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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

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1Security Types

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2Tradeable Dates

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0Net Profit

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0Drawdown

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1Security Types

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2Tradeable Dates

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1Security Types

5Tradeable Dates

0Net Profit

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0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

6Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Garret started the discussion Looking for collaborators for a spot hedging strategy

So let EUR/JPY=A, EUR/USD=B, and USD/JPY=C. Then A/B=C, theoretically. In the market you can...

Garret started the discussion Having trouble with instant liquidation. 10000 orders immediately

Here is my code (granted, this is a basic template of the code, which is why it wont make sense...

Garret started the discussion Help with requesting market data from different resolutions

So, I was wondering how I can get say, the daily data and the hourly data all in the slice. So for...

Garret left a comment in the discussion Having trouble with instant liquidation. 10000 orders immediately

Thank you for the response again Jing Wu, however, I am confused. How am I supposed to make...

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

2Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

2Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

2Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

1Security Types

5Tradeable Dates

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

6Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

-0.018Net Profit

-1.665Sharpe Ratio

0.003Alpha

-0.327Beta

-0.215CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

27Tradeable Dates

1Trades

0.005Treynor Ratio

0Win Rate

-4.429Net Profit

-1.559Sharpe Ratio

-0.234Alpha

-9.476Beta

-41.336CAR

10.7Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

27Tradeable Dates

549Trades

0.04Treynor Ratio

0Win Rate

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

32Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

1Security Types

0Tradeable Dates

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

314Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

314Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

314Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

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1Security Types

0Sortino Ratio

314Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

314Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

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0Drawdown

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1Security Types

0Sortino Ratio

314Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Net Profit

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0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

314Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

314Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Net Profit

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0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

314Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Net Profit

0Sharpe Ratio

0Alpha

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0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

314Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

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0Alpha

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1Security Types

0Sortino Ratio

314Tradeable Dates

0Trades

0Treynor Ratio

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0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

314Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

314Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

314Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

314Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

314Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

314Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

314Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

314Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

314Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

314Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Garret started the discussion Looking for collaborators for a spot hedging strategy

So let EUR/JPY=A, EUR/USD=B, and USD/JPY=C. Then A/B=C, theoretically. In the market you can...

Garret started the discussion Having trouble with instant liquidation. 10000 orders immediately

Here is my code (granted, this is a basic template of the code, which is why it wont make sense...

Garret started the discussion Help with requesting market data from different resolutions

So, I was wondering how I can get say, the daily data and the hourly data all in the slice. So for...

Garret left a comment in the discussion Having trouble with instant liquidation. 10000 orders immediately

This is just a pilot experiment to get the algorithm to place a trade and hold it until a condition...

Thank you for the response again Jing Wu, however, I am confused. How am I supposed to make...

Thanks Jing Wu for the response, unfortunately, I was having the same problem when using that...

Garret started the discussion Genetic Algorithm

Hi, I'm fairly new to QuantConnect's algo lab but it looks preferable to MQL5/metatrader....

Garret started the discussion Runtime error

Any idea on how to fix this, still new to this platform. Runtime Error:...

Garret left a comment in the discussion Is it possible to do some optimizations ?

I accomplished my GA by creating a flagging system that outputs all of the returns, as well as...

Garret left a comment in the discussion Runtime error

Ok, I got it to work, but I had to use the seconds resolution instead of the "tick". If...

Garret left a comment in the discussion Runtime error

This is what happens:

Garret left a comment in the discussion Having trouble with instant liquidation. 10000 orders immediately

This is just a pilot experiment to get the algorithm to place a trade and hold it until a condition...

5 years ago