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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...
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?
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...
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?
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?
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