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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 (2)

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Pensive Sky Blue Falcon

13.75Net Profit

97.923PSR

7.452Sharpe Ratio

1.018Alpha

0.112Beta

334.705CAR

4.6Drawdown

-0.04Loss Rate

5Parameters

0Security Types

22.947Sortino Ratio

32Tradeable Dates

17Trades

16.39Treynor Ratio

1.28Win Rate

Crawling Orange Sheep

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

5Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

32Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate


Community

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Oldrich started the discussion Persistent storage / Data serialization in research environment

Is there any option I missed or any plan to implement peristent storage for own...

3 years ago

Oldrich started the discussion Algorithm behave differently when setting even empty CustomSecurityInitializer

I have cryptocurrency algorithm ramwork based algo (Bitfinex, Margin account), which works as...

3 years ago

Oldrich started the discussion Auctions data in Daily resolution (equities)

Hi,

4 years ago

Oldrich left a comment in the discussion Opening-Closing Auction Prices / 20TB, 200M files, and 640 Cores.

Jared Broad 

4 years ago

Oldrich left a comment in the discussion Opening-Closing Auction Prices / 20TB, 200M files, and 640 Cores.

I compared quickly research daily bars with Yahoo finnance data and I still see some difference in...

4 years ago

Pensive Sky Blue Falcon

13.75Net Profit

97.923PSR

7.452Sharpe Ratio

1.018Alpha

0.112Beta

334.705CAR

4.6Drawdown

-0.04Loss Rate

5Parameters

0Security Types

22.947Sortino Ratio

32Tradeable Dates

17Trades

16.39Treynor Ratio

1.28Win Rate

Crawling Orange Sheep

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

5Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

32Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Oldrich started the discussion Persistent storage / Data serialization in research environment

Is there any option I missed or any plan to implement peristent storage for own...

3 years ago

Oldrich started the discussion Algorithm behave differently when setting even empty CustomSecurityInitializer

I have cryptocurrency algorithm ramwork based algo (Bitfinex, Margin account), which works as...

3 years ago

Oldrich started the discussion Auctions data in Daily resolution (equities)

Hi,

4 years ago

Oldrich left a comment in the discussion Opening-Closing Auction Prices / 20TB, 200M files, and 640 Cores.

Jared Broad 

4 years ago

Oldrich left a comment in the discussion Opening-Closing Auction Prices / 20TB, 200M files, and 640 Cores.

I compared quickly research daily bars with Yahoo finnance data and I still see some difference in...

4 years ago

Oldrich left a comment in the discussion Opening-Closing Auction Prices / 20TB, 200M files, and 640 Cores.

That's great news!

4 years ago

Oldrich left a comment in the discussion Auctions data in Daily resolution (equities)

Hi Shile,

4 years ago

Oldrich left a comment in the discussion Market On Close Fill Price

Issue at github for this:

4 years ago

Oldrich left a comment in the discussion Market On Close Fill Price

I have noticed the behaviour as well, it's quite confusing.. I suppose same issue apply to the...

4 years ago