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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 (2)

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Logical Yellow Owlet

15Parameters

0Security Types

3Tradeable Dates

Upgraded Yellow Panda

-1.73Net Profit

-0.072Sharpe Ratio

0.307Alpha

-15.891Beta

-1.845CAR

18.9Drawdown

100Loss Rate

6Parameters

1Security Types

-0.7912Sortino Ratio

236Tradeable Dates

33Trades

0.001Treynor Ratio

0Win Rate


Community

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Sachin left a comment in the discussion Option Premium Price using the OptionChainProvider.GetOptionContractList Method

Hi Derek,

1 years ago

Sachin started the discussion Question – Getting specific option data efficiently

Hello,

4 years ago

Sachin started the discussion Question - Equity, Holding and Volume values with DataNormalizationMode.Raw

Why do I see differnce in Equity, Holding and Volume values if I add the following:

4 years ago

Sachin left a comment in the discussion AddOption Daily Resolution not working

Thank you Jared for correcting me and providing insight.

4 years ago

Sachin left a comment in the discussion Question – Getting specific option data efficiently

Thank you Rahul for the answer and pointer. I will try that. 

4 years ago

Logical Yellow Owlet

15Parameters

0Security Types

3Tradeable Dates

Upgraded Yellow Panda

-1.73Net Profit

-0.072Sharpe Ratio

0.307Alpha

-15.891Beta

-1.845CAR

18.9Drawdown

100Loss Rate

6Parameters

1Security Types

-0.7912Sortino Ratio

236Tradeable Dates

33Trades

0.001Treynor Ratio

0Win Rate

Sachin left a comment in the discussion Option Premium Price using the OptionChainProvider.GetOptionContractList Method

Hi Derek,

1 years ago

Sachin started the discussion Question – Getting specific option data efficiently

Hello,

4 years ago

Sachin started the discussion Question - Equity, Holding and Volume values with DataNormalizationMode.Raw

Why do I see differnce in Equity, Holding and Volume values if I add the following:

4 years ago

Sachin left a comment in the discussion AddOption Daily Resolution not working

Thank you Jared for correcting me and providing insight.

4 years ago

Sachin left a comment in the discussion Question – Getting specific option data efficiently

Thank you Rahul for the answer and pointer. I will try that. 

4 years ago

Sachin left a comment in the discussion AddOption Daily Resolution not working

In my experience, only Second resolution works for Options. If you need hourly or daily data to...

4 years ago

Sachin left a comment in the discussion New Algorithm Creator

Thanks Liang for the reply and suggestions. I will check it out. 

5 years ago

Sachin left a comment in the discussion New Algorithm Creator

Hello,

5 years ago