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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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Geeky Fluorescent Yellow Crocodile

0.348Net Profit

100PSR

12.248Sharpe Ratio

0.081Alpha

0.004Beta

17.985CAR

0.2Drawdown

0Loss Rate

0Parameters

0Security Types

6Tradeable Dates

6Trades

21.05Treynor Ratio

0.14Win Rate

Sleepy Black Buffalo

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

13Parameters

2Security Types

0Sortino Ratio

2Tradeable Dates

2Trades

0Treynor Ratio

0Win Rate


Community

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gv started the discussion Error in selecting the option contract

Hello,

6 months ago

gv started the discussion Market data on 11-24-2023

Hello,

8 months ago

gv started the discussion Option chain selection error for same day expiry

Hi,

1 years ago

gv left a comment in the discussion Sharing: Selecting options contracts using Delta

Derek Melchin  Is there a way to check the Delta of put option position in portfolio and liquidate...

2 years ago

gv left a comment in the discussion Sharing: Selecting options contracts using Delta

.ekz. Is there a way to add schedule function so that OnData gets called only at certain time. In...

2 years ago

Geeky Fluorescent Yellow Crocodile

0.348Net Profit

100PSR

12.248Sharpe Ratio

0.081Alpha

0.004Beta

17.985CAR

0.2Drawdown

0Loss Rate

0Parameters

0Security Types

6Tradeable Dates

6Trades

21.05Treynor Ratio

0.14Win Rate

Sleepy Black Buffalo

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

13Parameters

2Security Types

0Sortino Ratio

2Tradeable Dates

2Trades

0Treynor Ratio

0Win Rate

gv started the discussion Error in selecting the option contract

Hello,

6 months ago

gv started the discussion Market data on 11-24-2023

Hello,

8 months ago

gv started the discussion Option chain selection error for same day expiry

Hi,

1 years ago

gv left a comment in the discussion Sharing: Selecting options contracts using Delta

Derek Melchin  Is there a way to check the Delta of put option position in portfolio and liquidate...

2 years ago

gv left a comment in the discussion Sharing: Selecting options contracts using Delta

.ekz. Is there a way to add schedule function so that OnData gets called only at certain time. In...

2 years ago

gv started the discussion Any reliable way to select ETFs only

I tried HasFundamentalData==False in CoarseFilter but I see stocks like NIO getting selected.

3 years ago

gv left a comment in the discussion Simple stock bond strategy hedged using VIX options

Narendra Kulkarni You are probably aware of In-and-Out concept discussed on QC. I personally like...

3 years ago

gv left a comment in the discussion Algo: Trend0

Thanks for sharing Warren. This algo only traded AMZN. Is it by design? Doesn't this lead to look...

3 years ago

gv left a comment in the discussion Transition from Quantopian to QuantConnect.

Derek Melchin 

3 years ago

gv left a comment in the discussion Intersection of ROC comparison using OUT_DAY approach

Vladimir v1.3 selects top 100 based on DollarVolume on that particular day. Do you see any value...

3 years ago