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.
20.131Net Profit
8.031Sharpe Ratio
0.482Alpha
0.098Beta
103.844CAR
1.2Drawdown
74Loss Rate
1Security Types
3.5791242244614Sortino Ratio
0Tradeable Dates
3912Trades
4.965Treynor Ratio
26Win Rate
11.988Net Profit
6.933Sharpe Ratio
0.291Alpha
0.14Beta
55.215CAR
1.6Drawdown
50Loss Rate
1Security Types
2.743160121463Sortino Ratio
0Tradeable Dates
649Trades
2.15Treynor Ratio
50Win Rate
Wayne left a comment in the discussion Any chance the we can trade on Binance.us with the Binance connector?
H there! Any updates on when Binance.us will be supported?
Wayne started the discussion How does GDAX Data get into the Data Explorer?
Hi support,
Wayne left a comment in the discussion How does GDAX Data get into the Data Explorer?
Oh, I think I found an explanation here.
Wayne left a comment in the discussion Understanding tick data for crypto
Hey Frankly and all,
20.131Net Profit
8.031Sharpe Ratio
0.482Alpha
0.098Beta
103.844CAR
1.2Drawdown
74Loss Rate
1Security Types
3.5791242244614Sortino Ratio
0Tradeable Dates
3912Trades
4.965Treynor Ratio
26Win Rate
11.988Net Profit
6.933Sharpe Ratio
0.291Alpha
0.14Beta
55.215CAR
1.6Drawdown
50Loss Rate
1Security Types
2.743160121463Sortino Ratio
0Tradeable Dates
649Trades
2.15Treynor Ratio
50Win Rate
Wayne left a comment in the discussion Why IB files extracted from lean?
Varad Kabade , are you able to share a link to the brokerage repos? Or, is that code closed source...
Wayne left a comment in the discussion Any chance the we can trade on Binance.us with the Binance connector?
H there! Any updates on when Binance.us will be supported?
Wayne started the discussion How does GDAX Data get into the Data Explorer?
Hi support,
Wayne left a comment in the discussion How does GDAX Data get into the Data Explorer?
Oh, I think I found an explanation here.
Wayne left a comment in the discussion Understanding tick data for crypto
Hey Frankly and all,
Wayne started the discussion Available Coinbase Pairs
Hi!
Wayne left a comment in the discussion Available Coinbase Pairs
Hi Rahul,
Wayne left a comment in the discussion Possible to have OnTick event with specified resolution bars?
If you add tick data using something like self.AddEquity(Symbol, Resolution.Tick), then you can...
Wayne left a comment in the discussion Why IB files extracted from lean?
Varad Kabade , are you able to share a link to the brokerage repos? Or, is that code closed source...
2 years ago