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.
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Pavel started the discussion Algorithm Framework compatibility with Alpaca Cash account type
The following error seems to prevent any QC Framework Algorithm to trade live with Alpaca...
Pavel started the discussion LEAN config for live custom data from local disk
I am trying to setup a live LEAN process that does not connect to any implemented...
Pavel left a comment in the discussion Trading with alpaca
Hi Jack - you suggested to use Live Paper Trading with Alpaca. As of 2019-04-23 it is unavailable...
Pavel started the discussion Saving algorithm state snapshots in live trading
It appears that QuantConnect live setup creates periodic snapshots of the algorithm state. Could...
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
2Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
1Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
44Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
24Tradeable Dates
Pavel left a comment in the discussion LEAN config for live custom data from local disk
In my case I ended up registering an exchange feed just to have all OnData methods run on their...
Pavel started the discussion Algorithm Framework compatibility with Alpaca Cash account type
The following error seems to prevent any QC Framework Algorithm to trade live with Alpaca...
Pavel started the discussion LEAN config for live custom data from local disk
I am trying to setup a live LEAN process that does not connect to any implemented...
Pavel left a comment in the discussion Trading with alpaca
Hi Jack - you suggested to use Live Paper Trading with Alpaca. As of 2019-04-23 it is unavailable...
Pavel started the discussion Saving algorithm state snapshots in live trading
It appears that QuantConnect live setup creates periodic snapshots of the algorithm state. Could...
Pavel started the discussion GDAX live websocket connectivity issues
When running live trading with GDAX from stand-alone LEAN instances, I frequently notice websocket...
Pavel left a comment in the discussion GDAX live websocket connectivity issues
Going away from a dynamic IP was helpful, thank you Jared.
Pavel left a comment in the discussion Saving algorithm state snapshots in live trading
Just found an open issue related to the question:
Pavel started the discussion Option contract field mismatch between backtests
Apparently, when the same option contract is accessed in different backtests, there is a mismatch...
Pavel started the discussion Option chain history: Theoretical price with different pricing models
There seems to be a puzzling behaviour with "Theoretical Price" of option contracts...
Pavel left a comment in the discussion Generate volatility surface plot by interpolation
I did not realize how many tutorials are available now. The ones detailing QC API in its Python...
Pavel left a comment in the discussion Generate volatility surface plot by interpolation
Jing Wu could you share a bit about your context? There are interpolation approaches for the...
Pavel left a comment in the discussion LEAN config for live custom data from local disk
In my case I ended up registering an exchange feed just to have all OnData methods run on their...
4 years ago