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6.616Net Profit

2.087PSR

0.155Sharpe Ratio

0.002Alpha

0.157Beta

1.614CAR

32.2Drawdown

-1.25Loss Rate

17Parameters

0Security Types

0.142Sortino Ratio

0Tradeable Dates

335Trades

0.114Treynor Ratio

2.35Win Rate

21.77Net Profit

6.047PSR

0.363Sharpe Ratio

0.025Alpha

0.16Beta

5.045CAR

25.9Drawdown

-1.2Loss Rate

8Parameters

0Security Types

0.496Sortino Ratio

0Tradeable Dates

283Trades

0.258Treynor Ratio

2.28Win Rate

23.321Net Profit

6.566PSR

0.38Sharpe Ratio

0.026Alpha

0.171Beta

5.378CAR

24.9Drawdown

-1.18Loss Rate

8Parameters

0Security Types

0.521Sortino Ratio

0Tradeable Dates

287Trades

0.255Treynor Ratio

2.3Win Rate

172.742Net Profit

18.164PSR

0.767Sharpe Ratio

0.12Alpha

-0.044Beta

15.274CAR

19.3Drawdown

36Loss Rate

8Parameters

1Security Types

0.2466Sortino Ratio

1776Tradeable Dates

248Trades

-2.629Treynor Ratio

64Win Rate

32.501Net Profit

16.575PSR

0.718Sharpe Ratio

0.03Alpha

-0.011Beta

4.069CAR

5.2Drawdown

-0.22Loss Rate

8Parameters

1Security Types

0.432Sortino Ratio

1776Tradeable Dates

992Trades

-2.518Treynor Ratio

0.24Win Rate

AK started the discussion Blending multiple algorithms

Hello,

AK started the discussion Same code, different backtest results

Hello all,

AK started the discussion Different backtest results when adding securities to universe, even if they're not traded

Hello all,

AK started the discussion Scaling position size by buying power - strategies?

Hello all,

AK started the discussion Too many errors live trading with Interactive Brokers

Hey all,

6.616Net Profit

2.087PSR

0.155Sharpe Ratio

0.002Alpha

0.157Beta

1.614CAR

32.2Drawdown

-1.25Loss Rate

17Parameters

0Security Types

0.142Sortino Ratio

0Tradeable Dates

335Trades

0.114Treynor Ratio

2.35Win Rate

21.77Net Profit

6.047PSR

0.363Sharpe Ratio

0.025Alpha

0.16Beta

5.045CAR

25.9Drawdown

-1.2Loss Rate

8Parameters

0Security Types

0.496Sortino Ratio

0Tradeable Dates

283Trades

0.258Treynor Ratio

2.28Win Rate

23.321Net Profit

6.566PSR

0.38Sharpe Ratio

0.026Alpha

0.171Beta

5.378CAR

24.9Drawdown

-1.18Loss Rate

8Parameters

0Security Types

0.521Sortino Ratio

0Tradeable Dates

287Trades

0.255Treynor Ratio

2.3Win Rate

172.742Net Profit

18.164PSR

0.767Sharpe Ratio

0.12Alpha

-0.044Beta

15.274CAR

19.3Drawdown

36Loss Rate

8Parameters

1Security Types

0.2466Sortino Ratio

1776Tradeable Dates

248Trades

-2.629Treynor Ratio

64Win Rate

32.501Net Profit

16.575PSR

0.718Sharpe Ratio

0.03Alpha

-0.011Beta

4.069CAR

5.2Drawdown

-0.22Loss Rate

8Parameters

1Security Types

0.432Sortino Ratio

1776Tradeable Dates

992Trades

-2.518Treynor Ratio

0.24Win Rate

-2.736Net Profit

0.032PSR

-5.145Sharpe Ratio

-0.213Alpha

0.255Beta

-42.647CAR

3.3Drawdown

71Loss Rate

4Parameters

1Security Types

-0.1222Sortino Ratio

12Tradeable Dates

424Trades

-1.258Treynor Ratio

29Win Rate

AK started the discussion Blending multiple algorithms

Hello,

AK started the discussion Same code, different backtest results

Hello all,

AK started the discussion Different backtest results when adding securities to universe, even if they're not traded

Hello all,

AK started the discussion Scaling position size by buying power - strategies?

Hello all,

AK started the discussion Too many errors live trading with Interactive Brokers

Hey all,

AK started the discussion Limit orders filling at different price even when limit is above market price

Hello all,

AK left a comment in the discussion Limit orders filling at different price even when limit is above market price

I looked into this more. Great note on the limit order management edge case but the behavior for...

AK left a comment in the discussion Limit orders filling at different price even when limit is above market price

Thanks for getting back to me Fred.

AK left a comment in the discussion Too many errors live trading with Interactive Brokers

Sure, I'll cut a ticket on Monday.

AK left a comment in the discussion Alpha Streams Refactoring 2.0

Yeah tough decision, but makes sense given the data.

AK left a comment in the discussion What is the best way to connect one trading account to multiple algorithms

Hey Nevo, what Fred said is true.

AK started the discussion Filtering non-optionable securities in universe selection

I'm trying to limit my universe to securites which have options. Right now, I'm doing this:

AK started the discussion How to prevent margin calls from insufficient buying power?

I keep getting margin called in my algorithm because of insufficient buying power. I've printed the...

AK started the discussion Issues exiting positions after securites removed from universe

I have securities that are removed from my universe that I'm trying to exit, but I'm unable to do...

AK left a comment in the discussion Interactive broker one session problem

On the settings page (top right under the person icon) under User & Access Rights, you can...

2 years ago