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Beep beep! Vroom... Money!

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 (2)

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Square Red Termite

425.403Net Profit

1.448Sharpe Ratio

0.104Alpha

9.653Beta

31.856CAR

21.3Drawdown

52Loss Rate

1Security Types

0.21172558007084Sortino Ratio

1509Tradeable Dates

1086Trades

0.031Treynor Ratio

48Win Rate

Sleepy Red Falcon

275.346Net Profit

0.931Sharpe Ratio

0.048Alpha

1.013Beta

17.979CAR

20.3Drawdown

10Loss Rate

1Security Types

0.34419026834249Sortino Ratio

0Tradeable Dates

776Trades

0.146Treynor Ratio

90Win Rate


Community

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AutomatedMachine left a comment in the discussion VIX, Order

That won't work, VIX is an Index. Change your security to VXX, or choose another ETF that...

6 years ago

AutomatedMachine left a comment in the discussion Algorithm organization

Rename the project to MyFolder/MyProject. That should do it, I think.

6 years ago

AutomatedMachine left a comment in the discussion VXX Intraday Strategies

Good stuff! Has anyone had any live success with this?

6 years ago

AutomatedMachine left a comment in the discussion Template: S&P 500 Custom Universe

Thanks! Hopefully this comes in use for somebody. As a long time Excel user, I only fairly recently...

6 years ago

AutomatedMachine left a comment in the discussion Logging from separate indicator file

I think this will help you out. I just threw it together in the comment editor without trying to...

6 years ago

Square Red Termite

425.403Net Profit

1.448Sharpe Ratio

0.104Alpha

9.653Beta

31.856CAR

21.3Drawdown

52Loss Rate

1Security Types

0.21172558007084Sortino Ratio

1509Tradeable Dates

1086Trades

0.031Treynor Ratio

48Win Rate

Sleepy Red Falcon

275.346Net Profit

0.931Sharpe Ratio

0.048Alpha

1.013Beta

17.979CAR

20.3Drawdown

10Loss Rate

1Security Types

0.34419026834249Sortino Ratio

0Tradeable Dates

776Trades

0.146Treynor Ratio

90Win Rate

AutomatedMachine left a comment in the discussion VIX, Order

That won't work, VIX is an Index. Change your security to VXX, or choose another ETF that...

6 years ago

AutomatedMachine left a comment in the discussion Algorithm organization

Rename the project to MyFolder/MyProject. That should do it, I think.

6 years ago

AutomatedMachine left a comment in the discussion VXX Intraday Strategies

Good stuff! Has anyone had any live success with this?

6 years ago

AutomatedMachine left a comment in the discussion Template: S&P 500 Custom Universe

Thanks! Hopefully this comes in use for somebody. As a long time Excel user, I only fairly recently...

6 years ago

AutomatedMachine left a comment in the discussion Logging from separate indicator file

I think this will help you out. I just threw it together in the comment editor without trying to...

6 years ago

AutomatedMachine left a comment in the discussion Reversing Trades Didn't Reverse Profits

Without seeing the code, I would say because you're holding different assets at different times...

6 years ago

AutomatedMachine started the discussion Complete newbie - looking for some help

Hi,

7 years ago

AutomatedMachine started the discussion Definition of Period

Hi,

7 years ago

AutomatedMachine started the discussion Institutional Holdings/Buyers

I am looking for data from the Morningstar Fundamentals to indicate the count of large institutions...

7 years ago