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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 (3)

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MyBacktest

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

11Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

1Tradeable Dates

60Trades

0Treynor Ratio

0Win Rate

Muscular Brown Cobra

1634.269Net Profit

80.269PSR

1.231Sharpe Ratio

0.101Alpha

0.178Beta

16.269CAR

15.4Drawdown

-1.34Loss Rate

10Parameters

0Security Types

1.845Sortino Ratio

6910Tradeable Dates

1132Trades

0.642Treynor Ratio

1.9Win Rate

Muscular Violet Butterfly

58.711Net Profit

60.393PSR

1.703Sharpe Ratio

0.934Alpha

-0.219Beta

76.769CAR

31.5Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

1Trades

-3.491Treynor Ratio

0Win Rate


Community

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Mislav left a comment in the discussion Automating the Wheel Strategy

2012

1 months ago

Mislav left a comment in the discussion Automating the Wheel Strategy

I think there are no options data before 2009

1 months ago

Mislav left a comment in the discussion Help with 0DTE strategy

.ekz. , Have you looked at blog post :)I am planning to give it another try next week, so I am...

3 months ago

Mislav left a comment in the discussion Help with 0DTE strategy

.ekz. , Here is the detailed description of the strategy:

7 months ago

Mislav left a comment in the discussion Net Current Asset Value Effect Algorithm

I have tried to rewrite the algo using new fundamental universe:from QuantConnect import...

8 months ago

MyBacktest

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

11Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

1Tradeable Dates

60Trades

0Treynor Ratio

0Win Rate

Muscular Brown Cobra

1634.269Net Profit

80.269PSR

1.231Sharpe Ratio

0.101Alpha

0.178Beta

16.269CAR

15.4Drawdown

-1.34Loss Rate

10Parameters

0Security Types

1.845Sortino Ratio

6910Tradeable Dates

1132Trades

0.642Treynor Ratio

1.9Win Rate

Muscular Violet Butterfly

58.711Net Profit

60.393PSR

1.703Sharpe Ratio

0.934Alpha

-0.219Beta

76.769CAR

31.5Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

1Trades

-3.491Treynor Ratio

0Win Rate

Mislav left a comment in the discussion Automating the Wheel Strategy

2012

1 months ago

Mislav left a comment in the discussion Automating the Wheel Strategy

I think there are no options data before 2009

1 months ago

Mislav left a comment in the discussion Help with 0DTE strategy

.ekz. , Have you looked at blog post :)I am planning to give it another try next week, so I am...

3 months ago

Mislav left a comment in the discussion Help with 0DTE strategy

.ekz. , Here is the detailed description of the strategy:

7 months ago

Mislav left a comment in the discussion Net Current Asset Value Effect Algorithm

I have tried to rewrite the algo using new fundamental universe:from QuantConnect import...

8 months ago

Mislav left a comment in the discussion New --pdf option doesn't work with Lean CLI

Hi Jared Broad and Ronit Jain ,

1 years ago

Mislav started the discussion LEAN and QC Cloud Produce Different Results

The backtest statistics are quite different in Lean / web QC. 

3 years ago

Mislav started the discussion Parameter optimization in Lean

Hi,

3 years ago

Mislav started the discussion Feature request : consolidators make easy

Hi,

3 years ago

Mislav started the discussion Live trading with custom data

Hi,

3 years ago

Mislav started the discussion Does the live trading need data from Data folder?

Since I have discovered lean CLI, I am developing my algos mostly in Lean(locally). I do backtests...

3 years ago

Mislav started the discussion Custom data with delays in live tradiing

I would like to use custom data in live trading mode. I have asked question related to this one few...

3 years ago

Mislav started the discussion Using Rest Custom Data returns an

I am trying to use Rest SubscriptionTransportMedium in my custom data setup. Attached you can find...

3 years ago

Mislav started the discussion Using Rest Custom Data returns an

I am trying to use Rest SubscriptionTransportMedium in my custom data setup. Attached you can find...

3 years ago

Mislav started the discussion Change API client ID in Interactive Brokers

Hi,

3 years ago

Mislav started the discussion Custom data in paer trading

This thread is continuation of previous thread. I have tried to solve with support, but without...

3 years ago

Mislav started the discussion Calculate technical indicators every period using ta_lib package

Hi,

4 years ago

Mislav started the discussion Error CA1305 The behavior of 'StringBuilder.AppendFormat

I am trying to install lean and use it with python.

4 years ago

Mislav started the discussion How to use pandas series with time index as argument?

In QC, Is it possible to use functions with pandas series argument?

4 years ago

Mislav started the discussion Use saved skelarn pkl file in QC

I would like load sklearn machine learning model into QC to make predictions as new bars arrived....

4 years ago

Mislav started the discussion Insufficient buying power

Very often (cca 20% of time) I am getting following error in my backtesting:

4 years ago

Mislav started the discussion One minute VIX data

Is it possible to use one minute VIX data in QC? I founded some examples in communnity with daily...

4 years ago

Mislav started the discussion Making POST requests using requests python library

I have to use R code inside my python script. I have made an simple API that accept two arguments,...

4 years ago

Mislav started the discussion Conslidate data to 30 minutes

I have read the docs on consolidators, saw github examples and tried to find examples on communnity...

4 years ago

Mislav started the discussion Use custom indicator in universe

I trying to apply custom indicator on my universes of stocks. I am mostly following examples I...

4 years ago

Mislav started the discussion Earnings data in OnData

How can I use price earning ratio instead of price in my strategy in OnData part?

4 years ago