Types
253Tradeable Dates
58Trades
1.307Treynor Ratio
0.03Win Rate
andres started the discussion Wrong Saved Keras model
Hello community,
andres started the discussion TypeError: zip argument #1 must support iteration with pandas datatime Index
Hello,
andres started the discussion Hourly Candle plot with Customized TradeBar Indicator
Hello!!
andres started the discussion Erro while training a Keras model in Notebook
I want to train the following model.
andres started the discussion Paper Trading with Bitfinex corrupted data
Hello, I have an algorithm ready for paper trading before going real, I have tested it with BTCUSD...
9.923Net Profit
6.89PSR
0.26Sharpe Ratio
0.036Alpha
-0.047Beta
3.526CAR
23.6Drawdown
62Loss Rate
14Parameters
1Security Types
0.0477Sortino Ratio
688Tradeable Dates
39Trades
-0.686Treynor Ratio
38Win Rate
9.923Net Profit
6.89PSR
0.26Sharpe Ratio
0.036Alpha
-0.047Beta
3.526CAR
23.6Drawdown
62Loss Rate
14Parameters
1Security Types
0.0477Sortino Ratio
688Tradeable Dates
39Trades
-0.686Treynor Ratio
38Win Rate
3.656Net Profit
4.43PSR
0.148Sharpe Ratio
0.037Alpha
-0.081Beta
1.324CAR
37.5Drawdown
61Loss Rate
12Parameters
1Security Types
-0.1029Sortino Ratio
688Tradeable Dates
19Trades
-0.372Treynor Ratio
39Win Rate
8.885Net Profit
6.56PSR
0.25Sharpe Ratio
0.029Alpha
-0.006Beta
3.167CAR
12.6Drawdown
63Loss Rate
14Parameters
1Security Types
0.2759Sortino Ratio
688Tradeable Dates
20Trades
-4.51Treynor Ratio
37Win Rate
3.068Net Profit
17.017PSR
0.209Sharpe Ratio
0.037Alpha
0.032Beta
3.06CAR
19.2Drawdown
-0.32Loss Rate
11Parameters
0Security Types
253Tradeable Dates
58Trades
1.307Treynor Ratio
0.03Win Rate
-11Net Profit
1.736PSR
-0.633Sharpe Ratio
-0.063Alpha
-0.051Beta
-10.972CAR
19.4Drawdown
-0.48Loss Rate
14Parameters
0Security Types
253Tradeable Dates
60Trades
1.386Treynor Ratio
0.01Win Rate
-11.69Net Profit
1.441PSR
-0.748Sharpe Ratio
-0.055Alpha
-0.136Beta
-11.66CAR
19.9Drawdown
-11.83Loss Rate
5Parameters
0Security Types
253Tradeable Dates
4Trades
0.568Treynor Ratio
0.16Win Rate
-9.911Net Profit
1.157PSR
-0.707Sharpe Ratio
-0.051Alpha
-0.087Beta
-9.886CAR
14.1Drawdown
-5.08Loss Rate
3Parameters
0Security Types
253Tradeable Dates
4Trades
0.753Treynor Ratio
0Win Rate
-46.282Net Profit
0.635PSR
-0.343Sharpe Ratio
-0.27Alpha
1.743Beta
-23.597CAR
59.8Drawdown
-3.66Loss Rate
0Parameters
0Security Types
843Tradeable Dates
6Trades
-0.068Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
141Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
31.494Net Profit
15.14PSR
0.464Sharpe Ratio
0.241Alpha
-1.327Beta
12.59CAR
35.4Drawdown
-2.7Loss Rate
0Parameters
0Security Types
843Tradeable Dates
280Trades
-0.095Treynor Ratio
2.4Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
63Parameters
0Security Types
141Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-55.565Net Profit
0PSR
-2.395Sharpe Ratio
-1.072Alpha
0.313Beta
-99.802CAR
56.2Drawdown
-0.07Loss Rate
48Parameters
1Security Types
0Tradeable Dates
10001Trades
-3.151Treynor Ratio
0.09Win Rate
-17.824Net Profit
0PSR
-3.173Sharpe Ratio
-1.038Alpha
0.528Beta
-99.891CAR
17.8Drawdown
85Loss Rate
40Parameters
1Security Types
-0.0695Sortino Ratio
0Tradeable Dates
10001Trades
-1.879Treynor Ratio
15Win Rate
3.739Net Profit
42.935PSR
1.059Sharpe Ratio
0.352Alpha
7.31Beta
18.096CAR
41.9Drawdown
-1.55Loss Rate
20Parameters
0Security Types
79Tradeable Dates
10001Trades
0.174Treynor Ratio
8.66Win Rate
-20.728Net Profit
