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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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Crawling Sky Blue Penguin

-0.48Net Profit

1.078PSR

0.156Sharpe Ratio

0.056Alpha

-0.081Beta

-0.096CAR

51Drawdown

-0.55Loss Rate

24Parameters

0Security Types

0Tradeable Dates

5455Trades

-0.607Treynor Ratio

0.54Win Rate

Virtual Brown Pony

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

3Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

251Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Well Dressed Black Bull

9.244Net Profit

1.172PSR

0.166Sharpe Ratio

0.017Alpha

0.023Beta

1.784CAR

18.4Drawdown

-0.68Loss Rate

63Parameters

0Security Types

0.156Sortino Ratio

1259Tradeable Dates

1110Trades

0.795Treynor Ratio

1.1Win Rate


Community

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Papa left a comment in the discussion Help with Portfolio Construction Model - Issue with PortfolioTarget.Percent() and Execution Prices

Below is a custom FixedPercentagePortfolioConstructionModel that implements this solution:

1 months ago

Papa started the discussion Qty. for Market Orders using remaining margin

If you're not using alpha framework and looking for a way to order quantity based on a percentage...

1 years ago

Papa started the discussion Chart Quotas Custom charts - way to increase quotas?

Dear QC Community,

1 years ago

Papa started the discussion Market Breadth Indicator question

Hi QC Community, Web developer turned novice here trying to get average momentum percentage from a...

1 years ago

Papa started the discussion TrSum Volatility Indicator Implementation

I'd like to share an implementation of the trSum indicator, which is a useful measure of volatility...

1 years ago

Crawling Sky Blue Penguin

-0.48Net Profit

1.078PSR

0.156Sharpe Ratio

0.056Alpha

-0.081Beta

-0.096CAR

51Drawdown

-0.55Loss Rate

24Parameters

0Security Types

0Tradeable Dates

5455Trades

-0.607Treynor Ratio

0.54Win Rate

Virtual Brown Pony

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

3Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

251Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Well Dressed Black Bull

9.244Net Profit

1.172PSR

0.166Sharpe Ratio

0.017Alpha

0.023Beta

1.784CAR

18.4Drawdown

-0.68Loss Rate

63Parameters

0Security Types

0.156Sortino Ratio

1259Tradeable Dates

1110Trades

0.795Treynor Ratio

1.1Win Rate

Papa left a comment in the discussion Help with Portfolio Construction Model - Issue with PortfolioTarget.Percent() and Execution Prices

Below is a custom FixedPercentagePortfolioConstructionModel that implements this solution:

1 months ago

Papa started the discussion Qty. for Market Orders using remaining margin

If you're not using alpha framework and looking for a way to order quantity based on a percentage...

1 years ago

Papa started the discussion Chart Quotas Custom charts - way to increase quotas?

Dear QC Community,

1 years ago

Papa started the discussion Market Breadth Indicator question

Hi QC Community, Web developer turned novice here trying to get average momentum percentage from a...

1 years ago

Papa started the discussion TrSum Volatility Indicator Implementation

I'd like to share an implementation of the trSum indicator, which is a useful measure of volatility...

1 years ago

Papa started the discussion Extended Hours Overnight Trading 24/5

Wondering if QC is looking into extending extended hours for select securities? specifically: (...

1 years ago

Papa left a comment in the discussion Crypto Coarse Universe Selection is now Available

any update on the market cap data set?

1 years ago

Papa left a comment in the discussion Crypto market cap

anu update here?

1 years ago

Papa left a comment in the discussion Algorithm Framework with multiple alpha and universe selection models

Hi Shile, what about chained universes within the algorithm framework?

1 years ago

Papa left a comment in the discussion Finviz screener with Quantconnect

Yes, you can use Finviz screeners to filter stocks based on your criteria and then use QuantConnect...

1 years ago

Papa left a comment in the discussion Bollinger Band with EMA

Hey Zheng,

1 years ago