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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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Virtual Apricot Pigeon

0.846Net Profit

67.535PSR

6.514Sharpe Ratio

-0.265Alpha

0.496Beta

93.225CAR

1.1Drawdown

0Loss Rate

1Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

5Tradeable Dates

1Trades

1.45Treynor Ratio

0Win Rate

Dancing Yellow-Green Jellyfish

5.565Net Profit

99.863PSR

10.539Sharpe Ratio

1.357Alpha

-0.653Beta

145.597CAR

0.6Drawdown

29Loss Rate

5Parameters

1Security Types

1.2223Sortino Ratio

0Tradeable Dates

15Trades

-1.755Treynor Ratio

71Win Rate

Muscular Yellow-Green Horse

7.671Net Profit

66.999PSR

3.029Sharpe Ratio

0.749Alpha

1.436Beta

103.383CAR

6.8Drawdown

52Loss Rate

4Parameters

1Security Types

0.0863Sortino Ratio

0Tradeable Dates

2350Trades

0.628Treynor Ratio

48Win Rate

Calm Violet Rat

120.387Net Profit

64.95PSR

1.519Sharpe Ratio

0.481Alpha

-0.169Beta

48.294CAR

33.5Drawdown

-0.34Loss Rate

3Parameters

0Security Types

1.611Sortino Ratio

0Tradeable Dates

1627Trades

-2.63Treynor Ratio

0.3Win Rate


Community

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fishstoryyy started the discussion Where do the holdings get updated in Lean's code?

Hi all,

1 years ago

fishstoryyy left a comment in the discussion I want create spot-futures arbitrage strategy on crypto market. How can I do it on quantconnect?

Hi!

1 years ago

fishstoryyy started the discussion Is there a way to pass indicators from Universe Selection Model to Alpha Model?

Hi,

3 years ago

fishstoryyy started the discussion What do those auto-generated log messages mean?

Hi,

3 years ago

fishstoryyy started the discussion How do I prevent the algorithm liquidate my positions while the insight is still active?

Hi,

3 years ago

Virtual Apricot Pigeon

0.846Net Profit

67.535PSR

6.514Sharpe Ratio

-0.265Alpha

0.496Beta

93.225CAR

1.1Drawdown

0Loss Rate

1Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

5Tradeable Dates

1Trades

1.45Treynor Ratio

0Win Rate

Dancing Yellow-Green Jellyfish

5.565Net Profit

99.863PSR

10.539Sharpe Ratio

1.357Alpha

-0.653Beta

145.597CAR

0.6Drawdown

29Loss Rate

5Parameters

1Security Types

1.2223Sortino Ratio

0Tradeable Dates

15Trades

-1.755Treynor Ratio

71Win Rate

Muscular Yellow-Green Horse

7.671Net Profit

66.999PSR

3.029Sharpe Ratio

0.749Alpha

1.436Beta

103.383CAR

6.8Drawdown

52Loss Rate

4Parameters

1Security Types

0.0863Sortino Ratio

0Tradeable Dates

2350Trades

0.628Treynor Ratio

48Win Rate

Calm Violet Rat

120.387Net Profit

64.95PSR

1.519Sharpe Ratio

0.481Alpha

-0.169Beta

48.294CAR

33.5Drawdown

-0.34Loss Rate

3Parameters

0Security Types

1.611Sortino Ratio

0Tradeable Dates

1627Trades

-2.63Treynor Ratio

0.3Win Rate

fishstoryyy started the discussion Where do the holdings get updated in Lean's code?

Hi all,

1 years ago

fishstoryyy left a comment in the discussion I want create spot-futures arbitrage strategy on crypto market. How can I do it on quantconnect?

Hi!

1 years ago

fishstoryyy started the discussion Is there a way to pass indicators from Universe Selection Model to Alpha Model?

Hi,

3 years ago

fishstoryyy started the discussion What do those auto-generated log messages mean?

Hi,

3 years ago

fishstoryyy started the discussion How do I prevent the algorithm liquidate my positions while the insight is still active?

Hi,

3 years ago

fishstoryyy started the discussion Unexpected order pattern with algorithm framework

Hi everyone,

3 years ago

fishstoryyy started the discussion Alpha model Update() at 4:00pm market close

Hi,

3 years ago

fishstoryyy started the discussion Algorithm design best practice

Hi,

3 years ago

fishstoryyy left a comment in the discussion Historical Fundamentals: Requested since at least 2016

I also agree this is a great feature to have, or a must-have for fundamental investors. Personally...

3 years ago

fishstoryyy left a comment in the discussion Algorithm design best practice

Thank you Alex! That's super helpful.

3 years ago

fishstoryyy left a comment in the discussion Alpha model Update() at 4:00pm market close

Hi,

3 years ago

fishstoryyy left a comment in the discussion Alpha model Update() at 4:00pm market close

Hi Varad and Louis,

3 years ago

fishstoryyy left a comment in the discussion Unexpected order pattern with algorithm framework

Hi Derek,

3 years ago