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Public Backtests (20)

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Hipster Red Caribou

10Parameters

0Security Types

2Tradeable Dates

Focused Light Brown Leopard

2Parameters

0Security Types

1Tradeable Dates

Muscular Red Panda

13Parameters

2Security Types

251Tradeable Dates

Alert Brown Lion

13Parameters

2Security Types

557Tradeable Dates

Muscular Tan Beaver

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate


Community

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Gabriel started the discussion Backtesting comissions on Micro futures

Is possible that the Micro Future commissions are wrong on backtest? According what I saw, the...

2 years ago

Gabriel started the discussion Question about getting quotes from the cloud to my local env

I saw the Jasper meet up on March explaining CLI. I have two questions related how to download...

3 years ago

Gabriel started the discussion Help - Local live trading with Lean-Cli is crashing daily

Hi. I want to ask you some help because in the last 2 weeks I am having daily crashes in a live...

3 years ago

Gabriel started the discussion How to save internal variable states after a live trade reset/crash?

Hi all,

3 years ago

Gabriel left a comment in the discussion How to save internal variable states after a live trade reset/crash?

I confirm it also works with Lean-Cli on a local live trading environment. Reading the source code...

3 years ago

Hipster Red Caribou

10Parameters

0Security Types

2Tradeable Dates

Focused Light Brown Leopard

2Parameters

0Security Types

1Tradeable Dates

Muscular Red Panda

13Parameters

2Security Types

251Tradeable Dates

Alert Brown Lion

13Parameters

2Security Types

557Tradeable Dates

Muscular Tan Beaver

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Fat Fluorescent Yellow Eagle

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

1509Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Energetic Fluorescent Pink Seahorse

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

1509Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Determined Fluorescent Orange Dragonfly

136.003Net Profit

2.088Sharpe Ratio

-0.009Alpha

0.939Beta

209.621CAR

37.5Drawdown

83Loss Rate

1Security Types

3.9186257287045Sortino Ratio

1509Tradeable Dates

12Trades

1.376Treynor Ratio

17Win Rate

Fat Magenta Barracuda

1Security Types

0Sortino Ratio

7Tradeable Dates

Crawling Green Fox

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Smooth Yellow Rabbit

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

24Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Square Violet Eagle

1676.792Net Profit

1.273Sharpe Ratio

0.449Alpha

0.251Beta

59.166CAR

38.2Drawdown

64Loss Rate

1Security Types

0.98185485070939Sortino Ratio

1556Tradeable Dates

116Trades

2.254Treynor Ratio

36Win Rate

Geeky Tan Fly

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

4Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Emotional Asparagus Bison

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

4Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Ugly Violet Caribou

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

4Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Adaptable Green Coyote

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

1283Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Smooth Green Lion

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

3Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Measured Brown Llama

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

2Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Jumping Red-Orange Tapir

357.536Net Profit

3.513Sharpe Ratio

1.71Alpha

-0.082Beta

365.973CAR

22.1Drawdown

56Loss Rate

1Security Types

1.0224997638573Sortino Ratio

251Tradeable Dates

99Trades

-19.846Treynor Ratio

44Win Rate

Calm Tan Flamingo

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

5Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Gabriel started the discussion Backtesting comissions on Micro futures

Is possible that the Micro Future commissions are wrong on backtest? According what I saw, the...

2 years ago

Gabriel started the discussion Question about getting quotes from the cloud to my local env

I saw the Jasper meet up on March explaining CLI. I have two questions related how to download...

3 years ago

Gabriel started the discussion Help - Local live trading with Lean-Cli is crashing daily

Hi. I want to ask you some help because in the last 2 weeks I am having daily crashes in a live...

3 years ago

Gabriel started the discussion How to save internal variable states after a live trade reset/crash?

Hi all,

3 years ago

Gabriel left a comment in the discussion How to save internal variable states after a live trade reset/crash?

I confirm it also works with Lean-Cli on a local live trading environment. Reading the source code...

3 years ago

Gabriel left a comment in the discussion How to save internal variable states after a live trade reset/crash?

Thank you very much Peter. I didn't know about Object Store. It is all that I need, if it also work...

3 years ago

Gabriel left a comment in the discussion Question about getting quotes from the cloud to my local env

Thank you Jasper, you replied accurately.

3 years ago

Gabriel started the discussion How to clone a research notebook?

I have a project with several research notebooks. I wonder if there is a way to clone it. I don't...

4 years ago

Gabriel started the discussion Exception "CancelRequest is null."

Hi. I am paper-trading a strategy developed. On backtest the strategy works ok, but on paper-trade,...

4 years ago

Gabriel started the discussion All symbols, Daily The issue starts from Dec 31st, 2018 12:00 AM; and continues until Dec 31st, 2018 11:59 PM

According what I see, there are no quotes for all equities (I haven't checked other types), and...

5 years ago

Gabriel started the discussion Help getting VIX options chains

Hi QuantConnect community. I am having issues getting VIX options. Could anybody of the community...

5 years ago

Gabriel left a comment in the discussion Why does my option algo get runtime error?

Hi Ke Shen. QuantConnect sent me a github issue to track.  Anyway, you can always check it by...

5 years ago

Gabriel left a comment in the discussion Why does my option algo get runtime error?

FYI yesterday I have reported the issue to support and Alex and Martin solved in less than 1...

5 years ago

Gabriel left a comment in the discussion How to Load an External PyTorch Model?

Hi Kamer. Attached you have a sample generic code about how you can read a pickle file stored on...

5 years ago

Gabriel started the discussion Getting history through Quandl is taking more time than I expected

I am working with Quandl dataset, and I realized that each call to self.History demands about 1...

6 years ago

Gabriel started the discussion How to get the history of an indicator

On Research there's a method where you give an Indicator and returns the history of it in a...

6 years ago

Gabriel started the discussion Question about self.Securities and custom data

I am having issues to access to quotes from "custom data". Suppose that the `Reader`...

6 years ago

Gabriel started the discussion Question about SPXL quotes

I have noticed that in research, the first SPXL quote is from 2012-06-29, but according the data...

6 years ago

Gabriel started the discussion Help dealing with an asset whose symbol changed

Hi. I write for help dealing with the asset SPXL, whose old symbol was BGU. 

6 years ago

Gabriel started the discussion Issue getting Raw prices

I am having an issue getting Raw quotes. I was the whole day debuging the issue, and the behaivior...

6 years ago

Gabriel started the discussion IB option data subscription

Hi Guys. Can you please help me to know what's the Interactive Broker data subscription I need...

6 years ago

Gabriel started the discussion Version of IB TWS and IBController

Hello. I am having issues making Lean work with IB.

6 years ago

Gabriel started the discussion How to get daily custom data on Live trade for the first day

I am working with daily custom data and in general it works ok. The issue that I have is...

6 years ago

Gabriel started the discussion Help debugging an algorithm in Python

   I'm new in QC and I write to ask some help. I come from Q platform and I see this...

7 years ago