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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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Alert Yellow-Green Gull

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

1Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate


Community

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Tyler started the discussion Futures options

does quantconnect support futures options?

6 years ago

Tyler started the discussion Weird error subscribing to ES with IB when live. Anyone seen this before?

Hey Jared Broad when subscribing to ES e-mini futures when live, i get this error:

6 years ago

Tyler left a comment in the discussion Has this XIV, UVXY strategy given me false hope?

Hey Malachi,

6 years ago

Tyler left a comment in the discussion Has this XIV, UVXY strategy given me false hope?

Back to the future? :-) Ok. Thanks for clarifying. Lot's of things to consider when...

6 years ago

Tyler left a comment in the discussion Has this XIV, UVXY strategy given me false hope?

Hey Jared, I think we're saying the same thing. If not, please help me understand what I'm...

6 years ago

Alert Yellow-Green Gull

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

1Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Tyler started the discussion Futures options

does quantconnect support futures options?

6 years ago

Tyler started the discussion Weird error subscribing to ES with IB when live. Anyone seen this before?

Hey Jared Broad when subscribing to ES e-mini futures when live, i get this error:

6 years ago

Tyler left a comment in the discussion Has this XIV, UVXY strategy given me false hope?

Hey Malachi,

6 years ago

Tyler left a comment in the discussion Has this XIV, UVXY strategy given me false hope?

Back to the future? :-) Ok. Thanks for clarifying. Lot's of things to consider when...

6 years ago

Tyler left a comment in the discussion Has this XIV, UVXY strategy given me false hope?

Hey Jared, I think we're saying the same thing. If not, please help me understand what I'm...

6 years ago

Tyler left a comment in the discussion Has this XIV, UVXY strategy given me false hope?

Here's what the strategy looks like when not mixing Resolution.Hour and Resolution.Minute with...

6 years ago

Tyler left a comment in the discussion Has this XIV, UVXY strategy given me false hope?

Malachi Bazar, there's a bit of false hope here with liquidity. Expect slippage of up to $0.10...

6 years ago

Tyler left a comment in the discussion Has this XIV, UVXY strategy given me false hope?

Nice Algo. Do you need 200 days of warmup? if not, i'd use this:

6 years ago