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.
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
2Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
7Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Profit started the discussion Inconsistent offset in continuous futures
I am trying to test a futures strategy that makes computation using continuous contracts and then...
Profit left a comment in the discussion Continuous Futures Support
I thought I found a way to compute the offset, but it doesn't work as expected. I'm using...
Profit left a comment in the discussion Continuous Futures Support
Is there a property or a helper method that returns the current offset factor (the difference...
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
2Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
7Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Profit started the discussion Inconsistent offset in continuous futures
I am trying to test a futures strategy that makes computation using continuous contracts and then...
Profit left a comment in the discussion Inconsistent offset in continuous futures
Hi Alex,
Profit left a comment in the discussion Continuous Futures Support
I thought I found a way to compute the offset, but it doesn't work as expected. I'm using...
Profit left a comment in the discussion Continuous Futures Support
Is there a property or a helper method that returns the current offset factor (the difference...
Profit left a comment in the discussion Inconsistent offset in continuous futures
Hi Alex,
1 years ago