cover
  • Profile
  • Backtests
  • Community

Biography

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)

View More
Ugly Violet Beaver

17.211Net Profit

39.019PSR

0.798Sharpe Ratio

-0.06Alpha

0.894Beta

17.211CAR

28.3Drawdown

0Loss Rate

0Parameters

0Security Types

0.96Sortino Ratio

261Tradeable Dates

6Trades

0.227Treynor Ratio

8.37Win Rate


Community

View More

Walter started the discussion How to get daily positions after backtest has run

I am wondering if there is a way to get daily positions for a backtest after it has already...

3 years ago

Walter left a comment in the discussion LEAN Data format for options : Hourly and Daily

I know you don't have it on QC. But if I have the data locally I can't load it into Lean?

3 years ago

Walter left a comment in the discussion LEAN Data format for options : Hourly and Daily

Hi Andrew were you able to get the daily options resolution working?

3 years ago

Ugly Violet Beaver

17.211Net Profit

39.019PSR

0.798Sharpe Ratio

-0.06Alpha

0.894Beta

17.211CAR

28.3Drawdown

0Loss Rate

0Parameters

0Security Types

0.96Sortino Ratio

261Tradeable Dates

6Trades

0.227Treynor Ratio

8.37Win Rate

Walter started the discussion How to get daily positions after backtest has run

I am wondering if there is a way to get daily positions for a backtest after it has already...

3 years ago

Walter left a comment in the discussion LEAN Data format for options : Hourly and Daily

I know you don't have it on QC. But if I have the data locally I can't load it into Lean?

3 years ago

Walter left a comment in the discussion LEAN Data format for options : Hourly and Daily

Hi Andrew were you able to get the daily options resolution working?

3 years ago