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.
70.292Net Profit
90.82PSR
4.047Sharpe Ratio
2.595Alpha
1.153Beta
2785.169CAR
14.3Drawdown
33Loss Rate
1Parameters
1Security Types
0Sortino Ratio
59Tradeable Dates
6Trades
2.066Treynor Ratio
67Win Rate
23.661Net Profit
80.256PSR
3.032Sharpe Ratio
2.028Alpha
1.113Beta
282.399CAR
19.2Drawdown
67Loss Rate
1Parameters
1Security Types
1.2669Sortino Ratio
59Tradeable Dates
12Trades
1.637Treynor Ratio
33Win Rate
14.429Net Profit
81.41PSR
3.159Sharpe Ratio
1.987Alpha
0.942Beta
134.259CAR
19.7Drawdown
57Loss Rate
1Parameters
1Security Types
0.8023Sortino Ratio
59Tradeable Dates
14Trades
1.924Treynor Ratio
43Win Rate
1Parameters
0Security Types
123Tradeable Dates
1Parameters
0Security Types
31Tradeable Dates
Xavier started the discussion Bitfinex features missing
Hello,
Xavier started the discussion Log Issue: GDAXBrokerage.Subscribe Duplicated Messages
HelloI have a strategy connected live to GDAX and I'm having this issue in the log, this...
Xavier started the discussion Questions about the Log
The log is a great tool for us to debug and check if the behaviour of our algorithm is...
Xavier started the discussion Retrieve GDAX funds currently on hold.
I'm having problems updating a Stop Market Order on GDAX,
70.292Net Profit
90.82PSR
4.047Sharpe Ratio
2.595Alpha
1.153Beta
2785.169CAR
14.3Drawdown
33Loss Rate
1Parameters
1Security Types
0Sortino Ratio
59Tradeable Dates
6Trades
2.066Treynor Ratio
67Win Rate
23.661Net Profit
80.256PSR
3.032Sharpe Ratio
2.028Alpha
1.113Beta
282.399CAR
19.2Drawdown
67Loss Rate
1Parameters
1Security Types
1.2669Sortino Ratio
59Tradeable Dates
12Trades
1.637Treynor Ratio
33Win Rate
14.429Net Profit
81.41PSR
3.159Sharpe Ratio
1.987Alpha
0.942Beta
134.259CAR
19.7Drawdown
57Loss Rate
1Parameters
1Security Types
0.8023Sortino Ratio
59Tradeable Dates
14Trades
1.924Treynor Ratio
43Win Rate
1Parameters
0Security Types
123Tradeable Dates
1Parameters
0Security Types
31Tradeable Dates
1Parameters
0Security Types
31Tradeable Dates
1Parameters
0Security Types
61Tradeable Dates
1Parameters
0Security Types
365Tradeable Dates
1Parameters
0Security Types
365Tradeable Dates
1Parameters
0Security Types
365Tradeable Dates
1Parameters
0Security Types
31Tradeable Dates
1Parameters
0Security Types
304Tradeable Dates
1Parameters
0Security Types
30Tradeable Dates
1Parameters
0Security Types
30Tradeable Dates
1Parameters
0Security Types
30Tradeable Dates
1Parameters
0Security Types
518Tradeable Dates
1Parameters
0Security Types
153Tradeable Dates
1Parameters
0Security Types
184Tradeable Dates
-14.38Net Profit
9.15PSR
-1.755Sharpe Ratio
-0.569Alpha
-0.069Beta
-59.917CAR
19.4Drawdown
71Loss Rate
8Parameters
1Security Types
-1.1693Sortino Ratio
62Tradeable Dates
14Trades
8.272Treynor Ratio
29Win Rate
8Parameters
1Security Types
62Tradeable Dates
-9.375Net Profit
5.028PSR
-3.737Sharpe Ratio
-0.747Alpha
0.061Beta
-68.621CAR
9.5Drawdown
100Loss Rate
8Parameters
1Security Types
-1.3942Sortino Ratio
31Tradeable Dates
6Trades
-12.396Treynor Ratio
0Win Rate
-9.375Net Profit
5.028PSR
-3.737Sharpe Ratio
-0.747Alpha
0.061Beta
-68.621CAR
9.5Drawdown
100Loss Rate
8Parameters
1Security Types
-1.3942Sortino Ratio
31Tradeable Dates
6Trades
-12.396Treynor Ratio
0Win Rate
8Parameters
1Security Types
548Tradeable Dates
8Parameters
1Security Types
548Tradeable Dates
8Parameters
1Security Types
122Tradeable Dates
8Parameters
1Security Types
122Tradeable Dates
8Parameters
1Security Types
518Tradeable Dates
8Parameters
1Security Types
122Tradeable Dates
8Parameters
1Security Types
122Tradeable Dates
8Parameters
1Security Types
122Tradeable Dates
Xavier started the discussion Bitfinex features missing
Hello,
Xavier left a comment in the discussion BTCUSD, Hour The issue starts from Apr 13th, 2019; and continues until now
Hello,Any update on this issue?Thanks for your support
Xavier started the discussion Log Issue: GDAXBrokerage.Subscribe Duplicated Messages
HelloI have a strategy connected live to GDAX and I'm having this issue in the log, this...
Xavier started the discussion Questions about the Log
The log is a great tool for us to debug and check if the behaviour of our algorithm is...
Xavier started the discussion Retrieve GDAX funds currently on hold.
I'm having problems updating a Stop Market Order on GDAX,
Xavier started the discussion How do I use consolidators with this kind of indicator?
Hello,
Xavier started the discussion How to convert bar time to UTC?
I have a simple question,
Xavier left a comment in the discussion How to convert bar time to UTC?
Hello Jing,
Xavier left a comment in the discussion Using Lean with Visual Studio 2017 and Anaconda3
Hello Mathias,Your post is really helpful.However, I'm still not able to get Intellisense...
Xavier left a comment in the discussion How do I use consolidators with this kind of indicator?
Thank you, Sawhney,
Xavier left a comment in the discussion Preprocessor Directives
Hello,
Xavier left a comment in the discussion Log Issue: GDAXBrokerage.Subscribe Duplicated Messages
Thanks, Michael, for your response, will try and subscribe to more currencies and check it...
Xavier left a comment in the discussion BTCUSD, Hour The issue starts from Apr 13th, 2019; and continues until now
Hello,Any update on this issue?Thanks for your support
5 years ago