- Profile
- Backtests
- Community

Recovering Salesforce Architect turned Quant!

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.

39.351Net Profit

38.567PSR

0.876Sharpe Ratio

0.148Alpha

0.074Beta

16.075CAR

24.5Drawdown

-0.69Loss Rate

8Parameters

0Security Types

0.498Sortino Ratio

0Tradeable Dates

379Trades

1.975Treynor Ratio

1.07Win Rate

66.942Net Profit

92.335PSR

1.98Sharpe Ratio

0.273Alpha

0.035Beta

33.084CAR

9.6Drawdown

-0.54Loss Rate

8Parameters

0Security Types

1.695Sortino Ratio

0Tradeable Dates

232Trades

7.918Treynor Ratio

1.24Win Rate

7.214Net Profit

26.604PSR

0.463Sharpe Ratio

0.236Alpha

0.131Beta

7.194CAR

56Drawdown

-1.28Loss Rate

8Parameters

0Security Types

0.089Sortino Ratio

0Tradeable Dates

544Trades

2Treynor Ratio

1.56Win Rate

10.073Net Profit

99.857PSR

6.163Sharpe Ratio

0.897Alpha

0.897Beta

114.01CAR

2Drawdown

-0.24Loss Rate

8Parameters

0Security Types

41.017Sortino Ratio

0Tradeable Dates

34Trades

-20.856Treynor Ratio

1.14Win Rate

9.053Net Profit

99.833PSR

5.559Sharpe Ratio

0.754Alpha

0.754Beta

98.784CAR

1.4Drawdown

-0.3Loss Rate

8Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

0Tradeable Dates

20Trades

-69.752Treynor Ratio

1.39Win Rate

Charles started the discussion Looking to migrate from a custom trading platform to QuantConnect cloud

Hey guys,

Charles started the discussion Realtime/Intraday Universe Selection?

Hey guys, looking for some insight/direction on the best way to handle universe/stock selection...

Charles started the discussion How does VS Code + Skylight + Python Stubs supposed to work?

Quick question... When using Skylight to develop algorithms locally, is it required for import...

Charles started the discussion Feature Request/Idea: Backtest Results Tables Customizations

I may be missing something, but I wasn't able to find an easy way to see PNL by trade within the...

Charles started the discussion Feature Request/Idea: Ability to explore a candlestick chart, with trades visually marked, for each asset in a backtest result

When analyzing a backtest report/result, I'm constantly pulling up corresponding charts in...

