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-0.035Net Profit
0Sharpe Ratio
0Alpha
0Beta
-17.276CAR
0.2Drawdown
83Loss Rate
1Security Types
0.42360371497104Sortino Ratio
1Tradeable Dates
24Trades
0Treynor Ratio
17Win Rate
1628Tradeable Dates
1602Tradeable Dates
nik started the discussion Vix3 ?
Hello,
nik started the discussion OptionChainProvider.GetOptionContractList example in C#
Hi All,
nik started the discussion Realistic backtesting question
HI guys,
nik left a comment in the discussion Realistic backtesting question
Hi Stefano,
-0.035Net Profit
0Sharpe Ratio
0Alpha
0Beta
-17.276CAR
0.2Drawdown
83Loss Rate
1Security Types
0.42360371497104Sortino Ratio
1Tradeable Dates
24Trades
0Treynor Ratio
17Win Rate
1628Tradeable Dates
1602Tradeable Dates
nik started the discussion Vix3 ?
Hello,
nik started the discussion OptionChainProvider.GetOptionContractList example in C#
Hi All,
nik started the discussion Realistic backtesting question
HI guys,
nik left a comment in the discussion Realistic backtesting question
HI Jared and Stefano, Thanks for looking at this issue! Filling on last and carried over old bar...
nik left a comment in the discussion Realistic backtesting question
Hi Stefano,
nik left a comment in the discussion Realistic backtesting question
HI Stefano, Thanks for the clarification that the artificially copied bar will not be used for...
nik left a comment in the discussion Realistic backtesting question
HI Stefano, Thanks for the quick response! So, since the limit order fills on next bar, you think...
nik left a comment in the discussion T+3 rule for equitues on an IB cash account.
One side note when simulating and executing market orders on IB CASH account:
nik left a comment in the discussion T+3 rule for equitues on an IB cash account.
Hi Nick,
nik started the discussion SMA/EMA in algos with Fundametlal universes
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nik started the discussion Using daily VIX and minutes SPY
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nik started the discussion IB order execution delayed ?!
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nik started the discussion Live Mode Questions
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nik started the discussion Algorithm Result Differences with Latest Server Deploy
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nik started the discussion Portfolio running multiple algos
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nik started the discussion OnData(Slice s) event trigger granularity
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nik started the discussion SetHoldings question
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nik started the discussion IDE for the web
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nik started the discussion BackTest Error
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nik started the discussion IB data stream question
It seems that many QC members have extensive experience with IB platform and trading IB account.
nik started the discussion Minute bar closing price
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nik started the discussion Paper/live Autotrading IB or Tradier
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nik started the discussion Survivorship Bias
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nik started the discussion Backtests in Date Ranges Where Data Doesn't Exist
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nik started the discussion "Expectancy" meaning on the Overview tab
Does anybody know what the "Expectancy" definition is (on Overview tab of the results)?
nik left a comment in the discussion Realistic backtesting question
HI Jared and Stefano, Thanks for looking at this issue! Filling on last and carried over old bar...
6 years ago