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0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0.573Net Profit
7.937Sharpe Ratio
0Alpha
0Beta
87.019CAR
0.4Drawdown
0Loss Rate
0Parameters
2Security Types
0Sortino Ratio
1Tradeable Dates
4Trades
0Treynor Ratio
100Win Rate
hello started the discussion Python documentation
Noobish question here but I've searched and had no luck.
hello started the discussion OnOrderEvent doesn't log when a ticket is updated?
In one of the examples
hello started the discussion Alternate prices for options contract
Having trouble figuring out how to use different prices when calculating the greeks for a contract.
hello started the discussion Accessing options contracts
hello started the discussion Evaluating option price at different underlying stock prices
Trying to figure out how to calculate Greeks at different underlying prices. The idea is to do it...
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0.573Net Profit
7.937Sharpe Ratio
0Alpha
0Beta
87.019CAR
0.4Drawdown
0Loss Rate
0Parameters
2Security Types
0Sortino Ratio
1Tradeable Dates
4Trades
0Treynor Ratio
100Win Rate
hello started the discussion Python documentation
Noobish question here but I've searched and had no luck.
hello started the discussion OnOrderEvent doesn't log when a ticket is updated?
In one of the examples
hello started the discussion Alternate prices for options contract
Having trouble figuring out how to use different prices when calculating the greeks for a contract.
hello started the discussion Accessing options contracts
hello started the discussion Evaluating option price at different underlying stock prices
Trying to figure out how to calculate Greeks at different underlying prices. The idea is to do it...
hello started the discussion Accessing ContractMultiplier in Data.Market.OptionContract vs Securities.Option.Option
How come the Option class has a ContractMultiplier attribute whereas the OptionContract...
hello started the discussion Debugging live trading
So I have an existing portfolio that I'm trying to run a QC algorithm in conjunction with.
hello left a comment in the discussion Debugging live trading
It looks like there might be a different issue that I'm dealing with causing the log messages to be...
hello left a comment in the discussion Accessing ContractMultiplier in Data.Market.OptionContract vs Securities.Option.Option
So let's say we have an securities.option.option object which has been initialized to cover all the...
hello left a comment in the discussion Accessing ContractMultiplier in Data.Market.OptionContract vs Securities.Option.Option
So for example when there is a stock split or a special dividend the multiplier will be different....
hello left a comment in the discussion Accessing ContractMultiplier in Data.Market.OptionContract vs Securities.Option.Option
Not every option contract will have 100 as its multiplier. But the way the code is set up, the...
hello left a comment in the discussion Evaluating option price at different underlying stock prices
Hey!
hello left a comment in the discussion Accessing ContractMultiplier in Data.Market.OptionContract vs Securities.Option.Option
ok great!
5 years ago