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.
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
11Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
48Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-7.004Net Profit
8.9PSR
-0.344Sharpe Ratio
0Alpha
0Beta
-6.973CAR
17.8Drawdown
-0.15Loss Rate
25Parameters
0Security Types
-0.733Sortino Ratio
253Tradeable Dates
1808Trades
0Treynor Ratio
0.35Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
253Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
1.522Net Profit
42.61PSR
0.657Sharpe Ratio
0.063Alpha
-0.006Beta
6.705CAR
4.1Drawdown
-0.14Loss Rate
3Parameters
0Security Types
0.775Sortino Ratio
0Tradeable Dates
303Trades
-9.518Treynor Ratio
0.15Win Rate
Big started the discussion Manually change universe / assets / parameters when algorithm is running live
Hi, I am new to quantconnect and python so would appreciate more beginner-oriented responses.
Big started the discussion Hourly Bar End Time Inaccurate
Hi, I was writing my algorithm that subscribes to hourly data when I realized that the end time of...
Big started the discussion Symbol Data class variables not working properly with multiple securities
Hi, I am trying to use a SymbolData class to store securities specific values but am not able to...
Big started the discussion Runtime statistics questions
hi, can someone please help me understand how lean calculates runtime statstics. Not sure if it's...
Big started the discussion Reset live trading
Hi, is there a way we can reset live trading stats? Right now, I know live testing was...
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
11Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
48Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-7.004Net Profit
8.9PSR
-0.344Sharpe Ratio
0Alpha
0Beta
-6.973CAR
17.8Drawdown
-0.15Loss Rate
25Parameters
0Security Types
-0.733Sortino Ratio
253Tradeable Dates
1808Trades
0Treynor Ratio
0.35Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
253Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
1.522Net Profit
42.61PSR
0.657Sharpe Ratio
0.063Alpha
-0.006Beta
6.705CAR
4.1Drawdown
-0.14Loss Rate
3Parameters
0Security Types
0.775Sortino Ratio
0Tradeable Dates
303Trades
-9.518Treynor Ratio
0.15Win Rate
Big started the discussion Manually change universe / assets / parameters when algorithm is running live
Hi, I am new to quantconnect and python so would appreciate more beginner-oriented responses.
Big started the discussion Hourly Bar End Time Inaccurate
Hi, I was writing my algorithm that subscribes to hourly data when I realized that the end time of...
Big started the discussion Symbol Data class variables not working properly with multiple securities
Hi, I am trying to use a SymbolData class to store securities specific values but am not able to...
Big started the discussion Runtime statistics questions
hi, can someone please help me understand how lean calculates runtime statstics. Not sure if it's...
Big started the discussion Reset live trading
Hi, is there a way we can reset live trading stats? Right now, I know live testing was...
Big left a comment in the discussion Reset live trading
Got it. I guess I was assuming there'd be a way to just reset the live trading session, thought it...
Big left a comment in the discussion Symbol Data class variables not working properly with multiple securities
Thanks Shile. I realized what was wrong, I wasn't initiating the symboldata class instances...
Big left a comment in the discussion Hourly Bar End Time Inaccurate
Hi Derek, thanks for your response. However, this will create 30 min bars rather than hourly bars....
Big left a comment in the discussion Manually change universe / assets / parameters when algorithm is running live
Thanks Derek. Does it have to be from Dropbox? Can it be done on QC instead?
Big left a comment in the discussion Runtime statistics questions
Thanks Aruthur, do you know whether slippage has a big impact on returns usually? Let's say for...
3 years ago