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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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Fat Apricot Fish

16.411Net Profit

38.619PSR

0.742Sharpe Ratio

0.144Alpha

0.006Beta

16.411CAR

12.8Drawdown

56Loss Rate

18Parameters

1Security Types

0.0386Sortino Ratio

252Tradeable Dates

657Trades

24.664Treynor Ratio

44Win Rate


Community

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Ralph started the discussion Rate limited messaging and debugging strategies on the platform

Hi

4 years ago

Ralph started the discussion Enabling fractional trading when working with live broker

So naturally small account balances will have rather different behaviour due to the relative costs...

4 years ago

Ralph started the discussion Uploading/Loading in a datafile from disk? Not time series data

Hi,

5 years ago

Ralph started the discussion Scheduled code runs on the same day over and over

Hello,

5 years ago

Ralph started the discussion Daily run loop cutting off around entry number 3900 despite there being ~70,000 entries with no error being raised?

Hi

5 years ago

Fat Apricot Fish

16.411Net Profit

38.619PSR

0.742Sharpe Ratio

0.144Alpha

0.006Beta

16.411CAR

12.8Drawdown

56Loss Rate

18Parameters

1Security Types

0.0386Sortino Ratio

252Tradeable Dates

657Trades

24.664Treynor Ratio

44Win Rate

Ralph started the discussion Rate limited messaging and debugging strategies on the platform

Hi

4 years ago

Ralph started the discussion Enabling fractional trading when working with live broker

So naturally small account balances will have rather different behaviour due to the relative costs...

4 years ago

Ralph started the discussion Uploading/Loading in a datafile from disk? Not time series data

Hi,

5 years ago

Ralph started the discussion Scheduled code runs on the same day over and over

Hello,

5 years ago

Ralph started the discussion Daily run loop cutting off around entry number 3900 despite there being ~70,000 entries with no error being raised?

Hi

5 years ago

Ralph started the discussion How is the following code executing any trades!?

I was having difficulty seeing why one of my backtests was behaving as it was, and at some point...

5 years ago

Ralph left a comment in the discussion Scheduled code runs on the same day over and over

Thank you both for your answers, clearly I should become more familiar with the documentation.

5 years ago

Ralph left a comment in the discussion How to access Tickets in the Symbol of the Universe

This is good advice, cheers.

5 years ago

Ralph left a comment in the discussion How to access Tickets in the Symbol of the Universe

A fair point. Sadly it makes importing my work a pain; the ticker reference gave some flexibility.

5 years ago

Ralph left a comment in the discussion How to access Tickets in the Symbol of the Universe

Hi

5 years ago