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0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
10Parameters
1Security Types
0Sortino Ratio
132Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0.638Net Profit
2.824PSR
0.086Sharpe Ratio
0.054Alpha
-0.21Beta
0.212CAR
32.2Drawdown
-1.63Loss Rate
5Parameters
0Security Types
0.015Sortino Ratio
757Tradeable Dates
61Trades
-0.063Treynor Ratio
4.58Win Rate
-2.458Net Profit
3.293PSR
0.017Sharpe Ratio
0.021Alpha
-0.179Beta
-1.024CAR
16.1Drawdown
-1.47Loss Rate
0Parameters
0Security Types
-0.059Sortino Ratio
609Tradeable Dates
91Trades
-0.013Treynor Ratio
1.99Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
6Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
2Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
5.265Net Profit
18.806PSR
0.323Sharpe Ratio
-0.016Alpha
0.738Beta
4.499CAR
11.2Drawdown
0Loss Rate
6Parameters
1Security Types
0Sortino Ratio
296Tradeable Dates
116Trades
0.052Treynor Ratio
100Win Rate
Newoptionz started the discussion Backtesting End date, closing the algorithm
Hi
Newoptionz started the discussion How to Save to objectStore from a backtest
Is it even possible to write to the objectstore from a backtest? Looks like it is possible, I'm...
Newoptionz started the discussion Def OnEndOfDay(self, symbol) example
Well I was using OnEndofDay(self) in an algorithm, just to get the open, high, low, close. Like...
Newoptionz started the discussion How to use SetDataNormalizationMode
In an algorithm I have
Newoptionz started the discussion Read CSV to dataframe in research
Hi
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
10Parameters
1Security Types
0Sortino Ratio
132Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0.638Net Profit
2.824PSR
0.086Sharpe Ratio
0.054Alpha
-0.21Beta
0.212CAR
32.2Drawdown
-1.63Loss Rate
5Parameters
0Security Types
0.015Sortino Ratio
757Tradeable Dates
61Trades
-0.063Treynor Ratio
4.58Win Rate
-2.458Net Profit
3.293PSR
0.017Sharpe Ratio
0.021Alpha
-0.179Beta
-1.024CAR
16.1Drawdown
-1.47Loss Rate
0Parameters
0Security Types
-0.059Sortino Ratio
609Tradeable Dates
91Trades
-0.013Treynor Ratio
1.99Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
6Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
2Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
5.265Net Profit
18.806PSR
0.323Sharpe Ratio
-0.016Alpha
0.738Beta
4.499CAR
11.2Drawdown
0Loss Rate
6Parameters
1Security Types
0Sortino Ratio
296Tradeable Dates
116Trades
0.052Treynor Ratio
100Win Rate
35.747Net Profit
81.161PSR
1.53Sharpe Ratio
0.094Alpha
0.043Beta
14.536CAR
4.5Drawdown
-0.8Loss Rate
29Parameters
0Security Types
1.798Sortino Ratio
822Tradeable Dates
111Trades
2.322Treynor Ratio
1.22Win Rate
10.118Net Profit
29.879PSR
0.62Sharpe Ratio
-0.024Alpha
0.636Beta
8.021CAR
8.8Drawdown
-1.69Loss Rate
0Parameters
0Security Types
0.844Sortino Ratio
456Tradeable Dates
8Trades
0.094Treynor Ratio
6.86Win Rate
10.118Net Profit
29.879PSR
0.62Sharpe Ratio
-0.024Alpha
0.636Beta
8.021CAR
8.8Drawdown
-1.69Loss Rate
0Parameters
0Security Types
0.844Sortino Ratio
456Tradeable Dates
8Trades
0.094Treynor Ratio
6.86Win Rate
31.622Net Profit
44.428PSR
0.974Sharpe Ratio
0.032Alpha
1.23Beta
24.207CAR
13.8Drawdown
-3.2Loss Rate
21Parameters
0Security Types
1.391Sortino Ratio
465Tradeable Dates
20Trades
0.148Treynor Ratio
7.42Win Rate
30.07Net Profit
52.744PSR
1.117Sharpe Ratio
0Alpha
0.833Beta
19.227CAR
12.8Drawdown
0Loss Rate
3Parameters
1Security Types
0Sortino Ratio
377Tradeable Dates
3Trades
0.166Treynor Ratio
0Win Rate
15.953Net Profit
23.29PSR
0.594Sharpe Ratio
0.036Alpha
0.017Beta
7.3CAR
16.4Drawdown
10Loss Rate
0Parameters
1Security Types
0.9611Sortino Ratio
767Tradeable Dates
20Trades
3.209Treynor Ratio
90Win Rate
114.257Net Profit
79.718PSR
3.321Sharpe Ratio
1.825Alpha
0.268Beta
262.335CAR
26.9Drawdown
-0.67Loss Rate
19Parameters
1Security Types
6.071Sortino Ratio
0Tradeable Dates
1278Trades
6.866Treynor Ratio
0.9Win Rate
Newoptionz started the discussion Backtesting End date, closing the algorithm
Hi
Newoptionz started the discussion How to Save to objectStore from a backtest
Is it even possible to write to the objectstore from a backtest? Looks like it is possible, I'm...
Newoptionz started the discussion Def OnEndOfDay(self, symbol) example
Well I was using OnEndofDay(self) in an algorithm, just to get the open, high, low, close. Like...
Newoptionz started the discussion How to use SetDataNormalizationMode
In an algorithm I have
Newoptionz started the discussion Read CSV to dataframe in research
Hi
Newoptionz left a comment in the discussion Survey & Sneak Peek! Help us name our new ecosystem
And I don't think Discord is the best place to share solutions, it might be live, but I have never...
Newoptionz left a comment in the discussion Def OnEndOfDay(self, symbol) example
When I run the algo still using OnEndofDay(self), I get the following waring, ‘Usage of...
Newoptionz left a comment in the discussion Backtests don't include delisted stocks
Wow, well I have never really worked with the 'Algo Framework', I've been stuck in the ‘classic...
Newoptionz left a comment in the discussion Def OnEndOfDay(self, symbol) example
And also why does it say ‘Please use this overload: OnEndOfDay(Symbol symbol)’ should this...
Newoptionz left a comment in the discussion How to Save to objectStore from a backtest
Thanks Nico
Newoptionz started the discussion Trade List of stocks
Hi
Newoptionz started the discussion Coding environment does not load?
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Newoptionz started the discussion Toggle Insights
Hi
Newoptionz started the discussion Workspace does not exist
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Newoptionz started the discussion Backtest to run only on stocks that have previously been successful with the stratergy.
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Newoptionz started the discussion Options examples difficult to get working
Hi
Newoptionz started the discussion Brain Sentiment indicator Dataset research pages?
I was trying to understand what is being explained at
Newoptionz started the discussion Brain ML Stock Ranking - example shows BrainSentimentIndicator30Day
I was struggling to get the example going for the ‘Brain ML Stock Ranking’ indicator. Finally...
Newoptionz left a comment in the discussion Read CSV to dataframe in research
Thanks Yuri, final code is
1 years ago