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0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

3Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

-0.008Net Profit

16.541PSR

-1.359Sharpe Ratio

-0.001Alpha

0.001Beta

-0.053CAR

0Drawdown

37Loss Rate

25Parameters

1Security Types

-0.1416Sortino Ratio

38Tradeable Dates

96Trades

-0.728Treynor Ratio

63Win Rate

17Parameters

0Security Types

0Tradeable Dates

13Parameters

2Security Types

8Tradeable Dates

Gil left a comment in the discussion Continuous Futures Support

Jared Broad Martin Molinero But what actually will be bought when buying this canonical contract...

Gil started the discussion IPO trading

Hi,

Gil started the discussion Simple IPO strategy

Hi,

Gil started the discussion How capacity is calculated?

I have an algo which trading multiple stocks and the capacity is $ 750, does it make sense?

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

3Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

-0.008Net Profit

16.541PSR

-1.359Sharpe Ratio

-0.001Alpha

0.001Beta

-0.053CAR

0Drawdown

37Loss Rate

25Parameters

1Security Types

-0.1416Sortino Ratio

38Tradeable Dates

96Trades

-0.728Treynor Ratio

63Win Rate

17Parameters

0Security Types

0Tradeable Dates

13Parameters

2Security Types

8Tradeable Dates

Gil left a comment in the discussion Since upgrading to Env3 -QuantBook is not available on Jupyter

Jared Broad Alexandre Catarino Should we use version 2 when using Notebook? Because obviously it...

Gil left a comment in the discussion Continuous Futures Support

Jared Broad Martin Molinero But what actually will be bought when buying this canonical contract...

Gil started the discussion IPO trading

Hi,

Gil started the discussion Simple IPO strategy

Hi,

Gil started the discussion How capacity is calculated?

I have an algo which trading multiple stocks and the capacity is $ 750, does it make sense?

Gil started the discussion Is it possible to add TAcharts ?

it's not for the purpose of charting but for calculating indicators efficiently on dataframes

Gil left a comment in the discussion Basic framework that I use for stoploss, take profit and data

Actually, this framework can be modified to work with the QC framework and the execution part will...

Gil started the discussion Wired issue when trying to create new alpha

I added prints in the alpha file and I don't see them when running backtest.

Gil started the discussion Pairs trading alpha

I was looking at the implementation of:PearsonCorrelationPairsTradingAlphaModel - this is the...

Gil started the discussion Adding a ML training to the Alpha

Hi,

Gil started the discussion Using notes in alpha framework

Hi,

Gil started the discussion Live trading with IB

Hi

Gil started the discussion Non US Interactive Brokers users

Hi.

Gil started the discussion How to create a synthetic asset indicator?

Hi

Gil left a comment in the discussion Tim Sykes and Penny Stocks

Hi,

Gil started the discussion Stock price is 0 when using a consolidator

When trying to calculate the stocks price every 1 hour I get the PYPL price is always 0 :(Can't see...

Gil started the discussion Options SetFilter by strike percent

If I want to get the option chain of stock from -5% to +5% how can I do that?the only option I can...

Gil started the discussion OEX, XEO options

Hi,

Gil started the discussion Backtest taking too long

Hi.I'm running a backtest of simple option-selling algorithm for only 8 days and it takes very long...

Gil started the discussion How do I iterate over my holdings

Now, this is what I do, and I think it's not very efficient any suggestions?

Gil started the discussion How to get the delta from OptionHolding object

Hi,I want to get my delta exposure for every option in my portfolio, this is what I do:

Gil started the discussion Can't work with options and consolidators

Hi,I replied this comment in another thread, but I think this issue deserves a separate topic.

Gil started the discussion Business days till expiration

Hi.is there a way to get the number of business days till options expiration?need to take into...

Gil started the discussion Option price using OptionUniverse

Hi,

Gil left a comment in the discussion Business days till expiration

I'm not sure this method is enabled in python, I'm trying:sec = self.Securities['SPY']t =...

Gil left a comment in the discussion Option hourly resolution

Jack Simonson Consolidators are not good enough to use with options because we don't have access...

Gil left a comment in the discussion Since upgrading to Env3 -QuantBook is not available on Jupyter

Jared Broad Alexandre Catarino Should we use version 2 when using Notebook? Because obviously it...

2 years ago