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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 (9)

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Focused Blue Buffalo

1.694Net Profit

67.609PSR

8.861Sharpe Ratio

-0.003Alpha

0.997Beta

271.993CAR

2.2Drawdown

0Loss Rate

7Parameters

0Security Types

5Tradeable Dates

1Trades

1.972Treynor Ratio

0Win Rate

Ugly Violet Gull

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

12Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

2Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Dancing Blue Leopard

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

8Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

2Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Hyper-Active Brown Salmon

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

10Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

2Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Pensive Red Armadillo

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

6Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

2Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate


Community

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Keith started the discussion Running lean live locally

Hello. I am attempting to use my interactive brokers account to run lean locally and I am receiving...

6 months ago

Keith started the discussion AlphaModel error

I am getting the following error "An error occurred during this backtest:During the algorithm...

6 months ago

Keith left a comment in the discussion Running lean live locally

Do I need to be login to quantconnect to run lean live?

6 months ago

Keith left a comment in the discussion Running lean live locally

how do reset my settings/configuration for Interactive Brokers on my local lean environment?

6 months ago

Keith left a comment in the discussion Running lean live locally

I am not using “lean cloud” or “lean data download." I am using the command "lean live...

6 months ago

Focused Blue Buffalo

1.694Net Profit

67.609PSR

8.861Sharpe Ratio

-0.003Alpha

0.997Beta

271.993CAR

2.2Drawdown

0Loss Rate

7Parameters

0Security Types

5Tradeable Dates

1Trades

1.972Treynor Ratio

0Win Rate

Ugly Violet Gull

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

12Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

2Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Dancing Blue Leopard

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

8Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

2Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Hyper-Active Brown Salmon

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

10Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

2Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Pensive Red Armadillo

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

6Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

2Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Dancing Yellow-Green Crocodile

0.524Net Profit

36.369PSR

0.249Sharpe Ratio

0.021Alpha

-0.627Beta

3.426CAR

6.9Drawdown

-0.18Loss Rate

10Parameters

0Security Types

0.209Sortino Ratio

0Tradeable Dates

46Trades

-0.052Treynor Ratio

0.21Win Rate

Dancing Blue Bison

1.047Net Profit

81.94PSR

2.359Sharpe Ratio

0.059Alpha

-0.011Beta

5.374CAR

3Drawdown

0Loss Rate

16Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

0Tradeable Dates

2Trades

-5.015Treynor Ratio

1.05Win Rate

Adaptable Apricot Termite

-1.453Net Profit

25.438PSR

-0.309Sharpe Ratio

-0.038Alpha

-0.005Beta

-5.072CAR

4.5Drawdown

-1.83Loss Rate

16Parameters

0Security Types

-0.216Sortino Ratio

0Tradeable Dates

6Trades

7.849Treynor Ratio

2.27Win Rate

Well Dressed Red Cat

3.318Net Profit

73.095PSR

4.5Sharpe Ratio

1.209Alpha

-0.463Beta

89.328CAR

1.7Drawdown

-1.33Loss Rate

6Parameters

0Security Types

-1.579Sortino Ratio

0Tradeable Dates

3Trades

-2.228Treynor Ratio

0Win Rate

Keith started the discussion Running lean live locally

Hello. I am attempting to use my interactive brokers account to run lean locally and I am receiving...

6 months ago

Keith started the discussion AlphaModel error

I am getting the following error "An error occurred during this backtest:During the algorithm...

6 months ago

Keith left a comment in the discussion Running lean live locally

Do I need to be login to quantconnect to run lean live?

6 months ago

Keith left a comment in the discussion Running lean live locally

how do reset my settings/configuration for Interactive Brokers on my local lean environment?

6 months ago

Keith left a comment in the discussion Running lean live locally

I am not using “lean cloud” or “lean data download." I am using the command "lean live...

6 months ago

Keith started the discussion Pass information from aphla model to log at the end of the algorthim

I would like to log/debug information that is in the alpha class model at the end of the algorithm....

2 years ago

Keith started the discussion CurrentTimeStepElapsed: 1.0 minutes in Isolator.cs:line 175. and rollingwindow conversion

I am getting an error":Runtime Error: Algorithm took longer than 10 minutes on a single time loop....

2 years ago

Keith started the discussion Market profile indicator

Does anyone have an example of the market profile indicator in python? When I try to use it, get an...

2 years ago

Keith started the discussion Incorrect volume with consolidator

I am using a 5 min consolidator. I noticed that the volume of 5 min consolidated bar is different...

2 years ago

Keith started the discussion Profit loss ratio

This may be a stupid question. What is the profit loss ratio? It is the total profit/total loss? I...

2 years ago

Keith left a comment in the discussion Incorrect volume with consolidator

Hi Fred, 

2 years ago

Keith left a comment in the discussion Incorrect volume with consolidator

Hi Fred, 

2 years ago

Keith left a comment in the discussion Incorrect volume with consolidator

Hi Fred, I think it is a systemic issue: It is the same for HES, for example 1 min bar with...

2 years ago

Keith started the discussion Using intraday data for daily indictors?

What is the process for using the 3:30 pm price in a daily moving average instead of the...

3 years ago

Keith started the discussion Help with creating a rolling dataframe of OHLCV in aphlaModel famework

Hello, 

3 years ago

Keith started the discussion Why does WeightingPortfolioConstructionModel PCM sell asset during rebalance on Long Insight?

Hi, I am using the WeightingPortfolioConstructionModel(rebalance = timedelta(hours=1)) PCM and I...

3 years ago

Keith started the discussion Buy bonds when there no holdings algo

Hi All, 

3 years ago

Keith started the discussion Does the university resolution need set to minute resolution for alphas?

I am working on developing an alpha that using hourly and daily resolution. Does the university...

3 years ago

Keith started the discussion Increase backtest run time?

Is there anyway to increase the run time for a backtest? I noticed it a previous forum that maximum...

3 years ago

Keith started the discussion Schedule ML Training

Is it possible to schedule machine learning training an alpha model framework? I am trying to use...

3 years ago

Keith started the discussion Active insights and RiskManagmenet

I am using an alpha framework, I have my alpha model which generates insights and the...

3 years ago