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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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Formal Red Rabbit

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

6Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate


Community

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T started the discussion About self.DefaultOrderProperties.TimeInForce = TimeInForce.Day

When I set self.DefaultOrderProperties.TimeInForce = TimeInForce.Day, none of the limit orders...

2 years ago

T started the discussion Runtime Error: ArgumentException: Please subscribe to this symbol before adding a consolidator for it. Symbol: GOOG

I am trying to add a consolidator for each of the symbol in the fine universe as below. It was...

2 years ago

T started the discussion About borrow rates for short selling

Anyone knows how to load the the borrow rates data for US equities? I know in backtest, we probably...

2 years ago

T started the discussion How can we get both daily and minute resolution for OnData?

Hi Everyone,

2 years ago

T started the discussion Is it possible to have previous daily adjusted open, high, low prices in coarse or fine universe?

Currently we can get the AdjustedPrice in the CoarseSelectionFunction. I am wondering if we can...

2 years ago

Formal Red Rabbit

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

6Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

T started the discussion About self.DefaultOrderProperties.TimeInForce = TimeInForce.Day

When I set self.DefaultOrderProperties.TimeInForce = TimeInForce.Day, none of the limit orders...

2 years ago

T started the discussion Runtime Error: ArgumentException: Please subscribe to this symbol before adding a consolidator for it. Symbol: GOOG

I am trying to add a consolidator for each of the symbol in the fine universe as below. It was...

2 years ago

T started the discussion About borrow rates for short selling

Anyone knows how to load the the borrow rates data for US equities? I know in backtest, we probably...

2 years ago

T started the discussion How can we get both daily and minute resolution for OnData?

Hi Everyone,

2 years ago

T started the discussion Is it possible to have previous daily adjusted open, high, low prices in coarse or fine universe?

Currently we can get the AdjustedPrice in the CoarseSelectionFunction. I am wondering if we can...

2 years ago

T started the discussion EveryDay event doesn't get triggered the last day after 16:00:00

I have two events scheduled at 16:00:00 and 16:00:01 respectively. The 16:00:01 event doesn't get...

2 years ago

T left a comment in the discussion DSP, Fine Fundamental The issue starts from Jul 1st, 2021; and continues until now

Hi Louis,

2 years ago

T left a comment in the discussion DSP, Fine Fundamental The issue starts from Jul 1st, 2021; and continues until now

For the above example, fine.EarningReports.BasicAverageShares.ThreeMonths = 22084000, 

2 years ago

T left a comment in the discussion DSP, Fine Fundamental The issue starts from Jul 1st, 2021; and continues until now

Hi Louis,

2 years ago

T left a comment in the discussion PKX,CCU,EC,etc., Fine Fundamental The issue starts at the start of the data; and continues until now

Hi Louis,

2 years ago

T left a comment in the discussion DSP, Fine Fundamental The issue starts from Jul 1st, 2021; and continues until now

Hi Louis,

2 years ago

T left a comment in the discussion DSP, Fine Fundamental The issue starts from Jul 1st, 2021; and continues until now

Also the CurrentLiabilities and CurrentAssets don't match with the numbers from 10Q. 

2 years ago