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.
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
16Parameters
1Security Types
0Sortino Ratio
10Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
12Parameters
3Security Types
0Sortino Ratio
11Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
26Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Eugene started the discussion Backtest Statistics: Calculation of Beta
Hello,
Eugene started the discussion Universe Warmup Feature/Workaround
Hi,
Eugene started the discussion Framework Algorithm Style
Hi all,
Eugene started the discussion Framework Question MeanVarianceOptimizationPortfolioConstructionModel
Hi,
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
16Parameters
1Security Types
0Sortino Ratio
10Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
12Parameters
3Security Types
0Sortino Ratio
11Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
26Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Eugene left a comment in the discussion Improving continuous futures prices
The mentioned issue was closed today:
Eugene started the discussion Backtest Statistics: Calculation of Beta
Hello,
Eugene started the discussion Universe Warmup Feature/Workaround
Hi,
Eugene started the discussion Framework Algorithm Style
Hi all,
Eugene started the discussion Framework Question MeanVarianceOptimizationPortfolioConstructionModel
Hi,
Eugene started the discussion Daily Consolidator on Exchange Hours
Hello,
Eugene left a comment in the discussion Quantopian closing down.
Its a pity for Quantopian users. Hopefully, as many as possible will join here :)
Eugene left a comment in the discussion Futures Price Data
Sry for reopening an old post.
Eugene left a comment in the discussion Custom Scheduling for Coarse Fundamental Universe Selection
Thats not possible according to this post:
Eugene left a comment in the discussion Gold, Minute The issue starts from Jul 12th, 2020 06:00 PM; and continues until Aug 30th, 2020 08:00 PM
Problem also exists for second resolution data
Eugene left a comment in the discussion Custom Scheduling for Coarse Fundamental Universe Selection
The easiest way is to filter the universe selection for a specific time/interval/event.
Eugene started the discussion Indicator Values Change with Resolution of Equity
Hello,
Eugene started the discussion Thank you
Hi,
Eugene started the discussion Setting "Start of trading day" to 22:00 UTC
Hi,
Eugene started the discussion Data.ContainsKey returns false, even though it contains the symbol
Hi,
Eugene started the discussion Momentum Strategy, SymbolChangedEvents, Indicators
Hey Quants,
Eugene started the discussion The starting date for symbol - Deactivate Log Message
Hi,
Eugene left a comment in the discussion Improving continuous futures prices
The mentioned issue was closed today:
3 years ago