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Activity on QuantConnect

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 (2)

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Upgraded Apricot Jackal

1178.42Net Profit

99.996PSR

2.426Sharpe Ratio

0.348Alpha

0.015Beta

56.657CAR

9.4Drawdown

8Loss Rate

21Parameters

1Security Types

1.132Sortino Ratio

0Tradeable Dates

324Trades

22.809Treynor Ratio

92Win Rate

Formal Magenta Badger

335.323Net Profit

99.88PSR

65.892Sharpe Ratio

72.695Alpha

-0.486Beta

24356.025CAR

22.8Drawdown

59Loss Rate

39Parameters

1Security Types

106.373Sortino Ratio

67Tradeable Dates

45Trades

-150.031Treynor Ratio

41Win Rate


Community

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Mak left a comment in the discussion SPX, Minute The issue starts at the start of the data; and continues until now

The format of the above print outs seems to be messed up, so here it is re-attached.

2 years ago

Mak started the discussion Consolidation and RSI Indicator Charting

Hi All,

3 years ago

Mak started the discussion Total trades discrepancy when changing daily exit time

I have a strategy that's supposed to trade only once per day with set exit time everyday, 

3 years ago

Mak started the discussion Unable to get Volume in Coarse

Hello,

3 years ago

Mak started the discussion Getting inaccurate values from ATR Indicator on one minute and hour resolutions

Hello,

3 years ago

Upgraded Apricot Jackal

1178.42Net Profit

99.996PSR

2.426Sharpe Ratio

0.348Alpha

0.015Beta

56.657CAR

9.4Drawdown

8Loss Rate

21Parameters

1Security Types

1.132Sortino Ratio

0Tradeable Dates

324Trades

22.809Treynor Ratio

92Win Rate

Formal Magenta Badger

335.323Net Profit

99.88PSR

65.892Sharpe Ratio

72.695Alpha

-0.486Beta

24356.025CAR

22.8Drawdown

59Loss Rate

39Parameters

1Security Types

106.373Sortino Ratio

67Tradeable Dates

45Trades

-150.031Treynor Ratio

41Win Rate

Mak left a comment in the discussion SPX, Minute The issue starts at the start of the data; and continues until now

The format of the above print outs seems to be messed up, so here it is re-attached.

2 years ago

Mak started the discussion Consolidation and RSI Indicator Charting

Hi All,

3 years ago

Mak started the discussion Total trades discrepancy when changing daily exit time

I have a strategy that's supposed to trade only once per day with set exit time everyday, 

3 years ago

Mak started the discussion Unable to get Volume in Coarse

Hello,

3 years ago

Mak started the discussion Getting inaccurate values from ATR Indicator on one minute and hour resolutions

Hello,

3 years ago

Mak started the discussion Code doesn't take trades on live nodes. Dropbox Universe

Code doesn't seem to take any trades when on QC paper trading.

3 years ago

Mak left a comment in the discussion IBKR real-time bar data not exactly match TWS bars

Hi,

3 years ago

Mak left a comment in the discussion On slicing Python Lists (and all other sliceable Python data structures)

Thanks!

3 years ago

Mak left a comment in the discussion Looking for options collaborators to work on machine learning

Hi Domenico,

3 years ago

Mak left a comment in the discussion Weekly trade Bar consolidator

Thanks,

3 years ago

Mak left a comment in the discussion Weekly trade Bar consolidator

Hi Dario Teodori ,

3 years ago