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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.

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

12Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

1.596Net Profit

0.838Sharpe Ratio

0.261Alpha

-0.349Beta

19.765CAR

6.5Drawdown

23Loss Rate

1Security Types

-0.20832716896964Sortino Ratio

22Tradeable Dates

63Trades

-0.441Treynor Ratio

77Win Rate

0Net Profit

8.919Sharpe Ratio

0.159Alpha

0.198Beta

58.163CAR

0.4Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

5Tradeable Dates

3Trades

1.332Treynor Ratio

0Win Rate

0Net Profit

8.919Sharpe Ratio

0.159Alpha

0.198Beta

58.163CAR

0.4Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

5Tradeable Dates

3Trades

1.332Treynor Ratio

0Win Rate

-4.381Net Profit

-3.171Sharpe Ratio

-0.379Alpha

0.709Beta

-27.768CAR

6Drawdown

82Loss Rate

1Security Types

-0.42438241515131Sortino Ratio

20Tradeable Dates

22Trades

-0.448Treynor Ratio

18Win Rate

Dan started the discussion Check environment? live or backtest

Is there a method to conditionally execute code based upon whether an algorithm is running live or...

Dan started the discussion Are RollingWIndow values updated for splits?

In live trading, I'm saving the price of a security using a RollingWIndow. Will previously...

Dan left a comment in the discussion History Timeout Exception - Live Trading

Agreed. It would be helpful to have an efficient History method. I'm sure the QC folks are...

Dan left a comment in the discussion High price X bars ago

Alpha, are you looking for a C# or Python solution? Simple in Python using the 'History'...

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

12Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

1.596Net Profit

0.838Sharpe Ratio

0.261Alpha

-0.349Beta

19.765CAR

6.5Drawdown

23Loss Rate

1Security Types

-0.20832716896964Sortino Ratio

22Tradeable Dates

63Trades

-0.441Treynor Ratio

77Win Rate

0Net Profit

8.919Sharpe Ratio

0.159Alpha

0.198Beta

58.163CAR

0.4Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

5Tradeable Dates

3Trades

1.332Treynor Ratio

0Win Rate

0Net Profit

8.919Sharpe Ratio

0.159Alpha

0.198Beta

58.163CAR

0.4Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

5Tradeable Dates

3Trades

1.332Treynor Ratio

0Win Rate

-4.381Net Profit

-3.171Sharpe Ratio

-0.379Alpha

0.709Beta

-27.768CAR

6Drawdown

82Loss Rate

1Security Types

-0.42438241515131Sortino Ratio

20Tradeable Dates

22Trades

-0.448Treynor Ratio

18Win Rate

0Net Profit

-0.075Sharpe Ratio

0.042Alpha

0.463Beta

-1.027CAR

1.5Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

7Tradeable Dates

1Trades

-0.011Treynor Ratio

0Win Rate

-9.264Net Profit

-2.113Sharpe Ratio

-0.108Alpha

0.856Beta

-36.086CAR

11.9Drawdown

100Loss Rate

1Security Types

-0.32391520083319Sortino Ratio

42Tradeable Dates

66Trades

-0.472Treynor Ratio

0Win Rate

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

42Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Dan started the discussion Check environment? live or backtest

Is there a method to conditionally execute code based upon whether an algorithm is running live or...

Dan started the discussion Are RollingWIndow values updated for splits?

In live trading, I'm saving the price of a security using a RollingWIndow. Will previously...

Dan left a comment in the discussion Universe Selection in Research Environment

I'm under the impression that universe selection is not supported in the research/notebook...

Dan left a comment in the discussion History Timeout Exception - Live Trading

Agreed. It would be helpful to have an efficient History method. I'm sure the QC folks are...

Dan left a comment in the discussion High price X bars ago

Alpha, are you looking for a C# or Python solution? Simple in Python using the 'History'...

Dan left a comment in the discussion Data points set times

David, Thank you for sharing your algorithm. I was able to open it. The first thing I noticed was...

Dan left a comment in the discussion Quantopian migrant: First algo feedback and questions!

Vladimir, the Universe selection method was changed in September 2017 (about the time of your...

Dan left a comment in the discussion Data points set times

Maybe use the history method (which returns a Pandas dataframe) and then the 'resample'...

Dan started the discussion Fundamental data is currently only supported in backtesting

I noticed in the docs (https://www.quantconnect.com/data#fundamentals/usa/morningstar) that...

Dan started the discussion Questions about placing orders

A couple of questions about placing orders and broker interactions...

Dan started the discussion Can securities be selected via Universe in notebooks?

Can universes be used within a notebook to select securities. If so, is there a simple example?

Dan started the discussion How to convert Python list to Quantconnect List

I'm trying to return a "list" of Symbol objects from the...

Dan started the discussion Stocks aren't being removed from Securities dict when not in universe selection

This is probably a misunderstanding on how data and universes work together in QuantConnect. The...

Dan started the discussion History method not returning a Dataframe in Python

I'm trying to get 3 days of history for all the subscribed assets using the...

Dan started the discussion Trade Summary Questions...

In looking at the 'Trades Summary' tab on a backtest I was surprised to see the following:

Dan left a comment in the discussion Universe Selection in Research Environment

I'm under the impression that universe selection is not supported in the research/notebook...

6 years ago