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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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learning_dyna_low_updated

-0.065Net Profit

0.816PSR

0.107Sharpe Ratio

0.005Alpha

0.843Beta

-0.013CAR

52.1Drawdown

-0.78Loss Rate

54Parameters

0Security Types

0Sortino Ratio

1260Tradeable Dates

489Trades

0.027Treynor Ratio

0.54Win Rate

learning_dyna_all_updated

338.692Net Profit

3.097PSR

0.584Sharpe Ratio

0.002Alpha

1.024Beta

12.201CAR

29.3Drawdown

-0.29Loss Rate

54Parameters

0Security Types

0.714Sortino Ratio

3231Tradeable Dates

1245Trades

0.096Treynor Ratio

0.65Win Rate


Community

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Michael left a comment in the discussion Intersection of ROC comparison using OUT_DAY approach

I have conducted another backtest by delaying the trading strategy start date to 2010. The...

2 months ago

Michael started the discussion Research environment - Failed to connect to jupyter notebook

I couldn't connect to the research environment since this early morning. Everytime when I try to...

1 years ago

Michael left a comment in the discussion Research environment - Failed to connect to jupyter notebook

This is impressive! Thank you so much Jared Broad . 

1 years ago

Michael left a comment in the discussion Research environment - Failed to connect to jupyter notebook

Btw, I've also tried restarting the research node or even cleaning the browser cookies and caches,...

1 years ago

Michael started the discussion I've got different results everytime from the same codebase

Hi,

2 years ago

learning_dyna_low_updated

-0.065Net Profit

0.816PSR

0.107Sharpe Ratio

0.005Alpha

0.843Beta

-0.013CAR

52.1Drawdown

-0.78Loss Rate

54Parameters

0Security Types

0Sortino Ratio

1260Tradeable Dates

489Trades

0.027Treynor Ratio

0.54Win Rate

learning_dyna_all_updated

338.692Net Profit

3.097PSR

0.584Sharpe Ratio

0.002Alpha

1.024Beta

12.201CAR

29.3Drawdown

-0.29Loss Rate

54Parameters

0Security Types

0.714Sortino Ratio

3231Tradeable Dates

1245Trades

0.096Treynor Ratio

0.65Win Rate

Michael left a comment in the discussion Intersection of ROC comparison using OUT_DAY approach

I have conducted another backtest by delaying the trading strategy start date to 2010. The...

2 months ago

Michael started the discussion Research environment - Failed to connect to jupyter notebook

I couldn't connect to the research environment since this early morning. Everytime when I try to...

1 years ago

Michael left a comment in the discussion Research environment - Failed to connect to jupyter notebook

This is impressive! Thank you so much Jared Broad . 

1 years ago

Michael left a comment in the discussion Research environment - Failed to connect to jupyter notebook

Btw, I've also tried restarting the research node or even cleaning the browser cookies and caches,...

1 years ago

Michael started the discussion I've got different results everytime from the same codebase

Hi,

2 years ago

Michael started the discussion Why one limit order got triggered twice at the same time?

Hi,

2 years ago

Michael started the discussion FOREX FXCM market get empty data while using history()

Hi 

2 years ago

Michael started the discussion [ERROR] FATAL UNHANDLED EXCEPTION in my Tensorflow machine learning algorithm

I've been building this machine learning algorithm with TensorFlow but failed to complete the...

2 years ago

Michael left a comment in the discussion [ERROR] FATAL UNHANDLED EXCEPTION in my Tensorflow machine learning algorithm

Found the same thread solving this issue 

2 years ago

Michael left a comment in the discussion [Sharing] Forex grid trading strategy

Toaster 

2 years ago

Michael left a comment in the discussion [Sharing] Forex grid trading strategy

Hi .ekz. 

2 years ago

Michael started the discussion How to manually update Awesome Oscillator indicator?

I've been trying to add an awesome oscillator into my strategy with the dynamic universe. However,...

3 years ago

Michael started the discussion Question about typing math equation in research book

I've been searching for topic regarding whether we can type math equation using markdown in...

3 years ago

Michael started the discussion Stuck while running pair trading strategy backtest

I've been struggling to finish this pair trading strategy backtest. I've run this strategy in...

3 years ago

Michael started the discussion Follow up question regarding "Different Backtest Results for same Algorithm"

Hi,

3 years ago