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Public Backtests (3)

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Hipster Orange Dog

-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

Calm Fluorescent Yellow Leopard

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

Casual Black Antelope

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


Community

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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...

5 years ago

Lucas started the discussion Noob question: Get list of symbols from OnData Tradebar

Hi All,

5 years ago

Lucas started the discussion One cancels the other order: Insufficient buying power

Hi All,

5 years ago

Lucas started the discussion Does IB Brokerage Model include immediate settlement?

Hi All,

5 years ago

Lucas started the discussion Clarification on what is needed to run local (LEAN) backtest using non-us exchange stocks

Hi All,

5 years ago

Hipster Orange Dog

-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

Calm Fluorescent Yellow Leopard

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

Casual Black Antelope

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...

5 years ago

Lucas started the discussion Noob question: Get list of symbols from OnData Tradebar

Hi All,

5 years ago

Lucas started the discussion One cancels the other order: Insufficient buying power

Hi All,

5 years ago

Lucas started the discussion Does IB Brokerage Model include immediate settlement?

Hi All,

5 years ago

Lucas started the discussion Clarification on what is needed to run local (LEAN) backtest using non-us exchange stocks

Hi All,

5 years ago

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

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,...

5 years ago

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...

5 years ago

Lucas left a comment in the discussion Noob question: Get list of symbols from OnData Tradebar

ThanksĀ Gurumeher Sawhney, that worked! Cheers

5 years ago

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...

5 years ago

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...

6 years ago

Lucas started the discussion Add previous value of indicator to rolling window custom class of multiple securities in C#

Hi All,

6 years ago

Lucas left a comment in the discussion Support for one-cancels-the-other order (OCO )

Hi @ Levitikon and others,

6 years ago

Lucas started the discussion QuantConnect Plugin Desktop Mode

Hi all,

7 years ago

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...

7 years ago

Lucas started the discussion Kelly position sizing

Has anyone successfully applied the kelly position sizing criterion to a backtest?

7 years ago

Lucas started the discussion VS2015 Python: Unable to import python module

Hi All, I've followed the steps on this discussion: 

7 years ago

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...

7 years ago