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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 (3)

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Jan 1 98 to June 30 22 Take 5 stocks 10 day vol

14265659.74Net Profit

77.814PSR

1.395Sharpe Ratio

0.417Alpha

0.591Beta

62.284CAR

45.2Drawdown

-0.24Loss Rate

48Parameters

0Security Types

2.747Sortino Ratio

6164Tradeable Dates

61513Trades

0.77Treynor Ratio

0.3Win Rate

Jan 1 98 to June 30 22 Take 3 stocks 10 day vol

22822968.099Net Profit

92.631PSR

1.382Sharpe Ratio

0.306Alpha

0.644Beta

46.145CAR

50.7Drawdown

-0.41Loss Rate

48Parameters

0Security Types

1.754Sortino Ratio

8252Tradeable Dates

36911Trades

0.524Treynor Ratio

0.51Win Rate

Dancing Red Beaver

-2.999Net Profit

0PSR

-1.785Sharpe Ratio

-0.436Alpha

-1.375Beta

-97.539CAR

3.9Drawdown

-1.2Loss Rate

33Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

3Tradeable Dates

15Trades

0.71Treynor Ratio

0.9Win Rate


Community

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Panda started the discussion Backtest Keeps Pausing and won't continue

Having an issue that in my backtests it's pausing on random dates and not continue forward, still...

1 years ago

Panda started the discussion Backtests don't include delisted stocks

Found a pretty big issue in my backtesting. Any stock that is delisted in the present day is not...

1 years ago

Panda left a comment in the discussion Backtests don't include delisted stocks

Hi Louis,

1 years ago

Panda left a comment in the discussion Backtests don't include delisted stocks

Thanks. I’m in the same boat though. I can’t think of a scenario where including this...

1 years ago

Panda left a comment in the discussion Backtests don't include delisted stocks

Can you expand on what you mean by non algo frameworks? Appreciate the answer!!

1 years ago

Jan 1 98 to June 30 22 Take 5 stocks 10 day vol

14265659.74Net Profit

77.814PSR

1.395Sharpe Ratio

0.417Alpha

0.591Beta

62.284CAR

45.2Drawdown

-0.24Loss Rate

48Parameters

0Security Types

2.747Sortino Ratio

6164Tradeable Dates

61513Trades

0.77Treynor Ratio

0.3Win Rate

Jan 1 98 to June 30 22 Take 3 stocks 10 day vol

22822968.099Net Profit

92.631PSR

1.382Sharpe Ratio

0.306Alpha

0.644Beta

46.145CAR

50.7Drawdown

-0.41Loss Rate

48Parameters

0Security Types

1.754Sortino Ratio

8252Tradeable Dates

36911Trades

0.524Treynor Ratio

0.51Win Rate

Dancing Red Beaver

-2.999Net Profit

0PSR

-1.785Sharpe Ratio

-0.436Alpha

-1.375Beta

-97.539CAR

3.9Drawdown

-1.2Loss Rate

33Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

3Tradeable Dates

15Trades

0.71Treynor Ratio

0.9Win Rate

Panda started the discussion Backtest Keeps Pausing and won't continue

Having an issue that in my backtests it's pausing on random dates and not continue forward, still...

1 years ago

Panda started the discussion Backtests don't include delisted stocks

Found a pretty big issue in my backtesting. Any stock that is delisted in the present day is not...

1 years ago

Panda left a comment in the discussion Backtests don't include delisted stocks

Hi Louis,

1 years ago

Panda left a comment in the discussion Backtests don't include delisted stocks

Thanks. I’m in the same boat though. I can’t think of a scenario where including this...

1 years ago

Panda left a comment in the discussion Backtests don't include delisted stocks

Can you expand on what you mean by non algo frameworks? Appreciate the answer!!

1 years ago

Panda started the discussion Screen Stocks based on Gap and Volume

I'm trying to create a universe filter to emulate what I was doing using pipeline in Quantopian...

2 years ago

Panda started the discussion AccumulateWithClassSelection for Universe Selection

Trying to use AccumulateWithClassSelection for course universe selection instead of...

2 years ago

Panda started the discussion Looking to Hire a Coder to translate old Quantopian Code to Quantconnect in Python

Are there any coders here or any recommendations on people who may be interested in translating...

2 years ago

Panda started the discussion Holdings amount not changing for stock splits?

Hi all,

2 years ago

Panda started the discussion How to allow partial shares trading?

I'm trying to allow my backtests to trade partial shares, but every time I try to run it assuming...

2 years ago

Panda started the discussion Volume data inconsistent from other sources

Looking into bugs in some algos I'm running and one of the common issues I'm seeing is that the...

2 years ago