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Activity on QuantConnect

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Public Backtests (3)

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Crying Apricot Goat

1336.038Net Profit

43.566PSR

1.058Sharpe Ratio

0.227Alpha

-0.066Beta

28.612CAR

34.9Drawdown

90Loss Rate

17Parameters

3Security Types

0.1168Sortino Ratio

3867Tradeable Dates

2152Trades

-3.33Treynor Ratio

10Win Rate

Calculating Magenta Mule

-21.176Net Profit

0.001PSR

-0.561Sharpe Ratio

-0.029Alpha

-0.004Beta

-3.685CAR

27.4Drawdown

52Loss Rate

32Parameters

1Security Types

-0.0365Sortino Ratio

1594Tradeable Dates

7684Trades

7.904Treynor Ratio

48Win Rate

2010 wTVIX = 0.05

206.051Net Profit

3.859PSR

0.533Sharpe Ratio

0.13Alpha

-0.062Beta

11.496CAR

43.5Drawdown

48Loss Rate

13Parameters

1Security Types

0.05Sortino Ratio

2585Tradeable Dates

2407Trades

-1.988Treynor Ratio

52Win Rate


Community

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Andrey left a comment in the discussion Issues Accessing historical Quandl data in Research Notebook

Hi, I have the same issue with NasdaqDataLink (exQuandl) in research environment:

2 years ago

Andrey started the discussion The IBGateway version is not installed.

Hello, everyone,

3 years ago

Andrey left a comment in the discussion Shorting bubbles at the top

Hi, AK M

3 years ago

Andrey left a comment in the discussion Shorting bubbles at the top

Hi, AK M

3 years ago

Andrey left a comment in the discussion The IBGateway version is not installed.

Here I use 978.2k for this field (because this value is in "About" section), but I also used 978 -...

3 years ago

Crying Apricot Goat

1336.038Net Profit

43.566PSR

1.058Sharpe Ratio

0.227Alpha

-0.066Beta

28.612CAR

34.9Drawdown

90Loss Rate

17Parameters

3Security Types

0.1168Sortino Ratio

3867Tradeable Dates

2152Trades

-3.33Treynor Ratio

10Win Rate

Calculating Magenta Mule

-21.176Net Profit

0.001PSR

-0.561Sharpe Ratio

-0.029Alpha

-0.004Beta

-3.685CAR

27.4Drawdown

52Loss Rate

32Parameters

1Security Types

-0.0365Sortino Ratio

1594Tradeable Dates

7684Trades

7.904Treynor Ratio

48Win Rate

2010 wTVIX = 0.05

206.051Net Profit

3.859PSR

0.533Sharpe Ratio

0.13Alpha

-0.062Beta

11.496CAR

43.5Drawdown

48Loss Rate

13Parameters

1Security Types

0.05Sortino Ratio

2585Tradeable Dates

2407Trades

-1.988Treynor Ratio

52Win Rate

Andrey left a comment in the discussion Issues Accessing historical Quandl data in Research Notebook

Hi, I have the same issue with NasdaqDataLink (exQuandl) in research environment:

2 years ago

Andrey started the discussion The IBGateway version is not installed.

Hello, everyone,

3 years ago

Andrey left a comment in the discussion Shorting bubbles at the top

Hi, AK M

3 years ago

Andrey left a comment in the discussion Shorting bubbles at the top

Hi, AK M

3 years ago

Andrey left a comment in the discussion The IBGateway version is not installed.

Here I use 978.2k for this field (because this value is in "About" section), but I also used 978 -...

3 years ago

Andrey left a comment in the discussion The IBGateway version is not installed.

Sure, i did it. Exception in details:

3 years ago