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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 (12)

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Formal Yellow-Green Tapir

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Parameters

1Security Types

0Sortino Ratio

15Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

FTX Funding Rate Test

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

2Security Types

0Sortino Ratio

3Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Drawdown EMA Test

13Parameters

0Security Types

1874Tradeable Dates

Rolling Drawdown Test

13Parameters

0Security Types

1874Tradeable Dates

Emotional Fluorescent Yellow Bull

3Parameters

0Security Types

26Tradeable Dates


Community

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Pi..R started the discussion DYdX decentralised crypto exchange - Integration with QuantConnect

Hello,

2 years ago

Pi..R started the discussion Fetching FTX funding rates

Hello,

2 years ago

Pi..R left a comment in the discussion Fetching FTX funding rates

I found a way to store the funding rate for each symbolData object using your foreach loop, maybe...

2 years ago

Pi..R left a comment in the discussion Fetching FTX funding rates

Thanks a lot Louis!

2 years ago

Pi..R left a comment in the discussion Fetching FTX funding rates

Hi again, I have tried make Louis code multi symbol in the backtest attached, but with my poor...

2 years ago

Formal Yellow-Green Tapir

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Parameters

1Security Types

0Sortino Ratio

15Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

FTX Funding Rate Test

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

2Security Types

0Sortino Ratio

3Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Drawdown EMA Test

13Parameters

0Security Types

1874Tradeable Dates

Rolling Drawdown Test

13Parameters

0Security Types

1874Tradeable Dates

Emotional Fluorescent Yellow Bull

3Parameters

0Security Types

26Tradeable Dates

Adaptable Yellow-Green Panda

4Parameters

0Security Types

101Tradeable Dates

W_Bottom_Test

20Parameters

0Security Types

33Tradeable Dates

LiquidateResidual

0Parameters

0Security Types

623Tradeable Dates

TestEURJPY

0Parameters

0Security Types

623Tradeable Dates

Working - Consolidated TradeBar of 1x daily data

0Parameters

0Security Types

89Tradeable Dates

Not Working - Consolidated TradeBar of 24x hourly data

0Parameters

0Security Types

89Tradeable Dates

BCH Test

1Security Types

0Sortino Ratio

797Tradeable Dates

Pi..R started the discussion DYdX decentralised crypto exchange - Integration with QuantConnect

Hello,

2 years ago

Pi..R started the discussion Fetching FTX funding rates

Hello,

2 years ago

Pi..R left a comment in the discussion Fetching FTX funding rates

I found a way to store the funding rate for each symbolData object using your foreach loop, maybe...

2 years ago

Pi..R left a comment in the discussion Fetching FTX funding rates

Thanks a lot Louis!

2 years ago

Pi..R left a comment in the discussion Fetching FTX funding rates

Hi again, I have tried make Louis code multi symbol in the backtest attached, but with my poor...

2 years ago

Pi..R left a comment in the discussion Fetching FTX funding rates

Hi Louis,

2 years ago

Pi..R left a comment in the discussion Fetching FTX funding rates

Hi again Fred,

2 years ago

Pi..R left a comment in the discussion Fetching FTX funding rates

Thanks a lot Fred, I am gonna give a go at using custom data with “streaming” type. I will...

2 years ago

Pi..R started the discussion [Feature request] - Manage files and folders from My Projects tab

Hi there,

4 years ago

Pi..R started the discussion Issue with custom consolidated candle

Hi there,

4 years ago

Pi..R started the discussion Changing code while live trading

Hello,

4 years ago

Pi..R started the discussion Issue with calculating Forex P/L and fluctuating balance after deal close

Hi guys,

4 years ago

Pi..R started the discussion Issue with custom indicator - Rolling window is empty

Hi guys,

4 years ago

Pi..R started the discussion Custom indicator – Bollinger Bands Band Width and %B

Hello,

4 years ago

Pi..R started the discussion Trying to build a Forex volume estimate indicator using tick data as a proxy

Hello,

4 years ago

Pi..R started the discussion Moving average of a Portfolio derive value

Hello,

4 years ago

Pi..R started the discussion Trades Summary customisation

Hi there,

5 years ago

Pi..R started the discussion Is it possible to backtest / trade other cryptos beyond BTC, ETH and LTC?

Hi there,

5 years ago

Pi..R started the discussion Bitfinex interest paid on margin not modelled in backtest

Hi there,

5 years ago

Pi..R started the discussion Comparing a value to percentiles within a Rolling Window

Hi there,

5 years ago

Pi..R started the discussion Get exact time of the high/low of a consolidated TradeBar

Hi there,

5 years ago

Pi..R started the discussion Volume with crypto

Hi there,

5 years ago