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.
26.421Net Profit
1.449PSR
0.265Sharpe Ratio
-0.02Alpha
0.645Beta
3.926CAR
25.8Drawdown
-1.06Loss Rate
6Parameters
0Security Types
0.294Sortino Ratio
0Tradeable Dates
538Trades
0.057Treynor Ratio
2.14Win Rate
22.489Net Profit
1.179PSR
0.237Sharpe Ratio
-0.027Alpha
0.679Beta
3.388CAR
27Drawdown
-1.06Loss Rate
6Parameters
0Security Types
0.25Sortino Ratio
0Tradeable Dates
553Trades
0.05Treynor Ratio
2.11Win Rate
14.43Net Profit
35.233PSR
0.727Sharpe Ratio
0.036Alpha
0.492Beta
13.229CAR
8.5Drawdown
-0.9Loss Rate
33Parameters
0Security Types
0.984Sortino Ratio
0Tradeable Dates
118Trades
0.204Treynor Ratio
2.18Win Rate
80.769Net Profit
3.143PSR
0.411Sharpe Ratio
0.113Alpha
0.137Beta
11.363CAR
47.1Drawdown
-1.34Loss Rate
26Parameters
0Security Types
0.325Sortino Ratio
0Tradeable Dates
216Trades
0.927Treynor Ratio
2.26Win Rate
134.327Net Profit
5.107PSR
0.524Sharpe Ratio
0.315Alpha
-0.166Beta
18.556CAR
69.8Drawdown
-0.37Loss Rate
17Parameters
0Security Types
0.219Sortino Ratio
0Tradeable Dates
3Trades
-1.761Treynor Ratio
0Win Rate
Log left a comment in the discussion Model Volatility Contraction/Cup and Handle patterns
yes sure, how shall I share it? It's been so long I coded it so maynot be remember all the details...
Log left a comment in the discussion Model Volatility Contraction/Cup and Handle patterns
Hi Wolfram Arnold yes I have created a rough version of it as an exercise, let me know if you need...
Log started the discussion Do we need to explicitly add Security to calculate automatic EMA values?
Hi, I am super new to Quantconnect Algorithms and was trying to update EMA bootcamp tutorial code...
Log started the discussion Indicators IsReady always false
HI, I am trying to create a momentum strategy based on EMA 200 and 50. I am trying to store symbol,...
26.421Net Profit
1.449PSR
0.265Sharpe Ratio
-0.02Alpha
0.645Beta
3.926CAR
25.8Drawdown
-1.06Loss Rate
6Parameters
0Security Types
0.294Sortino Ratio
0Tradeable Dates
538Trades
0.057Treynor Ratio
2.14Win Rate
22.489Net Profit
1.179PSR
0.237Sharpe Ratio
-0.027Alpha
0.679Beta
3.388CAR
27Drawdown
-1.06Loss Rate
6Parameters
0Security Types
0.25Sortino Ratio
0Tradeable Dates
553Trades
0.05Treynor Ratio
2.11Win Rate
14.43Net Profit
35.233PSR
0.727Sharpe Ratio
0.036Alpha
0.492Beta
13.229CAR
8.5Drawdown
-0.9Loss Rate
33Parameters
0Security Types
0.984Sortino Ratio
0Tradeable Dates
118Trades
0.204Treynor Ratio
2.18Win Rate
80.769Net Profit
3.143PSR
0.411Sharpe Ratio
0.113Alpha
0.137Beta
11.363CAR
47.1Drawdown
-1.34Loss Rate
26Parameters
0Security Types
0.325Sortino Ratio
0Tradeable Dates
216Trades
0.927Treynor Ratio
2.26Win Rate
134.327Net Profit
5.107PSR
0.524Sharpe Ratio
0.315Alpha
-0.166Beta
18.556CAR
69.8Drawdown
-0.37Loss Rate
17Parameters
0Security Types
0.219Sortino Ratio
0Tradeable Dates
3Trades
-1.761Treynor Ratio
0Win Rate
134.36Net Profit
5.108PSR
0.524Sharpe Ratio
0.315Alpha
-0.166Beta
18.559CAR
69.8Drawdown
-0.37Loss Rate
17Parameters
0Security Types
0.219Sortino Ratio
0Tradeable Dates
3Trades
-1.761Treynor Ratio
0Win Rate
Log left a comment in the discussion Model Volatility Contraction/Cup and Handle patterns
Sure.
Log left a comment in the discussion Model Volatility Contraction/Cup and Handle patterns
yes sure, how shall I share it? It's been so long I coded it so maynot be remember all the details...
Log left a comment in the discussion Model Volatility Contraction/Cup and Handle patterns
Hi Wolfram Arnold yes I have created a rough version of it as an exercise, let me know if you need...
Log started the discussion Do we need to explicitly add Security to calculate automatic EMA values?
Hi, I am super new to Quantconnect Algorithms and was trying to update EMA bootcamp tutorial code...
Log started the discussion Indicators IsReady always false
HI, I am trying to create a momentum strategy based on EMA 200 and 50. I am trying to store symbol,...
Log started the discussion Incorrect Minimum indicator value
Hi, I am trying to store 52 week high/low values for the stocks in my algorithm with the help of...
Log started the discussion Minimum Indicator Value is not the one expected when using CoarseSelectionFunction
I am creating this discussion as a follow up to my previous discussion :
Log started the discussion Model Volatility Contraction/Cup and Handle patterns
Hi Members, I am wondering if we can model a Volatility Contraction Pattern or Cup-n-Handle...
Log started the discussion Suggestions/Improvements in following Algorithm
Hi Members, I am new to Quantconnect and trying my best to convert ideas into Algorithm Framework....
Log started the discussion Unable to understand order timing logic
Hi, I am new to Quantconnect and am having really hard time understanding how daily resolution...
Log started the discussion How to pass another indicator value for RegisterIndicator Function
Hi members, I am trying to achieve below for my algorithm:
Log started the discussion How to get quarter Year on Year growth(YoY growtj) of fundamental data of equity
Hi Members, is there any way/function by which we can get same quarter YoY growth in fundamental...
Log started the discussion How do I remove only consecutive duplicates from my earnings/fundamental dataframe
Hi Members, I am new to Python and Quantconnect. I am trying to fetch quarterly EPS history of...
Log left a comment in the discussion Model Volatility Contraction/Cup and Handle patterns
HI Derek Melchin Thanks for the reference, however I am not from ML/Stats background hence it will...
Log left a comment in the discussion How to pass another indicator value for RegisterIndicator Function
Hi Fred, Thanks for the backtest. yes I do believe it maybe the case 2, as 200 moving average will...
Log left a comment in the discussion How do I remove only consecutive duplicates from my earnings/fundamental dataframe
Hi Nico Xenox Thank you so much, will check it!
Log left a comment in the discussion Model Volatility Contraction/Cup and Handle patterns
Sure.
11 months ago