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0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
539Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
86.365Net Profit
63.524PSR
1.29Sharpe Ratio
0.492Alpha
0.176Beta
72.67CAR
35.8Drawdown
41Loss Rate
0Parameters
1Security Types
1.0056Sortino Ratio
286Tradeable Dates
63Trades
3.033Treynor Ratio
59Win Rate
Mike started the discussion S&P500 Sector Rotation Strategy
Just found this platform and would like to "test" some trading ideas using only the 11 S&P500...
Mike started the discussion ETF Sector Rotation - Logic Help
Trying to colsolidate daily data in a monthly bar. Could I then calculate monthly performance of...
Mike started the discussion Daily To Monthly Consolidator
Looking to consolidate a month of "daily trade bars" into a monthly trade bar. Would the...
Mike started the discussion Sector Rotation Calculation Error
When running the program XLC is sold, and bought in April 2019. I thought my code would HOLD any...
Mike started the discussion McClellan Summation Index
The McClellan Summation Index is a long term version of the McClellan Oscillator, which is a market...
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
539Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
86.365Net Profit
63.524PSR
1.29Sharpe Ratio
0.492Alpha
0.176Beta
72.67CAR
35.8Drawdown
41Loss Rate
0Parameters
1Security Types
1.0056Sortino Ratio
286Tradeable Dates
63Trades
3.033Treynor Ratio
59Win Rate
Mike started the discussion S&P500 Sector Rotation Strategy
Just found this platform and would like to "test" some trading ideas using only the 11 S&P500...
Mike started the discussion ETF Sector Rotation - Logic Help
Trying to colsolidate daily data in a monthly bar. Could I then calculate monthly performance of...
Mike started the discussion Daily To Monthly Consolidator
Looking to consolidate a month of "daily trade bars" into a monthly trade bar. Would the...
Mike started the discussion Sector Rotation Calculation Error
When running the program XLC is sold, and bought in April 2019. I thought my code would HOLD any...
Mike started the discussion McClellan Summation Index
The McClellan Summation Index is a long term version of the McClellan Oscillator, which is a market...
Mike started the discussion Paper Trading
With the QuantConnect "Pro" level subscription, how many LIVE algorithms can one deploy for the...
Mike started the discussion Using TRIX To Liquidate
Created a list of speculative ETF's (many of them have triple leverage) that reallocates on the...
Mike started the discussion Trix Moving Average - Looking For Exit When Market Corrects
Is it possible to have a monthly consolidator AND a daily TRIX signal to exit early? Trying to...
Mike started the discussion Using SPY 30 Day Moving Average To Exit Early and To Avoid Buying
Trying to exit selected ETF's when the S&P500 (SPY) moves below its 30 day moving average. ...
Mike started the discussion How to get Weekly EMA
Hi all,
Mike started the discussion Historical Data Loading
Hi all,
Mike left a comment in the discussion HELP!!
Hi Dooms,
Mike left a comment in the discussion How to get Weekly EMA
Thanks Alex. Was just reading on QC and found information on “Sequential Consolidators”. My...
Mike left a comment in the discussion Trix Moving Average - Looking For Exit When Market Corrects
Hi Rahul, looked at the “exits” I’m getting with the use of TRIX SMA 4 nf the SPY. I like...
Mike left a comment in the discussion Trix Moving Average - Looking For Exit When Market Corrects
Thanks Rahul. Appreciate your thoughtful insights.
Mike left a comment in the discussion Paper Trading
Thanks Rahul, Yes, I was referencing the Prime Plan. Are there any guidelines for the limitations...
Mike left a comment in the discussion Tutoring intitiative
Hi Dan,
4 years ago