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Public Backtests (6)

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Determined Apricot Beaver

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

8Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Focused Asparagus Alpaca

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

52Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Crawling Orange Jellyfish

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Parameters

1Security Types

0Sortino Ratio

2085Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Calculating Asparagus Duck

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

Casual Fluorescent Pink Jellyfish

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


Community

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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

Justin started the discussion Python vs C#

Hi everyone,

1 years ago

Justin started the discussion Short interest data?

Hi All-

1 years ago

Justin started the discussion Custom Data Efficiency in a Dynamic Uni

Hi All-

1 years ago

Justin started the discussion Beta indicator bug or broken?

Hi All-

1 years ago

Determined Apricot Beaver

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

8Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Focused Asparagus Alpaca

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

52Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Crawling Orange Jellyfish

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Parameters

1Security Types

0Sortino Ratio

2085Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Calculating Asparagus Duck

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

Casual Fluorescent Pink Jellyfish

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

Square Orange Jackal

-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...

8 months ago

Justin started the discussion Python vs C#

Hi everyone,

1 years ago

Justin started the discussion Short interest data?

Hi All-

1 years ago

Justin started the discussion Custom Data Efficiency in a Dynamic Uni

Hi All-

1 years ago

Justin started the discussion Beta indicator bug or broken?

Hi All-

1 years ago

Justin started the discussion Beta indicator calculating incorrectly

Hello-

1 years ago

Justin started the discussion Error Consolidating 1 day & 30 minute consolidators

Hello-

1 years ago

Justin started the discussion QuantConnect Price Data Discrepancies and Bias

Hello-

1 years ago

Justin left a comment in the discussion QuantConnect Price Data Discrepancies and Bias

Thanks Mia.

1 years ago

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...

1 years ago

Justin left a comment in the discussion Error Consolidating 1 day & 30 minute consolidators

Solved and will close discussion. 

1 years ago

Justin left a comment in the discussion Error Consolidating 1 day & 30 minute consolidators

Hi Mia-

1 years ago

Justin left a comment in the discussion Error Consolidating 1 day & 30 minute consolidators

Hi Mia Alissi-

1 years ago

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...

2 years ago

Justin started the discussion Check if invested and if any open orders for a set of symbols

Hi Everyone,

2 years ago

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...

2 years ago

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...

2 years ago

Justin started the discussion Changing OnData rate to 5 seconds

Hi All-

2 years ago

Justin started the discussion Log DollarVolume and MarketCap

Hi All-

2 years ago

Justin started the discussion Coarse Filter Logging

Hi All-

2 years ago

Justin started the discussion Log Bid/Ask while using TradeBars

Hi All-

2 years ago

Justin started the discussion Long backtests ending or freezing?

Hi All-

2 years ago