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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 (4)

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Well Dressed Magenta Bat

24832.566Net Profit

93.836PSR

1.562Sharpe Ratio

0.314Alpha

0.345Beta

48.312CAR

28Drawdown

-0.09Loss Rate

0Parameters

0Security Types

2.585Sortino Ratio

3523Tradeable Dates

3538Trades

1.001Treynor Ratio

0.51Win Rate

Focused Sky Blue Penguin

-72.865Net Profit

2.497PSR

-0.3Sharpe Ratio

-3.244Alpha

3.395Beta

-100CAR

75.2Drawdown

0Loss Rate

38Parameters

1Security Types

0Sortino Ratio

14Tradeable Dates

1Trades

-0.295Treynor Ratio

0Win Rate

Casual Red-Orange Eagle

282.052Net Profit

47.256PSR

1.1Sharpe Ratio

0.035Alpha

0.975Beta

23.605CAR

41.4Drawdown

-0.27Loss Rate

48Parameters

1Security Types

1.164Sortino Ratio

1593Tradeable Dates

304Trades

0.284Treynor Ratio

0.78Win Rate

Well Dressed Fluorescent Pink Flamingo

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate


Community

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Manoj left a comment in the discussion The In & Out Strategy - Continued from Quantopian

I tweaked some of the parameters (suc as smoothing period) and in/out comparison logic and was able...

2 years ago

Manoj left a comment in the discussion The In & Out Strategy - Continued from Quantopian

Peter Guenther  I made minor changes to v8 and was able to improve the performance. Basically, I...

2 years ago

Manoj left a comment in the discussion Continuous Futures Support

Excellent feature addition, it has eliminated a lot of headache for me. I was able to delete...

2 years ago

Manoj left a comment in the discussion The In & Out Strategy - Continued from Quantopian

Stephen David Bennett Wondering if you saw my post above with Link to alternative data that I have...

2 years ago

Manoj left a comment in the discussion The In & Out Strategy - Continued from Quantopian

I love the v8 version but wondering how. the stock splits/dividends are handled here? My fear is...

2 years ago

Well Dressed Magenta Bat

24832.566Net Profit

93.836PSR

1.562Sharpe Ratio

0.314Alpha

0.345Beta

48.312CAR

28Drawdown

-0.09Loss Rate

0Parameters

0Security Types

2.585Sortino Ratio

3523Tradeable Dates

3538Trades

1.001Treynor Ratio

0.51Win Rate

Focused Sky Blue Penguin

-72.865Net Profit

2.497PSR

-0.3Sharpe Ratio

-3.244Alpha

3.395Beta

-100CAR

75.2Drawdown

0Loss Rate

38Parameters

1Security Types

0Sortino Ratio

14Tradeable Dates

1Trades

-0.295Treynor Ratio

0Win Rate

Casual Red-Orange Eagle

282.052Net Profit

47.256PSR

1.1Sharpe Ratio

0.035Alpha

0.975Beta

23.605CAR

41.4Drawdown

-0.27Loss Rate

48Parameters

1Security Types

1.164Sortino Ratio

1593Tradeable Dates

304Trades

0.284Treynor Ratio

0.78Win Rate

Well Dressed Fluorescent Pink Flamingo

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Manoj left a comment in the discussion The In & Out Strategy - Continued from Quantopian

I tweaked some of the parameters (suc as smoothing period) and in/out comparison logic and was able...

2 years ago

Manoj left a comment in the discussion The In & Out Strategy - Continued from Quantopian

Peter Guenther  I made minor changes to v8 and was able to improve the performance. Basically, I...

2 years ago

Manoj left a comment in the discussion Continuous Futures Support

Excellent feature addition, it has eliminated a lot of headache for me. I was able to delete...

2 years ago

Manoj left a comment in the discussion The In & Out Strategy - Continued from Quantopian

Stephen David Bennett Wondering if you saw my post above with Link to alternative data that I have...

2 years ago

Manoj left a comment in the discussion The In & Out Strategy - Continued from Quantopian

I love the v8 version but wondering how. the stock splits/dividends are handled here? My fear is...

2 years ago

Manoj left a comment in the discussion The In & Out Strategy - Continued from Quantopian

Another option to test it for period before 2008 is to use Futures and Mutual Fund prices. Here is...

2 years ago

Manoj started the discussion Tax efficiency of an algorithm

I wrote some code to estimate and compare the tax efficiency of an algorithm. See the attached...

3 years ago

Manoj started the discussion Indicators - impact of splits and dividends, need for warm-up

If I am using a standard indicator provided by QC, do I need to re-warm up them:

3 years ago

Manoj started the discussion Use of StandardDeviationExecutionModel independent of other modules

I am wondering if there is ax way to use the StandardDeviationExecutionModel  without requiring...

3 years ago

Manoj started the discussion Formatting problems with self.Notify.Email

When I send myself an email using sell.Notify.Email, the entire email appears as a single line...

3 years ago

Manoj started the discussion Meaning of leverage in AddFuture

Wondering what is the meaning of parameter leverage in AddFuture? I found following code in the...

3 years ago

Manoj started the discussion Comprehensive support for Futures data

I noticed that Quantconnect supports a limited set of futures products particularly related to...

3 years ago

Manoj started the discussion Custom Data source other than Dropbox

I was wondering how to implement custom data from sources other than the dropbox. All the examples...

3 years ago

Manoj started the discussion Error encountered in live testing

My algorithm is working fine while I was backtesting it but it stopped working when I went live...

4 years ago

Manoj started the discussion Fama French Model

My algorith is based on fama french 3 factor model. It works well in back testing but while going...

4 years ago

Manoj started the discussion How to initialize average true range indicator

average true range (ATR) needs high, low, close. I cannot use warmup method I believe as my...

4 years ago

Manoj started the discussion Low beta high alpha universe

I noticed that quant connect already has capabilities to calculate alpha, beta, sharpe ratio,...

4 years ago

Manoj started the discussion Run multiple backtests to decide the best trading strategy

I have 2 or 3 different strategies that work in different market conditions. For example: One of...

4 years ago