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.
-18.64Net Profit
1.545PSR
-1.55Sharpe Ratio
-0.694Alpha
0.709Beta
-47.379CAR
28.9Drawdown
52Loss Rate
9Parameters
2Security Types
-0.0364Sortino Ratio
84Tradeable Dates
42Trades
-0.63Treynor Ratio
48Win Rate
27Parameters
1Security Types
0Sortino Ratio
2524Tradeable Dates
0Parameters
0Security Types
4Tradeable Dates
P left a comment in the discussion Efficient Futures consolidation
On inspection I would guess the sheer number of asset data subscriptions at minute resolution makes...
P left a comment in the discussion Rebalancing Monthly using PortfolioConstructionModel? - Algorithm Framework
Sorry for bumping an old thread but I'm attempting to do exactly what Jared has described in 2.1...
P left a comment in the discussion Is there a way to get a list of the stocks that have been profitable with this algorithm?
Tradebuilder is useful if you're looking to do this type of analysis after the completion of a...
P left a comment in the discussion Portfolio Models constantly rebalances short positions
Had this issue recently too, check out this thread below:
-18.64Net Profit
1.545PSR
-1.55Sharpe Ratio
-0.694Alpha
0.709Beta
-47.379CAR
28.9Drawdown
52Loss Rate
9Parameters
2Security Types
-0.0364Sortino Ratio
84Tradeable Dates
42Trades
-0.63Treynor Ratio
48Win Rate
27Parameters
1Security Types
0Sortino Ratio
2524Tradeable Dates
0Parameters
0Security Types
4Tradeable Dates
P left a comment in the discussion Universe Warmup Feature/Workaround
Srry for bumping an old thread, but I'm attempting to do the same thing as Eugene and looking at...
P left a comment in the discussion Efficient Futures consolidation
On inspection I would guess the sheer number of asset data subscriptions at minute resolution makes...
P left a comment in the discussion Rebalancing Monthly using PortfolioConstructionModel? - Algorithm Framework
Sorry for bumping an old thread but I'm attempting to do exactly what Jared has described in 2.1...
P left a comment in the discussion Is there a way to get a list of the stocks that have been profitable with this algorithm?
Tradebuilder is useful if you're looking to do this type of analysis after the completion of a...
P left a comment in the discussion Portfolio Models constantly rebalances short positions
Had this issue recently too, check out this thread below:
P started the discussion Morningstar Fundamental Data Periods Update Frequency
I'm working with a universe selection algorithm that selects stocks with the highest traililng 12...
P started the discussion FX Market Hours Data
I'm having some trouble with my FX trading algo. It trades only once per week but needs to open a...
P started the discussion Chaining custom indicators and values together?
Having alot of trouble trying to chain together a bunch of indicators to get a single value...
P started the discussion Alpaca Cancelling Stops/Trailing Stops
hey guys does the IsSuccessful boolean for checking cancelled orders in live trading work with...
P started the discussion Alpaca Extended Trading Hours
I am currently live-trading an algo with the Alpaca integration, and would like my trades to be...
P started the discussion Trouble getting LEAN and IB paper trading to run
I've pulled the latest docker image and repo from github and am trying to launch paper trading on...
P started the discussion MOO/MOC and Opening/Closing Auction in backtest
Hey team
P left a comment in the discussion Trouble getting LEAN and IB paper trading to run
Thanks Derek but I have pulled the docker image according to the instructions already (as mentioned...
P left a comment in the discussion Universe Warmup Feature/Workaround
Srry for bumping an old thread, but I'm attempting to do the same thing as Eugene and looking at...
3 years ago