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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 Dragonfly

5.535Net Profit

0.343Sharpe Ratio

0.234Alpha

-8.841Beta

4.407CAR

20.2Drawdown

0Loss Rate

13Parameters

1Security Types

0Sortino Ratio

313Tradeable Dates

1Trades

-0.006Treynor Ratio

0Win Rate


Community

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Zc started the discussion Upload h5 file other than dropbox

Can please advise if there is any alternative method to upload file other than from dropbox for...

4 years ago

Zc started the discussion How to read h5 files from dropbox?

In research workbook, we are able to read h5 files from dropbox using 'open' function; but not in...

4 years ago

Zc started the discussion FillDataForward = False

import pandas as pd

4 years ago

Zc left a comment in the discussion FillDataForward = False

anyone can help?

4 years ago

Zc left a comment in the discussion How to read h5 files from dropbox?

    str123 =...

4 years ago

Alert Yellow-Green Dragonfly

5.535Net Profit

0.343Sharpe Ratio

0.234Alpha

-8.841Beta

4.407CAR

20.2Drawdown

0Loss Rate

13Parameters

1Security Types

0Sortino Ratio

313Tradeable Dates

1Trades

-0.006Treynor Ratio

0Win Rate

Zc started the discussion Upload h5 file other than dropbox

Can please advise if there is any alternative method to upload file other than from dropbox for...

4 years ago

Zc started the discussion How to read h5 files from dropbox?

In research workbook, we are able to read h5 files from dropbox using 'open' function; but not in...

4 years ago

Zc started the discussion FillDataForward = False

import pandas as pd

4 years ago

Zc left a comment in the discussion FillDataForward = False

anyone can help?

4 years ago

Zc left a comment in the discussion How to read h5 files from dropbox?

    str123 =...

4 years ago

Zc started the discussion Rolling windows historical price

Why is there value on 9 March 2019 when I am using rollingwindows to capture the historical price?

5 years ago

Zc left a comment in the discussion Rolling windows historical price

Noted that I should refer to the logs rather than the chart created. Thanks Link Liang  

5 years ago

Zc left a comment in the discussion Rolling windows historical price

Thanks Link Liang for your reply. Do you mind to elaborate more about logging price that you...

5 years ago

Zc left a comment in the discussion Rolling windows historical price

Thanks Jack. However, the Saturday issue is only applicable to the Saturday on March 9, 2018 but...

5 years ago

Zc left a comment in the discussion Rolling windows historical price

9 March 2019 is Saturday

5 years ago