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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 (1)

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Square Fluorescent Pink Camel

24.077Net Profit

2.302Sharpe Ratio

0.299Alpha

-0.23Beta

38.095CAR

3.3Drawdown

35Loss Rate

1Security Types

0.855200206656Sortino Ratio

169Tradeable Dates

62Trades

-1.171Treynor Ratio

65Win Rate


Community

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Patrick started the discussion Extremely slow

Hi quant connect team...

7 years ago

Patrick started the discussion Runtime Error: System.Exception: Execution Security Error: Operation timed out - 19.6666666666667 minutes max

This is what I get in the logs. Am I doing something wrong?

7 years ago

Patrick started the discussion Choosing a broker for going live

First my apology if these question are too basic. I am pretty new to this world...

7 years ago

Patrick started the discussion Openning Account with Interactive Brokers

I'm planning to open an account with IB. I talked to them on the phone and they said I need a...

7 years ago

Patrick started the discussion High volume orders in backtests

I was wondering if there is any kind of checks when we place a buy order (e.g. volume verification,...

7 years ago

Square Fluorescent Pink Camel

24.077Net Profit

2.302Sharpe Ratio

0.299Alpha

-0.23Beta

38.095CAR

3.3Drawdown

35Loss Rate

1Security Types

0.855200206656Sortino Ratio

169Tradeable Dates

62Trades

-1.171Treynor Ratio

65Win Rate

Patrick started the discussion Extremely slow

Hi quant connect team...

7 years ago

Patrick started the discussion Runtime Error: System.Exception: Execution Security Error: Operation timed out - 19.6666666666667 minutes max

This is what I get in the logs. Am I doing something wrong?

7 years ago

Patrick started the discussion Choosing a broker for going live

First my apology if these question are too basic. I am pretty new to this world...

7 years ago

Patrick started the discussion Openning Account with Interactive Brokers

I'm planning to open an account with IB. I talked to them on the phone and they said I need a...

7 years ago

Patrick started the discussion High volume orders in backtests

I was wondering if there is any kind of checks when we place a buy order (e.g. volume verification,...

7 years ago

Patrick started the discussion SetCash in live test mode

I have set the cash to 30,000 in my code but when I deploy it to live mode it sets it to 100,000....

7 years ago

Patrick started the discussion Question/Suggestion about Warmup process

Hi QC team,

7 years ago

Patrick started the discussion SetHoldings vs other types of Orders

Hi all,

7 years ago

Patrick started the discussion We currently only support 50 second at a time due to physical memory limitations

What does this error mean? I get a bunch of these...

7 years ago

Patrick started the discussion Methods to make orders fill faster

From what I have learned by researching in the Internet, there are several methods to make the...

7 years ago

Patrick started the discussion FOK and IOC orders

Hi,

7 years ago

Patrick started the discussion Tick data's order

Hi,

7 years ago

Patrick started the discussion Live Data Feed for Second Resolution

Hi,

7 years ago

Patrick started the discussion Interactive Brokers - Tiered Commissions

IB has two models for charging commissions: fixed and tiered.

7 years ago

Patrick started the discussion Order fill process

I have asked these under one of my earlier posts but didn't get an answer for them (I...

7 years ago

Patrick started the discussion Brokerage precision requirements

While paper testing with QC today I recevied a few of these warnings:

7 years ago

Patrick left a comment in the discussion Order fill process

Now this method does not seem to be what I'm looking for. Instead I would like to set a timeout...

7 years ago

Patrick left a comment in the discussion Order fill process

I though to update this thread for whoever might need this info later. I called IB today and asked...

7 years ago

Patrick left a comment in the discussion External program control

Hi Andrew,

7 years ago

Patrick left a comment in the discussion Simple Algorithm

Hi Ryan,

7 years ago

Patrick left a comment in the discussion Can you retrieve a deleted file?

Hi Jared,

7 years ago

Patrick left a comment in the discussion Market Taker/Maker

One more question. When you place a Market order, isn't that considered as adding liquidity?...

7 years ago