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.
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
20Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
188Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
14Parameters
0Security Types
21Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
5304.955Net Profit
14.352PSR
0.864Sharpe Ratio
0.145Alpha
1.182Beta
28.3CAR
65.7Drawdown
-1.66Loss Rate
42Parameters
0Security Types
1.202Sortino Ratio
4027Tradeable Dates
1480Trades
0.196Treynor Ratio
1.67Win Rate
4532.207Net Profit
21.709PSR
0.928Sharpe Ratio
0.279Alpha
-0.091Beta
27.068CAR
65.7Drawdown
-1.71Loss Rate
42Parameters
0Security Types
1.149Sortino Ratio
4027Tradeable Dates
1481Trades
-2.972Treynor Ratio
1.68Win Rate
Nguyen started the discussion Change in data - No data for the last month
Hi team,
Nguyen started the discussion Change in fundamental data
Hi team,
Nguyen started the discussion Recent change in fundamental data after 28th Oct 2023
Hi team,
Nguyen left a comment in the discussion Recent change in fundamental data after 28th Oct 2023
Many thanks for the super helpful insight Jared Broad This makes sense now. So actually so far my...
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
20Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
188Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
14Parameters
0Security Types
21Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
5304.955Net Profit
14.352PSR
0.864Sharpe Ratio
0.145Alpha
1.182Beta
28.3CAR
65.7Drawdown
-1.66Loss Rate
42Parameters
0Security Types
1.202Sortino Ratio
4027Tradeable Dates
1480Trades
0.196Treynor Ratio
1.67Win Rate
4532.207Net Profit
21.709PSR
0.928Sharpe Ratio
0.279Alpha
-0.091Beta
27.068CAR
65.7Drawdown
-1.71Loss Rate
42Parameters
0Security Types
1.149Sortino Ratio
4027Tradeable Dates
1481Trades
-2.972Treynor Ratio
1.68Win Rate
-7.91Net Profit
20.566PSR
-0.661Sharpe Ratio
-0.371Alpha
-0.308Beta
-37.806CAR
17.3Drawdown
-1.19Loss Rate
42Parameters
0Security Types
-0.915Sortino Ratio
44Tradeable Dates
15Trades
0.856Treynor Ratio
0.79Win Rate
3.262Net Profit
49.198PSR
1.044Sharpe Ratio
0.168Alpha
0.094Beta
21.049CAR
6.4Drawdown
0Loss Rate
42Parameters
0Security Types
1.248Sortino Ratio
40Tradeable Dates
13Trades
2.041Treynor Ratio
0.76Win Rate
0.155Net Profit
34.977PSR
0.136Sharpe Ratio
0.027Alpha
-0.004Beta
0.923CAR
7Drawdown
-2.21Loss Rate
43Parameters
0Security Types
0.059Sortino Ratio
40Tradeable Dates
13Trades
-6.61Treynor Ratio
0.28Win Rate
Nguyen started the discussion Change in data - No data for the last month
Hi team,
Nguyen left a comment in the discussion Change in data - No data for the last month
Thanks Mia. Unfortunately this answer is not helpful. Would need insights from a technical team...
Nguyen started the discussion Change in fundamental data
Hi team,
Nguyen started the discussion Recent change in fundamental data after 28th Oct 2023
Hi team,
Nguyen left a comment in the discussion Recent change in fundamental data after 28th Oct 2023
Many thanks for the super helpful insight Jared Broad This makes sense now. So actually so far my...
Nguyen left a comment in the discussion Change in fundamental data
Many thanks Jared Broad for the fast turnaround. Please kindly let me know once the fix is in PROD...
Nguyen left a comment in the discussion Change in fundamental data
Hi Martin Molinero , I dug deeper into the backtest and found some changes in the behaviour. The...
Nguyen left a comment in the discussion Change in fundamental data
Thanks Martin Molinero , I updated the algo to return 0 where fundamental data is NaN. The backtest...
Nguyen left a comment in the discussion Many symbols, Daily The issue starts from Oct 12th, 2023; and continues until now
The above is datapoint at 2019-12-31 00:00:00
Nguyen started the discussion Backtest equities no longer has fundamentals
Hi team,
Nguyen started the discussion Old backtests having different result
Hi team,
Nguyen started the discussion ModuleNotFoundError: No module named 'QuantConnect.Data.Custom.Fred'
My algorithm stopped working today with the following error. Could someone help take a look ?
Nguyen started the discussion SetHoldings stopped working with arbitrary precision
I noticed today SetHoldings stopped working with arbitrary precision in weight. In this backtest...
Nguyen started the discussion Incorrect Price and Volume Data
I noticed the old backtest starts giving different results over the weekend. I suspect this may be...
Nguyen left a comment in the discussion Change in data - No data for the last month
Thanks Mia. Unfortunately this answer is not helpful. Would need insights from a technical team...
1 months ago