39.351Net Profit

38.567PSR

0.876Sharpe Ratio

0.148Alpha

0.074Beta

16.075CAR

24.5Drawdown

-0.69Loss Rate

8Parameters

0Security Types

0.498Sortino Ratio

0Tradeable Dates

379Trades

1.975Treynor Ratio

1.07Win Rate

66.942Net Profit

92.335PSR

1.98Sharpe Ratio

0.273Alpha

0.035Beta

33.084CAR

9.6Drawdown

-0.54Loss Rate

8Parameters

0Security Types

1.695Sortino Ratio

0Tradeable Dates

232Trades

7.918Treynor Ratio

1.24Win Rate

7.214Net Profit

26.604PSR

0.463Sharpe Ratio

0.236Alpha

0.131Beta

7.194CAR

56Drawdown

-1.28Loss Rate

8Parameters

0Security Types

0.089Sortino Ratio

0Tradeable Dates

544Trades

2Treynor Ratio

1.56Win Rate

10.073Net Profit

99.857PSR

6.163Sharpe Ratio

0.897Alpha

0.897Beta

114.01CAR

2Drawdown

-0.24Loss Rate

8Parameters

0Security Types

41.017Sortino Ratio

0Tradeable Dates

34Trades

-20.856Treynor Ratio

1.14Win Rate

9.053Net Profit

99.833PSR

5.559Sharpe Ratio

0.754Alpha

0.754Beta

98.784CAR

1.4Drawdown

-0.3Loss Rate

8Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

0Tradeable Dates

20Trades

-69.752Treynor Ratio

1.39Win Rate

10.073Net Profit

99.857PSR

6.163Sharpe Ratio

0.897Alpha

0.897Beta

114.01CAR

2Drawdown

-0.24Loss Rate

8Parameters

0Security Types

41.017Sortino Ratio

0Tradeable Dates

34Trades

-20.856Treynor Ratio

1.14Win Rate

41.245Net Profit

49.731PSR

1.195Sharpe Ratio

0.413Alpha

0.413Beta

42.913CAR

37.8Drawdown

-0.84Loss Rate

8Parameters

1Security Types

0.859Sortino Ratio

0Tradeable Dates

488Trades

3.821Treynor Ratio

1.2Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

8Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

10.293Net Profit

99.931PSR

6.362Sharpe Ratio

0.935Alpha

0.935Beta

117.425CAR

2Drawdown

-0.24Loss Rate

0Parameters

0Security Types

37.032Sortino Ratio

0Tradeable Dates

32Trades

-16.326Treynor Ratio

1.14Win Rate

4.96Net Profit

88.555PSR

2.944Sharpe Ratio

0.467Alpha

0.467Beta

46.781CAR

1Drawdown

0Loss Rate

0Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

0Tradeable Dates

2Trades

-4.479Treynor Ratio

4.96Win Rate

4.96Net Profit

88.555PSR

2.944Sharpe Ratio

0.467Alpha

0.467Beta

46.781CAR

1Drawdown

0Loss Rate

0Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

0Tradeable Dates

2Trades

-4.479Treynor Ratio

4.96Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

5.033Net Profit

96.234PSR

4.078Sharpe Ratio

0.331Alpha

0.331Beta

47.594CAR

2Drawdown

-0.25Loss Rate

0Parameters

0Security Types

14.436Sortino Ratio

0Tradeable Dates

28Trades

12.335Treynor Ratio

0.8Win Rate

5.033Net Profit

96.234PSR

4.078Sharpe Ratio

0.331Alpha

0.331Beta

47.594CAR

2Drawdown

-0.25Loss Rate

0Parameters

0Security Types

14.436Sortino Ratio

0Tradeable Dates

28Trades

12.335Treynor Ratio

0.8Win Rate

-3.28Net Profit

0.258PSR

-2.268Sharpe Ratio

-0.024Alpha

-0.024Beta

-23.232CAR

4.3Drawdown

-3.28Loss Rate

0Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

0Tradeable Dates

2Trades

1.405Treynor Ratio

0Win Rate

-2.5Net Profit

0.258PSR

-2.323Sharpe Ratio

-0.022Alpha

-0.022Beta

-18.185CAR

4.3Drawdown

-2.5Loss Rate

0Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

0Tradeable Dates

2Trades

1.439Treynor Ratio

0Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

3Parameters

0Security Types

0Sortino Ratio

1Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

3Parameters

0Security Types

0Sortino Ratio

1Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

-2.5Net Profit

0.258PSR

-2.323Sharpe Ratio

-0.022Alpha

-0.022Beta

-18.185CAR

4.3Drawdown

-2.5Loss Rate

0Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

0Tradeable Dates

2Trades

1.439Treynor Ratio

0Win Rate

-2.5Net Profit

0.258PSR

-2.323Sharpe Ratio

-0.022Alpha

-0.022Beta

-18.185CAR

4.3Drawdown

-2.5Loss Rate

0Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

0Tradeable Dates

2Trades

1.439Treynor Ratio

0Win Rate

-2.5Net Profit

0.258PSR

-2.323Sharpe Ratio

-0.022Alpha

-0.022Beta

-18.185CAR

4.3Drawdown

-2.5Loss Rate

0Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

0Tradeable Dates

2Trades

1.439Treynor Ratio

0Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

