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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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[Debugging] Square Red Llama

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

2Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate


Community

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Peter started the discussion List Securities with Active Subscriptions

If using AddSecurity/Equity/Option, how can I list out the active subscriptions? Iterating over...

3 years ago

Peter started the discussion Manually Adding and Removing Securities Unexpected Behaviour

I'm seeing some odd outcomes when using manual AddSecurity / RemoveSecurity.

3 years ago

Peter left a comment in the discussion Manually Adding and Removing Securities Unexpected Behaviour

That looks fantastic! I had no clue I could add multiple universe selectors - this perfectly solves...

3 years ago

Peter left a comment in the discussion Manually Adding and Removing Securities Unexpected Behaviour

I turned to this method while trying to find a workaround for customizing the update schedule of a...

3 years ago

Peter left a comment in the discussion List Securities with Active Subscriptions

Followed up here:

3 years ago

[Debugging] Square Red Llama

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

2Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Peter started the discussion List Securities with Active Subscriptions

If using AddSecurity/Equity/Option, how can I list out the active subscriptions? Iterating over...

3 years ago

Peter started the discussion Manually Adding and Removing Securities Unexpected Behaviour

I'm seeing some odd outcomes when using manual AddSecurity / RemoveSecurity.

3 years ago

Peter left a comment in the discussion Manually Adding and Removing Securities Unexpected Behaviour

That looks fantastic! I had no clue I could add multiple universe selectors - this perfectly solves...

3 years ago

Peter left a comment in the discussion Manually Adding and Removing Securities Unexpected Behaviour

I turned to this method while trying to find a workaround for customizing the update schedule of a...

3 years ago

Peter left a comment in the discussion List Securities with Active Subscriptions

Followed up here:

3 years ago

Peter left a comment in the discussion List Securities with Active Subscriptions

Hey Jared,

3 years ago

Peter left a comment in the discussion List Securities with Active Subscriptions

Ah that's unfortunate, I was looking for a way to find the answer backward lookingly (audit the...

3 years ago

Peter left a comment in the discussion List Securities with Active Subscriptions

I believe ActiveSecurities only gets filled if you are adding them in your universe selection. If...

3 years ago

Peter started the discussion AttributeError : 'Option' object has no attribute 'Strike'

Attaching the code snippet below - self.Holdings is a list of Symbols for the securities in my...

4 years ago

Peter started the discussion Options Contracts Universe Selection

From what I have seen, the suggested method of creating options "universes" is to first select...

4 years ago

Peter started the discussion Interupting Backtest

Is there any way to interupt a backtest and keep the results. The only thing I am able to find is a...

4 years ago

Peter started the discussion Data Subscription Limit

What are the implications of manually adjusting the below?

4 years ago

Peter started the discussion HasOptions in Universe Selectors

I've looked through the properties available in the coarse and fine selectors and was not able to...

4 years ago

Peter started the discussion Scheduled Universe Selection with Fundamental Selectors

Is it possible to create a scheduled universe selector that leverages the fundamental universe...

4 years ago

Peter started the discussion Option Margin Requirements

I wanted to create a thread for ressources regarding mechanics of option margins. 

4 years ago

Peter started the discussion Book Price Ladder

Are there any plans to build out functionality for Trade Book Depth? I believe you can currently...

4 years ago