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-0.438Net Profit
1.936PSR
-0.733Sharpe Ratio
-0.003Alpha
-0.001Beta
-0.436CAR
0.7Drawdown
0Loss Rate
7Parameters
0Security Types
-1.214Sortino Ratio
262Tradeable Dates
1686Trades
3.761Treynor Ratio
0Win Rate
Aram started the discussion Increasing slowness of the backtest when trading Index Options
Hi everybody!
Aram started the discussion Improving continuous futures prices
Hi all,
Aram started the discussion Daily insights with minute data
Hi,
Aram started the discussion Efficient Futures consolidation
Dear all,
Aram started the discussion Sharing information between algorithm framework components
Hi,
-0.438Net Profit
1.936PSR
-0.733Sharpe Ratio
-0.003Alpha
-0.001Beta
-0.436CAR
0.7Drawdown
0Loss Rate
7Parameters
0Security Types
-1.214Sortino Ratio
262Tradeable Dates
1686Trades
3.761Treynor Ratio
0Win Rate
Aram started the discussion Increasing slowness of the backtest when trading Index Options
Hi everybody!
Aram started the discussion Improving continuous futures prices
Hi all,
Aram started the discussion Daily insights with minute data
Hi,
Aram started the discussion Efficient Futures consolidation
Dear all,
Aram started the discussion Sharing information between algorithm framework components
Hi,
Aram left a comment in the discussion Efficient Futures consolidation
Hi Arthur,
Aram left a comment in the discussion Daily insights with minute data
Solved it by changing the logic to do the checks/emmiting insigts on AfterMarketOpen.
Aram left a comment in the discussion Improving continuous futures prices
Hey Jared, thank you for your quick response. Very good! Then I will stick to this crude...
Aram left a comment in the discussion Sharing information between algorithm framework components
It is possible to access custom props of the algo class from any other frameworks components by...
3 years ago