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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 (1)

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Logical Fluorescent Orange Fox

1.545Net Profit

9.917Sharpe Ratio

0Alpha

56.211Beta

206.17CAR

0.3Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

5Tradeable Dates

2Trades

0.011Treynor Ratio

0Win Rate


Community

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mochunhei started the discussion Understanding buying power calculation and SetHoldings()

Hello, I've been trying really hard to understand the buying power calculation and...

6 years ago

mochunhei started the discussion Connection with Interactive Brokers lost?

Hello,

6 years ago

mochunhei left a comment in the discussion Connection with Interactive Brokers lost?

Thanks. But my live algo didn't reconnect automatically, Do I have to do any configuration so...

6 years ago

mochunhei left a comment in the discussion Connection with Interactive Brokers lost?

No. I'm not running my own server. I have subscribed the $20/month plan and run the algo...

6 years ago

mochunhei left a comment in the discussion Algo Framework ETF Momentum Rebalancing using Mean Variance Optimization

I didn't think about that, how do you do that?

6 years ago

Logical Fluorescent Orange Fox

1.545Net Profit

9.917Sharpe Ratio

0Alpha

56.211Beta

206.17CAR

0.3Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

5Tradeable Dates

2Trades

0.011Treynor Ratio

0Win Rate

mochunhei started the discussion Understanding buying power calculation and SetHoldings()

Hello, I've been trying really hard to understand the buying power calculation and...

6 years ago

mochunhei started the discussion Connection with Interactive Brokers lost?

Hello,

6 years ago

mochunhei left a comment in the discussion Connection with Interactive Brokers lost?

Thanks. But my live algo didn't reconnect automatically, Do I have to do any configuration so...

6 years ago

mochunhei left a comment in the discussion Connection with Interactive Brokers lost?

No. I'm not running my own server. I have subscribed the $20/month plan and run the algo...

6 years ago

mochunhei left a comment in the discussion Algo Framework ETF Momentum Rebalancing using Mean Variance Optimization

I didn't think about that, how do you do that?

6 years ago

mochunhei left a comment in the discussion Algo Framework ETF Momentum Rebalancing using Mean Variance Optimization

Jared, which language do you suggest us to work with this framework?

6 years ago

mochunhei left a comment in the discussion Algo Framework ETF Momentum Rebalancing using Mean Variance Optimization

I think this is amazing!! I really like the idea of modularization!!

6 years ago