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0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
3Parameters
2Security Types
7.9228162514264E+28Sortino Ratio
177Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Josh started the discussion Error in LEAN for Slice
Any suggestions?
Josh started the discussion Ultra Long Time Frame Backtest (looking for a bonds in all the wrong places)
I'm looking to test some strategies built to react to long term changes in interest rates,...
Josh started the discussion Algorithmic Framework and Options
Not sure exactly what is wrong with my code here; hoping someone more familiar with the options...
Josh left a comment in the discussion Does anyone know what this error message means?
Hey Martin, I'll post a block of code of a base algorithm as the next post in this series. (cant...
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
3Parameters
2Security Types
7.9228162514264E+28Sortino Ratio
177Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Josh started the discussion Error in LEAN for Slice
Any suggestions?
Josh started the discussion Ultra Long Time Frame Backtest (looking for a bonds in all the wrong places)
I'm looking to test some strategies built to react to long term changes in interest rates,...
Josh started the discussion Algorithmic Framework and Options
Not sure exactly what is wrong with my code here; hoping someone more familiar with the options...
Josh left a comment in the discussion Does anyone know what this error message means?
Colton Sellers Martin Molinero
Josh left a comment in the discussion Does anyone know what this error message means?
Hey Martin, I'll post a block of code of a base algorithm as the next post in this series. (cant...
Josh left a comment in the discussion Does anyone know what this error message means?
I got a similar error regardless of if it was calls or puts I was using the emit insights and...
Josh left a comment in the discussion Does anyone know what this error message means?
Any update on this?
Josh left a comment in the discussion Algorithmic Framework and Options
Louis…. you're the best!
Josh left a comment in the discussion Creating our own Index Fund!
Cool stuff good work!
Josh started the discussion WILR example
I am looking for a way to add a technical indicator, specifically WILR, to my fundamental screener....
Josh started the discussion Help With Sector Allocation Risk Module in the Algo Framework
# QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals. # Lean Algorithmic Trading...
Josh started the discussion Alpha Revenues Question
I'm wondering how funds decide what alphas to rent/subscribe to? My live Sharpe Ratio is decent...
Josh started the discussion Changes to 'My Alpha's' tab?
Seems like there was an update to the 'My Alpha's' tab? Perhaps the view is just different from a...
Josh started the discussion 'live sharpe ratio' is now listed as - on market but has a value when I look at the 'my alphas' tab
Not sure why the market place is bugged with one of my alphas? Anyone else experiencing this issue?
Josh started the discussion Black Litterman Optimization Portfolio Construction Model
I was hoping someone could provide an example code of a strategy utilizing this portfolio...
Josh started the discussion Reducing Dynamic Time Warping (DTW)
So the weekly alpha competition requires DTW to be pretty low (I think less than 25%)
Josh started the discussion Delisting ETN effect on alphas
What happens to an alpha once one of its components gets delisted from major exchanges onto OTC...
Josh started the discussion Hard To Borrow Fees
I was wondering if anyone had implemented hard to borrow fees into their backtesting?
Josh started the discussion Mutual Funds?
Looking to model vanguard funds that I have in my own 401k so I can best assess what allocation to...
Josh started the discussion ESG in Model Portfolios -- Looking for ESG universe
This ESG trend is pretty new -- hard to find ETFs / a universe that is in existance for >5...
Josh left a comment in the discussion Does anyone know what this error message means?
Colton Sellers Martin Molinero
3 years ago