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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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Crying Tan Gaur

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Well Dressed Magenta Duck

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


Community

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hello started the discussion Python documentation

Noobish question here but I've searched and had no luck.

5 years ago

hello started the discussion OnOrderEvent doesn't log when a ticket is updated?

In one of the examples 

5 years ago

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.

5 years ago

hello started the discussion Accessing options contracts

 

5 years ago

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...

5 years ago

Crying Tan Gaur

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Well Dressed Magenta Duck

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.

5 years ago

hello started the discussion OnOrderEvent doesn't log when a ticket is updated?

In one of the examples 

5 years ago

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.

5 years ago

hello started the discussion Accessing options contracts

 

5 years ago

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...

5 years ago

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...

5 years ago

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.

5 years ago

hello left a comment in the discussion Accessing ContractMultiplier in Data.Market.OptionContract vs Securities.Option.Option

ok great! 

5 years ago

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...

5 years ago

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...

5 years ago

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....

5 years ago

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...

5 years ago

hello left a comment in the discussion Evaluating option price at different underlying stock prices

Hey!

5 years ago