22.494PSR
-0.359Sharpe Ratio
-0.754Alpha
3.202Beta
-67.901CAR
38.4Drawdown
-4.52Loss Rate
20Parameters
0Security Types
79Tradeable Dates
10001Trades
-0.102Treynor Ratio
5.4Win Rate
-4.823Net Profit
0PSR
-1.687Sharpe Ratio
-0.017Alpha
0.002Beta
-2.442CAR
5.2Drawdown
-0.14Loss Rate
0Parameters
0Security Types
0Tradeable Dates
152Trades
-9.115Treynor Ratio
0.08Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
43Parameters
1Security Types
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-87.212Net Profit
0PSR
-1.395Sharpe Ratio
-0.433Alpha
0.001Beta
-59.419CAR
87.2Drawdown
-0.18Loss Rate
84Parameters
1Security Types
0Tradeable Dates
1706Trades
-474.469Treynor Ratio
0.09Win Rate
-0.845Net Profit
0.482PSR
-0.707Sharpe Ratio
-0.003Alpha
0.021Beta
-0.565CAR
1.2Drawdown
-0.02Loss Rate
5Parameters
1Security Types
465Tradeable Dates
473Trades
-0.185Treynor Ratio
0.02Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
1.521Net Profit
9.724PSR
0.241Sharpe Ratio
0.004Alpha
0.013Beta
0.758CAR
2.1Drawdown
-0.4Loss Rate
0Parameters
0Security Types
0Tradeable Dates
77Trades
0.416Treynor Ratio
0.53Win Rate
1.521Net Profit
9.724PSR
0.241Sharpe Ratio
0.004Alpha
0.013Beta
0.758CAR
2.1Drawdown
-0.4Loss Rate
0Parameters
0Security Types
0Tradeable Dates
77Trades
0.416Treynor Ratio
0.53Win Rate
0.846Net Profit
7.24PSR
0.117Sharpe Ratio
0.003Alpha
0.006Beta
0.422CAR
6Drawdown
-0.54Loss Rate
0Parameters
0Security Types
0Tradeable Dates
55Trades
0.603Treynor Ratio
0.56Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Parameters
0Security Types
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
9.562Net Profit
32.729PSR
0.648Sharpe Ratio
-0.116Alpha
1.266Beta
9.617CAR
7.8Drawdown
0Loss Rate
5Parameters
0Security Types
1.123Sortino Ratio
251Tradeable Dates
2Trades
0.057Treynor Ratio
0Win Rate
9.562Net Profit
32.729PSR
0.648Sharpe Ratio
-0.116Alpha
1.266Beta
9.617CAR
7.8Drawdown
0Loss Rate
5Parameters
0Security Types
1.123Sortino Ratio
251Tradeable Dates
2Trades
0.057Treynor Ratio
0Win Rate
23.597Net Profit
47.014PSR
1.017Sharpe Ratio
-0.105Alpha
1.893Beta
23.741CAR
13.2Drawdown
0Loss Rate
5Parameters
0Security Types
1.734Sortino Ratio
251Tradeable Dates
1Trades
0.093Treynor Ratio
0Win Rate
-4.473Net Profit
6.024PSR
-0.293Sharpe Ratio
-0.109Alpha
0.554Beta
-4.497CAR
14Drawdown
0Loss Rate
5Parameters
0Security Types
-0.608Sortino Ratio
251Tradeable Dates
1Trades
-0.049Treynor Ratio
0Win Rate
andres started the discussion Wrong Saved Keras model
Hello community,
andres started the discussion TypeError: zip argument #1 must support iteration with pandas datatime Index
Hello,
andres started the discussion Hourly Candle plot with Customized TradeBar Indicator
Hello!!
andres started the discussion Erro while training a Keras model in Notebook
I want to train the following model.
andres started the discussion Paper Trading with Bitfinex corrupted data
Hello, I have an algorithm ready for paper trading before going real, I have tested it with BTCUSD...
andres started the discussion Chart information with lean
Hello,
andres left a comment in the discussion Hourly Candle plot with Customized TradeBar Indicator
I understand, thanks for the reply Louis.
andres left a comment in the discussion Wrong Saved Keras model
Hero!!! Thank you Adam, that did the job.
andres left a comment in the discussion Custom Indicator in Research?
Hello, for this to be possible you would have to do a manual update:
2 years ago