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.
86.801Net Profit
0.56PSR
0.245Sharpe Ratio
0.033Alpha
0.232Beta
6.997CAR
42.1Drawdown
-2.85Loss Rate
0Parameters
0Security Types
0Tradeable Dates
199Trades
0.219Treynor Ratio
5.76Win Rate
0.349Net Profit
0.985PSR
0.064Sharpe Ratio
-0.017Alpha
0.213Beta
0.08CAR
32Drawdown
-0.24Loss Rate
0Parameters
0Security Types
0Tradeable Dates
1023Trades
0.035Treynor Ratio
0.78Win Rate
29.839Net Profit
76.13PSR
1.252Sharpe Ratio
0Alpha
0Beta
6.211CAR
2.8Drawdown
-0.18Loss Rate
6Parameters
0Security Types
1090Tradeable Dates
454Trades
0Treynor Ratio
0.24Win Rate
14.33Net Profit
0.311PSR
0.185Sharpe Ratio
-0.013Alpha
0.325Beta
1.704CAR
26.3Drawdown
-0.51Loss Rate
5Parameters
0Security Types
0.228Sortino Ratio
1995Tradeable Dates
128Trades
0.047Treynor Ratio
7.53Win Rate
-1.129Net Profit
0.12PSR
-0.125Sharpe Ratio
-0.006Alpha
0.047Beta
-0.23CAR
3.8Drawdown
57Loss Rate
5Parameters
1Security Types
-0.0943Sortino Ratio
1240Tradeable Dates
78Trades
-0.032Treynor Ratio
43Win Rate
Nikolay started the discussion Is there any implementation for LmitOrderExecutionModel
Hi guys,
Nikolay started the discussion Can I access localhost from lean docker container?
I am trying to develop new data plugin to be imported during my algo execution. Before deploying my...
Nikolay started the discussion How can construct portfolio properly without re-balancing if there wasn't signal to change direction?
I am trying to build strategy around framework, so I can later test it over universe of stocks. I...
Nikolay left a comment in the discussion Can I access localhost from lean docker container?
Default behaviour of HttpClient in .NET is to verify validity of SSL certificate. When running...
86.801Net Profit
0.56PSR
0.245Sharpe Ratio
0.033Alpha
0.232Beta
6.997CAR
42.1Drawdown
-2.85Loss Rate
0Parameters
0Security Types
0Tradeable Dates
199Trades
0.219Treynor Ratio
5.76Win Rate
0.349Net Profit
0.985PSR
0.064Sharpe Ratio
-0.017Alpha
0.213Beta
0.08CAR
32Drawdown
-0.24Loss Rate
0Parameters
0Security Types
0Tradeable Dates
1023Trades
0.035Treynor Ratio
0.78Win Rate
29.839Net Profit
76.13PSR
1.252Sharpe Ratio
0Alpha
0Beta
6.211CAR
2.8Drawdown
-0.18Loss Rate
6Parameters
0Security Types
1090Tradeable Dates
454Trades
0Treynor Ratio
0.24Win Rate
14.33Net Profit
0.311PSR
0.185Sharpe Ratio
-0.013Alpha
0.325Beta
1.704CAR
26.3Drawdown
-0.51Loss Rate
5Parameters
0Security Types
0.228Sortino Ratio
1995Tradeable Dates
128Trades
0.047Treynor Ratio
7.53Win Rate
-1.129Net Profit
0.12PSR
-0.125Sharpe Ratio
-0.006Alpha
0.047Beta
-0.23CAR
3.8Drawdown
57Loss Rate
5Parameters
1Security Types
-0.0943Sortino Ratio
1240Tradeable Dates
78Trades
-0.032Treynor Ratio
43Win Rate
Nikolay started the discussion Is there any implementation for LmitOrderExecutionModel
Hi guys,
Nikolay started the discussion Can I access localhost from lean docker container?
I am trying to develop new data plugin to be imported during my algo execution. Before deploying my...
Nikolay started the discussion How can construct portfolio properly without re-balancing if there wasn't signal to change direction?
I am trying to build strategy around framework, so I can later test it over universe of stocks. I...
Nikolay left a comment in the discussion How can construct portfolio properly without re-balancing if there wasn't signal to change direction?
How do you find the right Insight to expire it manually? Using tags?
Nikolay left a comment in the discussion Can I access localhost from lean docker container?
Default behaviour of HttpClient in .NET is to verify validity of SSL certificate. When running...
Nikolay left a comment in the discussion Can I access localhost from lean docker container?
Hi,
Nikolay left a comment in the discussion Is there any implementation for LmitOrderExecutionModel
Here is the original code which I wrote, just trying to re-write it now with AlgorithmFramework
Nikolay started the discussion What's the best way to group order with stop-loss when there are multiple orders
Hi guys,
Nikolay left a comment in the discussion What's the best way to group order with stop-loss when there are multiple orders
Thank you guys,
Nikolay left a comment in the discussion What's the best way to group order with stop-loss when there are multiple orders
Thank you for you time Derek. How in your opinion then stopMarket orders should be submitted? Will...
Nikolay left a comment in the discussion How can construct portfolio properly without re-balancing if there wasn't signal to change direction?
How do you find the right Insight to expire it manually? Using tags?
1 years ago