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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 (2)

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Muscular Red-Orange Snake

14Parameters

1Security Types

0Sortino Ratio

952Tradeable Dates

Hipster Apricot Alpaca

-18.58Net Profit

2.49PSR

-0.657Sharpe Ratio

-0.173Alpha

0.196Beta

-18.476CAR

36.6Drawdown

-0.2Loss Rate

7Parameters

0Security Types

-0.97Sortino Ratio

314Tradeable Dates

2100Trades

-0.68Treynor Ratio

0.35Win Rate


Community

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faultsaycool started the discussion Issues I cannot resolve

Hello fellow quants. I'm having some issues with inserting data into my algorithm. It seems to be...

3 years ago

faultsaycool left a comment in the discussion Rolling window of consolidated indicator data

I tried this code but it throws a type error. When using IndicatorDataPoints, it throws an...

3 years ago

faultsaycool left a comment in the discussion Issues I cannot resolve

Thank you Varad. I will try this out. Do you know why the algorithm is taking such a huge dip in...

3 years ago

faultsaycool left a comment in the discussion Issues I cannot resolve

Thank you Varad. Could you please explain what you mean by using a separate series? I’m not sure...

3 years ago

Muscular Red-Orange Snake

14Parameters

1Security Types

0Sortino Ratio

952Tradeable Dates

Hipster Apricot Alpaca

-18.58Net Profit

2.49PSR

-0.657Sharpe Ratio

-0.173Alpha

0.196Beta

-18.476CAR

36.6Drawdown

-0.2Loss Rate

7Parameters

0Security Types

-0.97Sortino Ratio

314Tradeable Dates

2100Trades

-0.68Treynor Ratio

0.35Win Rate

faultsaycool started the discussion Issues I cannot resolve

Hello fellow quants. I'm having some issues with inserting data into my algorithm. It seems to be...

3 years ago

faultsaycool left a comment in the discussion Rolling window of consolidated indicator data

I tried this code but it throws a type error. When using IndicatorDataPoints, it throws an...

3 years ago

faultsaycool left a comment in the discussion Issues I cannot resolve

Thank you Varad. I will try this out. Do you know why the algorithm is taking such a huge dip in...

3 years ago

faultsaycool left a comment in the discussion Issues I cannot resolve

Thank you Varad. Could you please explain what you mean by using a separate series? I’m not sure...

3 years ago