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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 (3)

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Creative Fluorescent Orange Barracuda

170.679Net Profit

6.101Sharpe Ratio

0Alpha

208.535Beta

5510.265CAR

23Drawdown

40Loss Rate

1Security Types

1.1378257571303Sortino Ratio

82Tradeable Dates

308Trades

0.014Treynor Ratio

60Win Rate

Focused Light Brown Baboon

6069.043Net Profit

6.246Sharpe Ratio

0Alpha

215.167Beta

6069.043CAR

13.7Drawdown

54Loss Rate

1Security Types

0.31001644010684Sortino Ratio

365Tradeable Dates

1578Trades

0.014Treynor Ratio

46Win Rate

Measured Orange Fly

103.779Net Profit

7.35Sharpe Ratio

0.319Alpha

204.372Beta

8077.096CAR

10.6Drawdown

36Loss Rate

1Security Types

1.8369561156832Sortino Ratio

59Tradeable Dates

209Trades

0.015Treynor Ratio

64Win Rate


Community

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Caleb left a comment in the discussion [Update] Crypto-Currency & Decimalized Orders

Yes that was the error I was getting.  I tried casting -.5 with d.Decimal().  The problem...

6 years ago

Caleb left a comment in the discussion [Update] Crypto-Currency & Decimalized Orders

Is there a way to place a market order using a decimal quantity?  Looking at the documentation...

6 years ago

Caleb left a comment in the discussion "BTCUSD" - What are Virtual Positions?

So am I understanding correctly from this that self.SetHoldings("BTC", 1) and...

6 years ago

Creative Fluorescent Orange Barracuda

170.679Net Profit

6.101Sharpe Ratio

0Alpha

208.535Beta

5510.265CAR

23Drawdown

40Loss Rate

1Security Types

1.1378257571303Sortino Ratio

82Tradeable Dates

308Trades

0.014Treynor Ratio

60Win Rate

Focused Light Brown Baboon

6069.043Net Profit

6.246Sharpe Ratio

0Alpha

215.167Beta

6069.043CAR

13.7Drawdown

54Loss Rate

1Security Types

0.31001644010684Sortino Ratio

365Tradeable Dates

1578Trades

0.014Treynor Ratio

46Win Rate

Measured Orange Fly

103.779Net Profit

7.35Sharpe Ratio

0.319Alpha

204.372Beta

8077.096CAR

10.6Drawdown

36Loss Rate

1Security Types

1.8369561156832Sortino Ratio

59Tradeable Dates

209Trades

0.015Treynor Ratio

64Win Rate

Caleb left a comment in the discussion [Update] Crypto-Currency & Decimalized Orders

Yes that was the error I was getting.  I tried casting -.5 with d.Decimal().  The problem...

6 years ago

Caleb left a comment in the discussion [Update] Crypto-Currency & Decimalized Orders

Is there a way to place a market order using a decimal quantity?  Looking at the documentation...

6 years ago

Caleb left a comment in the discussion "BTCUSD" - What are Virtual Positions?

So am I understanding correctly from this that self.SetHoldings("BTC", 1) and...

6 years ago