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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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[Debugging] Well Dressed Black Pelican

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

16Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

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 left a comment in the discussion Indicator history not populating in warmup

That has the same result, even though it was warming up two weeks prior, it didn't populate the rsi...

28 days ago

Chris started the discussion Indicator history not populating in warmup

I'm trying to setup a basket of stocks and use an indicator on each of them.  The catch is that I...

29 days ago

Chris started the discussion SPXW Custom Fill

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

4 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

4 months ago

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

Alun, 

1 years ago

[Debugging] Well Dressed Black Pelican

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

16Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

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 left a comment in the discussion Indicator history not populating in warmup

That has the same result, even though it was warming up two weeks prior, it didn't populate the rsi...

28 days ago

Chris started the discussion Indicator history not populating in warmup

I'm trying to setup a basket of stocks and use an indicator on each of them.  The catch is that I...

29 days ago

Chris started the discussion SPXW Custom Fill

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

4 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

4 months ago

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

Alun, 

1 years ago