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Biography

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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Swimming Yellow Butterfly

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

2Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate


Community

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Nathaniel started the discussion History() not working with futures data?

Any idea why my log message (which is trying to print the results of History() on a futures...

6 years ago

Nathaniel left a comment in the discussion History() not working with futures data?

Well, you can't see the logs, but it shows that the object I'm printing contains no...

6 years ago

Nathaniel started the discussion Schedule function to run on last trading day of every month

I'm trying to scheudle a function to run on the last trading day of every month.  I see...

7 years ago

Nathaniel started the discussion Adjusted price differences between QuantConnect and Quantopian

Hello,

7 years ago

Nathaniel started the discussion Using DataNormalizationMode.Raw and History()

I'm feeding raw data into my algorithm by making sure to set DataNormalizationMode.Raw in all...

7 years ago

Swimming Yellow Butterfly

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

2Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Nathaniel started the discussion History() not working with futures data?

Any idea why my log message (which is trying to print the results of History() on a futures...

6 years ago

Nathaniel left a comment in the discussion History() not working with futures data?

Well, you can't see the logs, but it shows that the object I'm printing contains no...

6 years ago

Nathaniel started the discussion Schedule function to run on last trading day of every month

I'm trying to scheudle a function to run on the last trading day of every month.  I see...

7 years ago

Nathaniel started the discussion Adjusted price differences between QuantConnect and Quantopian

Hello,

7 years ago

Nathaniel started the discussion Using DataNormalizationMode.Raw and History()

I'm feeding raw data into my algorithm by making sure to set DataNormalizationMode.Raw in all...

7 years ago

Nathaniel left a comment in the discussion Schedule function to run on last trading day of every month

Here's my solution in Python.  The type returned by TradingCalendar is not a list; I...

7 years ago

Nathaniel left a comment in the discussion Schedule function to run on last trading day of every month

 JayJayD thank you very much for the code sample!

7 years ago