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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 (4)

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Calm Asparagus Elephant

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Parameters

0Security Types

366Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Virtual Yellow Owlet

-1.278Net Profit

2.346PSR

-4.07Sharpe Ratio

-0.009Alpha

-0.206Beta

-21.236CAR

1.6Drawdown

0Loss Rate

14Parameters

2Security Types

-3.944Sortino Ratio

13Tradeable Dates

52Trades

0.757Treynor Ratio

0.06Win Rate

Well Dressed Asparagus Scorpion

0.123Net Profit

62.87PSR

1.675Sharpe Ratio

0.005Alpha

-0.009Beta

0.637CAR

1.1Drawdown

0Loss Rate

6Parameters

0Security Types

1.954Sortino Ratio

48Tradeable Dates

49Trades

-0.476Treynor Ratio

0.06Win Rate

Virtual Magenta Guanaco

17.19Net Profit

1.329PSR

0.451Sharpe Ratio

0Alpha

0Beta

2.024CAR

4.6Drawdown

0Loss Rate

9Parameters

3Security Types

0Sortino Ratio

2064Tradeable Dates

2Trades

0Treynor Ratio

100Win Rate


Community

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Eli started the discussion Algorithm Holding Through Option Expiry Despite Setting Rules To Close Before

I'm building an option premium selling algo with UVXY as the underlying, using hourly VIX ticks as...

1 years ago

Eli started the discussion Option Delta Is Inaccurate And Varies Wildly

I'm trying to select option contracts to trade based on their delta. According to this discussion,...

1 years ago

Eli started the discussion Limit Orders on Multi-Leg Option Strategies - Best Method

Hi QC Community,

1 years ago

Eli started the discussion Using Beta Indicator on cash indices

When creating a Beta indicator and passing Symbol objects for cash indices VIX and SPX, I get the...

1 years ago

Eli started the discussion Streaming to OnData method from Google Sheets shows 0

I am following the documentation below to stream custom data to the OnData method from a Google...

1 years ago

Calm Asparagus Elephant

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Parameters

0Security Types

366Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Virtual Yellow Owlet

-1.278Net Profit

2.346PSR

-4.07Sharpe Ratio

-0.009Alpha

-0.206Beta

-21.236CAR

1.6Drawdown

0Loss Rate

14Parameters

2Security Types

-3.944Sortino Ratio

13Tradeable Dates

52Trades

0.757Treynor Ratio

0.06Win Rate

Well Dressed Asparagus Scorpion

0.123Net Profit

62.87PSR

1.675Sharpe Ratio

0.005Alpha

-0.009Beta

0.637CAR

1.1Drawdown

0Loss Rate

6Parameters

0Security Types

1.954Sortino Ratio

48Tradeable Dates

49Trades

-0.476Treynor Ratio

0.06Win Rate

Virtual Magenta Guanaco

17.19Net Profit

1.329PSR

0.451Sharpe Ratio

0Alpha

0Beta

2.024CAR

4.6Drawdown

0Loss Rate

9Parameters

3Security Types

0Sortino Ratio

2064Tradeable Dates

2Trades

0Treynor Ratio

100Win Rate

Eli started the discussion Algorithm Holding Through Option Expiry Despite Setting Rules To Close Before

I'm building an option premium selling algo with UVXY as the underlying, using hourly VIX ticks as...

1 years ago

Eli started the discussion Option Delta Is Inaccurate And Varies Wildly

I'm trying to select option contracts to trade based on their delta. According to this discussion,...

1 years ago

Eli started the discussion Limit Orders on Multi-Leg Option Strategies - Best Method

Hi QC Community,

1 years ago

Eli started the discussion Using Beta Indicator on cash indices

When creating a Beta indicator and passing Symbol objects for cash indices VIX and SPX, I get the...

1 years ago

Eli started the discussion Streaming to OnData method from Google Sheets shows 0

I am following the documentation below to stream custom data to the OnData method from a Google...

1 years ago

Eli left a comment in the discussion Streaming to OnData method from Google Sheets shows 0

Hi Jared,

1 years ago

Eli left a comment in the discussion Streaming to OnData method from Google Sheets shows 0

Hi Mia,

1 years ago

Eli left a comment in the discussion Using Beta Indicator on cash indices

Thanks Louis! This worked

1 years ago

Eli left a comment in the discussion Limit Orders on Multi-Leg Option Strategies - Best Method

Hi Louis,

1 years ago

Eli left a comment in the discussion Option Delta Is Inaccurate And Varies Wildly

Hi Louis,

1 years ago

Eli left a comment in the discussion Option Delta Is Inaccurate And Varies Wildly

Hi again Louis,

1 years ago