-2.52Net Profit

0.258PSR

-2.322Sharpe Ratio

-0.022Alpha

-0.102Beta

-18.318CAR

4.3Drawdown

100Loss Rate

0Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

2Trades

1.438Treynor Ratio

0Win Rate

-2.5Net Profit

0.258PSR

-2.323Sharpe Ratio

-0.022Alpha

-0.022Beta

-18.185CAR

4.3Drawdown

-2.5Loss Rate

0Parameters

1Security Types

7.9228162514264E+28Sortino Ratio

0Tradeable Dates

2Trades

1.439Treynor Ratio

0Win Rate

-2.5Net Profit

0.258PSR

-2.323Sharpe Ratio

-0.022Alpha

-0.101Beta

-18.185CAR

4.3Drawdown

100Loss Rate

0Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

2Trades

1.439Treynor Ratio

0Win Rate

-2.5Net Profit

0.258PSR

-2.323Sharpe Ratio

-0.022Alpha

-0.101Beta

-18.185CAR

4.3Drawdown

100Loss Rate

0Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

2Trades

1.439Treynor Ratio

0Win Rate

-2.5Net Profit

0.258PSR

-2.323Sharpe Ratio

-0.022Alpha

-0.101Beta

-18.185CAR

4.3Drawdown

100Loss Rate

0Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

2Trades

1.439Treynor Ratio

0Win Rate

Charles started the discussion Looking to migrate from a custom trading platform to QuantConnect cloud

Hey guys,

Charles started the discussion Realtime/Intraday Universe Selection?

Hey guys, looking for some insight/direction on the best way to handle universe/stock selection...

Charles started the discussion How does VS Code + Skylight + Python Stubs supposed to work?

Quick question... When using Skylight to develop algorithms locally, is it required for import...

Charles started the discussion Feature Request/Idea: Backtest Results Tables Customizations

I may be missing something, but I wasn't able to find an easy way to see PNL by trade within the...

Charles started the discussion Feature Request/Idea: Ability to explore a candlestick chart, with trades visually marked, for each asset in a backtest result

When analyzing a backtest report/result, I'm constantly pulling up corresponding charts in...

Charles started the discussion Update order tag in OnOrderEvent?

Hey guys, I can't seem to figure this out, and maybe it's just not possible, but does anyone know...

Charles started the discussion Running QuantConnect.Report.exe locally gives System.DllNotFoundException: python3.6m

Posting my experience/solution in case anyone else runs into this issue.

Charles started the discussion Do manual traders see different charts that QuantConnect algos do during live trading?

Does the average manual trader, using a charting package like TradingView, ThinkOrSwim, etc, see...

Charles started the discussion Missing extended hours data in Python Research environment?

Hey guys, not sure what I'm doing wrong, but the code below doesn't produce any extended hours...

Charles started the discussion What is the current best/recommended method for handling splits in live trading?

Hey guys, looking for advice on how best to handle splits during live trading?

Charles left a comment in the discussion Is it just me or is it painfully slow and complicated to develop on QC ?

One thing I can recommend from our experience is to code the final backtest in C# instead of...

Charles left a comment in the discussion What is the current best/recommended method for handling splits in live trading?

Please note there's a bug in my code above on line 15; there's an accidential space being added to...

Charles left a comment in the discussion What is the current best/recommended method for handling splits in live trading?

While waiting for feedback from the community, I came up with the following solution which uses...

Charles left a comment in the discussion Update rolling window for splits and dividends?

Wanted to note here that in my case, the issue was actually missing split data for one specific...

Charles left a comment in the discussion Missing extended hours data in Python Research environment?

Hey Shile WenÂ this is no longer an issue. My issue was a dirth Research state; after restarting...

Charles left a comment in the discussion Is it just me or is it painfully slow and complicated to develop on QC ?

I can't post examples of the algos, but what I can say is that we're trading ~2,000 stocks in our...

3 years ago