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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
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
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
I think there are no options data before 2009
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...
Mislav left a comment in the discussion Help with 0DTE strategy
.ekz. , Here is the detailed description of the strategy:
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...
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
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
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
Mislav left a comment in the discussion Automating the Wheel Strategy
I think there are no options data before 2009
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...
Mislav left a comment in the discussion Help with 0DTE strategy
.ekz. , Here is the detailed description of the strategy:
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...
Mislav left a comment in the discussion New --pdf option doesn't work with Lean CLI
Hi Jared Broad and Ronit Jain ,
Mislav started the discussion LEAN and QC Cloud Produce Different Results
The backtest statistics are quite different in Lean / web QC.
Mislav started the discussion Parameter optimization in Lean
Hi,
Mislav started the discussion Feature request : consolidators make easy
Hi,
Mislav started the discussion Live trading with custom data
Hi,
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...
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...
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...
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...
Mislav started the discussion Change API client ID in Interactive Brokers
Hi,
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...
Mislav started the discussion Calculate technical indicators every period using ta_lib package
Hi,
Mislav started the discussion Error CA1305 The behavior of 'StringBuilder.AppendFormat
I am trying to install lean and use it with python.
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?
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....
Mislav started the discussion Insufficient buying power
Very often (cca 20% of time) I am getting following error in my backtesting:
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...
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,...
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...
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...
Mislav started the discussion Earnings data in OnData
How can I use price earning ratio instead of price in my strategy in OnData part?
Mislav left a comment in the discussion Automating the Wheel Strategy
2012
1 months ago