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.
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
19Parameters
0Security Types
33Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-13.358Net Profit
0PSR
-0.58Sharpe Ratio
-0.022Alpha
0.007Beta
-3.13CAR
13.5Drawdown
0Loss Rate
11Parameters
1Security Types
0Sortino Ratio
1646Tradeable Dates
1Trades
-3.218Treynor Ratio
0Win Rate
154.384Net Profit
10.635PSR
0.603Sharpe Ratio
0.145Alpha
0.211Beta
18.076CAR
40.6Drawdown
51Loss Rate
7Parameters
1Security Types
0.7319Sortino Ratio
2051Tradeable Dates
111Trades
0.78Treynor Ratio
49Win Rate
james left a comment in the discussion Issues accessing Open Interest on Future Options! Oi is always 0
The answers provided by the AI (Mia) dont help. I also cant figure it out looking through the...
james started the discussion Issues accessing Open Interest on Future Options! Oi is always 0
Hello All. I am in the process of designing a strategy that considers the vol/openinterest ratios...
james started the discussion Help improve my ETH momentum RSI strategy
Hi Everyone,
james started the discussion Help! Drastically different backtests when running algo using default 1h bars VS consolidated bars (to make hourly bars). Why is this happening??
I have coded a simple long only RSI momentum strategy with a trend filter. The issue that I am...
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
19Parameters
0Security Types
33Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-13.358Net Profit
0PSR
-0.58Sharpe Ratio
-0.022Alpha
0.007Beta
-3.13CAR
13.5Drawdown
0Loss Rate
11Parameters
1Security Types
0Sortino Ratio
1646Tradeable Dates
1Trades
-3.218Treynor Ratio
0Win Rate
154.384Net Profit
10.635PSR
0.603Sharpe Ratio
0.145Alpha
0.211Beta
18.076CAR
40.6Drawdown
51Loss Rate
7Parameters
1Security Types
0.7319Sortino Ratio
2051Tradeable Dates
111Trades
0.78Treynor Ratio
49Win Rate
james left a comment in the discussion Issues accessing Open Interest on Future Options! Oi is always 0
Hey Michael, thanks for your guidance above! I never got to the bottom of it and moved on. However,...
james left a comment in the discussion Issues accessing Open Interest on Future Options! Oi is always 0
The answers provided by the AI (Mia) dont help. I also cant figure it out looking through the...
james started the discussion Issues accessing Open Interest on Future Options! Oi is always 0
Hello All. I am in the process of designing a strategy that considers the vol/openinterest ratios...
james started the discussion Help improve my ETH momentum RSI strategy
Hi Everyone,
james started the discussion Help! Drastically different backtests when running algo using default 1h bars VS consolidated bars (to make hourly bars). Why is this happening??
I have coded a simple long only RSI momentum strategy with a trend filter. The issue that I am...
james started the discussion Issues using ATR as Renko Brick size. Please help!
Hi All,
james left a comment in the discussion Help! Drastically different backtests when running algo using default 1h bars VS consolidated bars (to make hourly bars). Why is this happening??
The issue is because there is only 1 year of minute data available via the backtest. My code is...
james left a comment in the discussion Help! Drastically different backtests when running algo using default 1h bars VS consolidated bars (to make hourly bars). Why is this happening??
“Unfortunately, without the specific code for Algo 2, it's hard to provide a more precise...
james left a comment in the discussion Issues accessing Open Interest on Future Options! Oi is always 0
Hey Michael, thanks for your guidance above! I never got to the bottom of it and moved on. However,...
2 months ago