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.
22.943Net Profit
0.329Sharpe Ratio
0.122Alpha
-3.916Beta
5.303CAR
30.4Drawdown
50Loss Rate
1Security Types
0.525613422799Sortino Ratio
1007Tradeable Dates
28Trades
-0.015Treynor Ratio
50Win Rate
Debashis started the discussion Historical Price Data Shifted Relative to Indicator Data in Jupyter Notebook
While trying to concatenate two pandas dataframes, I discovered the price data is shifted by a day...
Debashis started the discussion Accessing IBaseDataBar from CoarseSelectionFunction
import numpy as np ### <summary> ### Basic template algorithm simply initializes the date...
Debashis started the discussion Alternative Method for Accessing Historical Indicator Values When Using Python
In the following python example, I provide an alternative to the RollingWindow class when storing...
22.943Net Profit
0.329Sharpe Ratio
0.122Alpha
-3.916Beta
5.303CAR
30.4Drawdown
50Loss Rate
1Security Types
0.525613422799Sortino Ratio
1007Tradeable Dates
28Trades
-0.015Treynor Ratio
50Win Rate
Debashis started the discussion Historical Price Data Shifted Relative to Indicator Data in Jupyter Notebook
While trying to concatenate two pandas dataframes, I discovered the price data is shifted by a day...
Debashis started the discussion Accessing IBaseDataBar from CoarseSelectionFunction
import numpy as np ### <summary> ### Basic template algorithm simply initializes the date...
Debashis started the discussion Alternative Method for Accessing Historical Indicator Values When Using Python
In the following python example, I provide an alternative to the RollingWindow class when storing...