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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 (4)

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[Debugging] Determined Light Brown Horse

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

124Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

21Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Hyper-Active Red Elephant

3.909Net Profit

49.89PSR

1.045Sharpe Ratio

0.098Alpha

-0.015Beta

14.123CAR

4.6Drawdown

-0.63Loss Rate

114Parameters

0Security Types

2.085Sortino Ratio

72Tradeable Dates

52Trades

-6.725Treynor Ratio

1.22Win Rate

Upgraded Magenta Seahorse

-2.174Net Profit

14.156PSR

-3.175Sharpe Ratio

-0.465Alpha

0.303Beta

-43.616CAR

3Drawdown

-0.52Loss Rate

90Parameters

0Security Types

-4.512Sortino Ratio

9Tradeable Dates

23Trades

-1.131Treynor Ratio

0.55Win Rate

Formal Fluorescent Yellow Dog

-0.304Net Profit

14.423PSR

-0.765Sharpe Ratio

-0.008Alpha

0.01Beta

-1.201CAR

0.8Drawdown

-0.06Loss Rate

148Parameters

0Security Types

-1.141Sortino Ratio

64Tradeable Dates

163Trades

-0.818Treynor Ratio

0.05Win Rate


Community

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David started the discussion Is there a way to use the Microsoft Authenticator for 2FA?

Hi all;

2 years ago

David started the discussion Is there a sample of a simple complete app?

Hi all;

2 years ago

David started the discussion Where is ExponentialMovingAverage() documented?

In the documentation I can only find EMA("symbol") which requires a symbol to be passed in. But in...

2 years ago

David started the discussion Boot Camp 101, Lesson 12 - why no update of the stocks to buy?

Hi;

2 years ago

David started the discussion OnData() documentation

Hi;

2 years ago

[Debugging] Determined Light Brown Horse

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

124Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

21Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Hyper-Active Red Elephant

3.909Net Profit

49.89PSR

1.045Sharpe Ratio

0.098Alpha

-0.015Beta

14.123CAR

4.6Drawdown

-0.63Loss Rate

114Parameters

0Security Types

2.085Sortino Ratio

72Tradeable Dates

52Trades

-6.725Treynor Ratio

1.22Win Rate

Upgraded Magenta Seahorse

-2.174Net Profit

14.156PSR

-3.175Sharpe Ratio

-0.465Alpha

0.303Beta

-43.616CAR

3Drawdown

-0.52Loss Rate

90Parameters

0Security Types

-4.512Sortino Ratio

9Tradeable Dates

23Trades

-1.131Treynor Ratio

0.55Win Rate

Formal Fluorescent Yellow Dog

-0.304Net Profit

14.423PSR

-0.765Sharpe Ratio

-0.008Alpha

0.01Beta

-1.201CAR

0.8Drawdown

-0.06Loss Rate

148Parameters

0Security Types

-1.141Sortino Ratio

64Tradeable Dates

163Trades

-0.818Treynor Ratio

0.05Win Rate

David started the discussion Is there a way to use the Microsoft Authenticator for 2FA?

Hi all;

2 years ago

David started the discussion Is there a sample of a simple complete app?

Hi all;

2 years ago

David started the discussion Where is ExponentialMovingAverage() documented?

In the documentation I can only find EMA("symbol") which requires a symbol to be passed in. But in...

2 years ago

David started the discussion Boot Camp 101, Lesson 12 - why no update of the stocks to buy?

Hi;

2 years ago

David started the discussion OnData() documentation

Hi;

2 years ago

David started the discussion How do I get permission to post to the QuantConnect discord groups?

Hi;

2 years ago

David started the discussion Is there a debugger?

Hi;

2 years ago

David started the discussion Is QuantConnect single threaded?

Hi;

2 years ago

David started the discussion Is there a way to get a list of all questions I posted

Hi;

2 years ago

David started the discussion Will OnData fire when it completes loading requested data

Hi;

2 years ago

David started the discussion Is there a listing of when OnData is called?

Hi all;

2 years ago

David started the discussion Is this a potential race condition?

In “Algorithmic Trading Using Python #5 - Trading & Orders” it has the code:

2 years ago

David started the discussion AlphaModel.Update() - when is it called?

I think I understand this, but first, lets me say what I think is occurring:

2 years ago

David started the discussion QC500UniverseSelectionModel.py appears to be missing code

Hi all;

2 years ago

David started the discussion Why would an order be placed if no insights are returned?

I have an app that uses the Algorithm Framework and it it has a class based on the...

2 years ago

David started the discussion What happens if the VM running my OnData (or other) method dies?

If a VM stops, anything from the power supply frying to the host system rebooting a VM to apply O/S...

2 years ago

David started the discussion Are Orders & Portfolio tied to the underlying broker, or just an estimated copy?

If my orders are going to InteractiveBrokers, are the Orders and Portfolio collections:

2 years ago

David started the discussion Connecting TD Ameritrade to Orders and Portfolio

If I am going to use TD Ameritrade for my orders, is there a way to connect that to the Orders...

2 years ago

David started the discussion How do I adjust stop loss and limit orders within the Algorithm Framework?

I can find lots of info on adjusting these if I do not use the algorithm framework. But if I am...

2 years ago

David started the discussion Does the Lean CLI require pathlib?

I installed the Lean CLI and it was all good except for the following:

2 years ago

David left a comment in the discussion Why does RelativeStrengthIndex return type decimal (instead of float or double)?

Hi Fred;

2 years ago

David left a comment in the discussion Why does RelativeStrengthIndex return type decimal (instead of float or double)?

Hi Fred;

2 years ago

David left a comment in the discussion OnWarmupFinished() called before Universe is created

Hi;

2 years ago

David left a comment in the discussion Web debugger - step out and/or call stack?

It'll be nice when the VS Code integration is released.

2 years ago

David left a comment in the discussion How can I write to the console?

Ok, once the algo completes then the output to the console is written. Unfortunately if the algo...

2 years ago

David left a comment in the discussion Web debugger - step out and/or call stack?

Hi again;

2 years ago