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-0.02Net Profit
-5.292Sharpe Ratio
-0.017Alpha
0.609Beta
-0.575CAR
0Drawdown
100Loss Rate
2Parameters
1Security Types
0Sortino Ratio
9Tradeable Dates
2Trades
-0.009Treynor Ratio
0Win Rate
0.785Net Profit
1.501Sharpe Ratio
1.809Alpha
-85.846Beta
25.273CAR
2.5Drawdown
0Loss Rate
15Parameters
1Security Types
0Sortino Ratio
9Tradeable Dates
2Trades
-0.003Treynor Ratio
100Win Rate
4.1Net Profit
1.09Sharpe Ratio
2.065Alpha
-90.17Beta
90.522CAR
16.7Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
20Tradeable Dates
3Trades
-0.008Treynor Ratio
100Win Rate
Lucas started the discussion Using google trends to predict stock market direction (without look ahead bias)
Hi All, I am interested in implementing some of the feedback in the comments of the thread in the...
Lucas started the discussion Noob question: Get list of symbols from OnData Tradebar
Hi All,
Lucas started the discussion One cancels the other order: Insufficient buying power
Hi All,
Lucas started the discussion Does IB Brokerage Model include immediate settlement?
Hi All,
Lucas started the discussion Clarification on what is needed to run local (LEAN) backtest using non-us exchange stocks
Hi All,
-0.02Net Profit
-5.292Sharpe Ratio
-0.017Alpha
0.609Beta
-0.575CAR
0Drawdown
100Loss Rate
2Parameters
1Security Types
0Sortino Ratio
9Tradeable Dates
2Trades
-0.009Treynor Ratio
0Win Rate
0.785Net Profit
1.501Sharpe Ratio
1.809Alpha
-85.846Beta
25.273CAR
2.5Drawdown
0Loss Rate
15Parameters
1Security Types
0Sortino Ratio
9Tradeable Dates
2Trades
-0.003Treynor Ratio
100Win Rate
4.1Net Profit
1.09Sharpe Ratio
2.065Alpha
-90.17Beta
90.522CAR
16.7Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
20Tradeable Dates
3Trades
-0.008Treynor Ratio
100Win Rate
Lucas started the discussion Using google trends to predict stock market direction (without look ahead bias)
Hi All, I am interested in implementing some of the feedback in the comments of the thread in the...
Lucas started the discussion Noob question: Get list of symbols from OnData Tradebar
Hi All,
Lucas started the discussion One cancels the other order: Insufficient buying power
Hi All,
Lucas started the discussion Does IB Brokerage Model include immediate settlement?
Hi All,
Lucas started the discussion Clarification on what is needed to run local (LEAN) backtest using non-us exchange stocks
Hi All,
Lucas left a comment in the discussion One cancels the other order: Insufficient buying power
Hi Link Liang, I realised this may not have anything to do with the OCO function. Because of this,...
Lucas left a comment in the discussion One cancels the other order: Insufficient buying power
Hi Link Liang, thanks for taking the time to reply back to me and for picking up in the line 58...
Lucas left a comment in the discussion Noob question: Get list of symbols from OnData Tradebar
ThanksĀ Gurumeher Sawhney, that worked! Cheers
Lucas left a comment in the discussion Using Google Trends to Predict Markets
Hi Guys, I am keen on recreating the above algo without the discussed look ahead bias. I have ~180...
Lucas started the discussion Get symbol (for use in schedule function) from universe
Hi, I am just getting my head around universes but I am having one simple problem. I cant get a...
Lucas started the discussion Add previous value of indicator to rolling window custom class of multiple securities in C#
Hi All,
Lucas left a comment in the discussion Support for one-cancels-the-other order (OCO )
Hi @ Levitikon and others,
Lucas started the discussion QuantConnect Plugin Desktop Mode
Hi all,
Lucas started the discussion How do I add an entry to the system path variable (C:\Python27)
https://github.com/QuantConnect/Lean/tree/master/Algorithm.PythonI am getting an error: Unable...
Lucas started the discussion Kelly position sizing
Has anyone successfully applied the kelly position sizing criterion to a backtest?
Lucas started the discussion VS2015 Python: Unable to import python module
Hi All, I've followed the steps on this discussion:
Lucas started the discussion Add all possible free data to cart
The goal here is rather then individually have to select each currency pair and resolution then add...
Lucas left a comment in the discussion Does IB Brokerage Model include immediate settlement?
To answer my own question, it appears an IB 'Cash' Account requires a 3 day settlement for funds to...
5 years ago