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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 (2)

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Calculating Fluorescent Orange Rat

0.154Net Profit

0.633Sharpe Ratio

3.315Alpha

-172.188Beta

12.75CAR

2Drawdown

50Loss Rate

0Parameters

2Security Types

0.0356Sortino Ratio

3Tradeable Dates

16Trades

-0.001Treynor Ratio

50Win Rate

Formal Light Brown Zebra

-0.054Net Profit

-0.722Sharpe Ratio

0.205Alpha

-18.386Beta

-2.516CAR

0.6Drawdown

57Loss Rate

10Parameters

2Security Types

0.0228Sortino Ratio

6Tradeable Dates

14Trades

0.001Treynor Ratio

43Win Rate


Community

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Terence started the discussion Option Trading on Custom Data - OnSecuritiesChanged behaviour problems

Hello everyone,

5 years ago

Terence started the discussion RemoveSecurity does not work intra-day

Hello there,

5 years ago

Terence left a comment in the discussion RemoveSecurity does not work intra-day

Hello Alethea,

5 years ago

Terence left a comment in the discussion Option Trading on Custom Data - OnSecuritiesChanged behaviour problems

Hello Xin,

5 years ago

Terence left a comment in the discussion Documentation discussion algorithm-reference/importing-custom-data

If you get the "Sequence contains no elements" error when importing your custom data from a CSV...

5 years ago

Calculating Fluorescent Orange Rat

0.154Net Profit

0.633Sharpe Ratio

3.315Alpha

-172.188Beta

12.75CAR

2Drawdown

50Loss Rate

0Parameters

2Security Types

0.0356Sortino Ratio

3Tradeable Dates

16Trades

-0.001Treynor Ratio

50Win Rate

Formal Light Brown Zebra

-0.054Net Profit

-0.722Sharpe Ratio

0.205Alpha

-18.386Beta

-2.516CAR

0.6Drawdown

57Loss Rate

10Parameters

2Security Types

0.0228Sortino Ratio

6Tradeable Dates

14Trades

0.001Treynor Ratio

43Win Rate

Terence started the discussion Option Trading on Custom Data - OnSecuritiesChanged behaviour problems

Hello everyone,

5 years ago

Terence started the discussion RemoveSecurity does not work intra-day

Hello there,

5 years ago

Terence left a comment in the discussion RemoveSecurity does not work intra-day

Hello Alethea,

5 years ago

Terence left a comment in the discussion Option Trading on Custom Data - OnSecuritiesChanged behaviour problems

Hello Xin,

5 years ago

Terence left a comment in the discussion Documentation discussion algorithm-reference/importing-custom-data

If you get the "Sequence contains no elements" error when importing your custom data from a CSV...

5 years ago