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0Net Profit
0PSR
0Sharpe Ratio
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0CAR
0Drawdown
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8Tradeable Dates
0Trades
0Treynor Ratio
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1Security Types
0Sortino Ratio
52Tradeable Dates
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0Treynor Ratio
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1Parameters
1Security Types
0Sortino Ratio
2085Tradeable Dates
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32Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
2Tradeable Dates
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10Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
15Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Justin started the discussion Python vs C#
Hi everyone,
Justin started the discussion Short interest data?
Hi All-
Justin started the discussion Custom Data Efficiency in a Dynamic Uni
Hi All-
Justin started the discussion Beta indicator bug or broken?
Hi All-
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
8Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
52Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Parameters
1Security Types
0Sortino Ratio
2085Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
32Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
2Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
10Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
15Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-0.469Net Profit
0.005PSR
-3.598Sharpe Ratio
-0.046Alpha
0.01Beta
-5.222CAR
0.5Drawdown
0Loss Rate
10Parameters
0Security Types
-2.344Sortino Ratio
21Tradeable Dates
1292Trades
-3.568Treynor Ratio
0.01Win Rate
Justin left a comment in the discussion Options data from IB
Farshad Fahimi - Did you ever find the options subscription from IB? It's been tough to navigate...
Justin started the discussion Python vs C#
Hi everyone,
Justin started the discussion Short interest data?
Hi All-
Justin started the discussion Custom Data Efficiency in a Dynamic Uni
Hi All-
Justin started the discussion Beta indicator bug or broken?
Hi All-
Justin started the discussion Beta indicator calculating incorrectly
Hello-
Justin started the discussion Error Consolidating 1 day & 30 minute consolidators
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Justin started the discussion QuantConnect Price Data Discrepancies and Bias
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Justin left a comment in the discussion QuantConnect Price Data Discrepancies and Bias
Thanks Mia.
Justin left a comment in the discussion QuantConnect Price Data Discrepancies and Bias
To narrow in on a specific finding, the Log output of the backtest I attached in the first post...
Justin left a comment in the discussion Error Consolidating 1 day & 30 minute consolidators
Solved and will close discussion.
Justin left a comment in the discussion Error Consolidating 1 day & 30 minute consolidators
Hi Mia-
Justin left a comment in the discussion Error Consolidating 1 day & 30 minute consolidators
Hi Mia Alissi-
Justin started the discussion Liquidate all positions before market close for a set of symbols
Goal: Create a scheduled event to liquidate all positions for a set of symbols 30 minutes before...
Justin started the discussion Check if invested and if any open orders for a set of symbols
Hi Everyone,
Justin started the discussion Elegant method for saving opening price for multiple equities?
I've only found really old posts regarding methods to get the opening price for multiple symbols...
Justin started the discussion Filter by ticker length of ≤ 4 characters
Goal: Filter by ticker length of ≤ 4 characters or if it contains ‘"." in the ticker. (Python...
Justin started the discussion Changing OnData rate to 5 seconds
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Justin started the discussion Log DollarVolume and MarketCap
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Justin started the discussion Coarse Filter Logging
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Justin started the discussion Log Bid/Ask while using TradeBars
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Justin started the discussion Long backtests ending or freezing?
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Justin left a comment in the discussion Options data from IB
Farshad Fahimi - Did you ever find the options subscription from IB? It's been tough to navigate...
8 months ago