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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 (88)

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Emotional Fluorescent Pink Eagle

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

2Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Upgraded Fluorescent Pink Goshawk

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Option

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

3Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Crypto

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

5Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Alert Magenta Dinosaur

0Net Profit

-1.7Sharpe Ratio

-0.115Alpha

0.112Beta

-12.226CAR

0.8Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

5Tradeable Dates

1Trades

-0.662Treynor Ratio

0Win Rate


Community

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Michael left a comment in the discussion AAPL not split adjust (June 2014)

Hello Juraj - thank you for reporting this issue. We've identified and fixed the problem....

6 years ago

Michael left a comment in the discussion An Intermarket Approach to Beta Rotation

Awesome! I wonder if you could incorporate downside risk detection through something like CAPE?...

6 years ago

Michael left a comment in the discussion Example of RollingWindow Alphas indicator under QC Framework

Welcome to QuantConnect Joe!

6 years ago

Michael left a comment in the discussion SMA VWAP

You can get the SMA of any indicator using the SMA extension method. Check out this page...

6 years ago

Michael left a comment in the discussion Paper trading from local machine

Hi GabrielV ! We wrote a post about how to do this here:

6 years ago

Emotional Fluorescent Pink Eagle

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

2Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Upgraded Fluorescent Pink Goshawk

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Option

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

3Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Crypto

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

5Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Alert Magenta Dinosaur

0Net Profit

-1.7Sharpe Ratio

-0.115Alpha

0.112Beta

-12.226CAR

0.8Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

5Tradeable Dates

1Trades

-0.662Treynor Ratio

0Win Rate

Geeky Magenta Zebra

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

5Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Determined Violet Goat

807Tradeable Dates

Calm Green Ant

45Tradeable Dates

Geeky Yellow Gaur

65Tradeable Dates

Energetic Apricot Mule

2Tradeable Dates

Crying Yellow-Green Gull

5907Tradeable Dates

Logical Violet Beaver

3Tradeable Dates

Well Dressed Black Fly

0Tradeable Dates

Hipster Black Barracuda

20Tradeable Dates

Energetic Fluorescent Yellow Pony

0Tradeable Dates

Ugly Light Brown Chimpanzee

104Tradeable Dates

Hipster Magenta Caterpillar

254Tradeable Dates

Dancing Fluorescent Orange Pigeon

5Tradeable Dates

Creative Fluorescent Pink Owlet

0Tradeable Dates

Alert Fluorescent Orange Wolf

0Tradeable Dates

Jumping Fluorescent Orange Eagle

0Tradeable Dates

Ugly Orange Sheep

731Tradeable Dates

Measured Fluorescent Yellow Leopard

4277Tradeable Dates

Logical Violet Shark

5800Tradeable Dates

Adaptable Yellow-Green Mule

4277Tradeable Dates

Creative Blue Snake

547Tradeable Dates

Logical Apricot Jaguar

700Tradeable Dates

Casual Tan Rhinoceros

1745Tradeable Dates

Sleepy Sky Blue Barracuda

504Tradeable Dates

Hyper-Active Red Hippopotamus

1199Tradeable Dates

Michael left a comment in the discussion AAPL not split adjust (June 2014)

Hello Juraj - thank you for reporting this issue. We've identified and fixed the problem....

6 years ago

Michael left a comment in the discussion An Intermarket Approach to Beta Rotation

Awesome! I wonder if you could incorporate downside risk detection through something like CAPE?...

6 years ago

Michael left a comment in the discussion Example of RollingWindow Alphas indicator under QC Framework

Welcome to QuantConnect Joe!

6 years ago

Michael left a comment in the discussion SMA VWAP

You can get the SMA of any indicator using the SMA extension method. Check out this page...

6 years ago

Michael left a comment in the discussion Paper trading from local machine

Hi GabrielV ! We wrote a post about how to do this here:

6 years ago

Michael left a comment in the discussion Column names | Oanda csv metadata | Oanda 1 minute csv data

For open source support please send a message to the google groups to help as many people as...

6 years ago

Michael started the discussion Easy Indicator History

It is common to keep track of historical values for various things. Sometimes we need to keep track...

8 years ago

Michael started the discussion Complex Indicators on 15 minute Time frame

I've thrown together an example algorithm that shows how to define indicators on any time frame...

9 years ago

Michael started the discussion [Strategy] Opening Range Breakout

Hey all!

9 years ago

Michael started the discussion [Feature] History and Warmup

Hey all!

9 years ago