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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 (1)

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Upgraded Fluorescent Orange Snake

-0.62Net Profit

22.46PSR

-1.755Sharpe Ratio

0Alpha

0Beta

-3.614CAR

2.5Drawdown

-14.11Loss Rate

0Parameters

0Security Types

42Tradeable Dates

38Trades

0Treynor Ratio

18.19Win Rate


Community

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Chris started the discussion SPXW Custom Fill

Custom fill for SPX options are not being applied in this backtest using ComboMarket or ComboLimit...

2 months ago

Chris left a comment in the discussion SPXW Custom Fill

https://www.quantconnect.com/docs/v2/writing-algorithms/reality-modeling/trade-fills/key-concepts

2 months ago

Chris left a comment in the discussion Automatic Early assignment not realistis

Alun, 

11 months ago

Upgraded Fluorescent Orange Snake

-0.62Net Profit

22.46PSR

-1.755Sharpe Ratio

0Alpha

0Beta

-3.614CAR

2.5Drawdown

-14.11Loss Rate

0Parameters

0Security Types

42Tradeable Dates

38Trades

0Treynor Ratio

18.19Win Rate

Chris started the discussion SPXW Custom Fill

Custom fill for SPX options are not being applied in this backtest using ComboMarket or ComboLimit...

2 months ago

Chris left a comment in the discussion SPXW Custom Fill

https://www.quantconnect.com/docs/v2/writing-algorithms/reality-modeling/trade-fills/key-concepts

2 months ago

Chris left a comment in the discussion Automatic Early assignment not realistis

Alun, 

11 months ago