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Activity on QuantConnect

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Public Backtests (6)

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Energetic Yellow Rhinoceros

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Parameters

1Security Types

0Sortino Ratio

17Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Calculating Red-Orange Panda

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

Geeky Red-Orange Rhinoceros

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Hyper-Active Blue Parrot

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

95Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Retrospective Yellow Duck

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate


Community

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Frank started the discussion QUANDL dataset vs FRED dataset

I have been working with the kei strategy algo , modified by Vladimir, Frank ?, and Tom Penrose.

2 years ago

Frank left a comment in the discussion KEI based Strategy

Not sure what to add , but there is another OECD dataset from the Federal Reserve site FRED...

2 years ago

Frank left a comment in the discussion QUANDL dataset vs FRED dataset

Varad,

2 years ago

Frank left a comment in the discussion QUANDL dataset vs FRED dataset

Fred,

2 years ago

Frank left a comment in the discussion KEI based Strategy

Very impressive, if anyone wants to conference call or collaborate and kick around some ideas,...

2 years ago

Energetic Yellow Rhinoceros

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Parameters

1Security Types

0Sortino Ratio

17Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Calculating Red-Orange Panda

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

Geeky Red-Orange Rhinoceros

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Hyper-Active Blue Parrot

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

95Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Retrospective Yellow Duck

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Energetic Magenta Fly

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

7Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Frank started the discussion QUANDL dataset vs FRED dataset

I have been working with the kei strategy algo , modified by Vladimir, Frank ?, and Tom Penrose.

2 years ago

Frank left a comment in the discussion KEI based Strategy

Not sure what to add , but there is another OECD dataset from the Federal Reserve site FRED...

2 years ago

Frank left a comment in the discussion QUANDL dataset vs FRED dataset

Varad,

2 years ago

Frank left a comment in the discussion QUANDL dataset vs FRED dataset

Fred,

2 years ago

Frank left a comment in the discussion KEI based Strategy

Very impressive, if anyone wants to conference call or collaborate and kick around some ideas,...

2 years ago

Frank left a comment in the discussion KEI based Strategy

This is a work in progress. I cloned one of Vlad's earlier versions.  I really like this algo for...

2 years ago

Frank started the discussion Morningstar grades and scores

In my Quantopian algos i used the following from morningstar I can't find them in the Quantconnect...

3 years ago

Frank left a comment in the discussion Reduced stability in live?

thank you

3 years ago

Frank started the discussion Coarse Selection and Tradebar history

I am testing out parts for my algo and having a problem with the rolling history. I think i have...

6 years ago

Frank started the discussion Trying to retrieve past bars after a universe selection

I have been working  (unsuccessfully for some time) on trying to put together a simple algo...

6 years ago

Frank started the discussion Simple test problem

For two symbols, i am trying to  print the slope and the macd each day. The first symbol works...

6 years ago

Frank started the discussion Order Invalid Errors

I am getting alot of Invalid Order error statuses. Can anyone tell me how to access the

6 years ago