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-0.765Net Profit

-0.367Sharpe Ratio

0.188Alpha

-10.525Beta

-1.831CAR

2.5Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

105Tradeable Dates

3Trades

0.002Treynor Ratio

0Win Rate

-0.499Net Profit

-0.285Sharpe Ratio

-0.002Alpha

-0.545Beta

-1.485CAR

2.8Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

104Tradeable Dates

11Trades

0.02Treynor Ratio

0Win Rate

-10.742Net Profit

-1.91Sharpe Ratio

-1.041Alpha

8.623Beta

-72.642CAR

17.3Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

26Tradeable Dates

11Trades

-0.105Treynor Ratio

0Win Rate

Hal started the discussion How to use RollingWindow[ ] on multiple equities and indicators?

I am new to QC and I am trying to understand how to use RollingWindow[ ] to get previous data for...

Hal started the discussion Add another Resolution and Indicator to the MultipleSymbolConsolidatonAlgorithm.Py QCAlgorithm

First I want to thank Jared Broad, the QC Staff and also the entire QC community for all of the...

Hal started the discussion How to access previous SMA data in the MultipleSymbolConsolidationAlgorithm.py algorithm.

I am trying to access the previous period SMA indicator values. As an example, I want to get the...

Hal started the discussion Help needed in adding RollingWindow for SMA indicator.

I am working with a clone of the MultipleSymbolConsolidatonAlgorithm.py algorithm.I am attempting...

-0.765Net Profit

-0.367Sharpe Ratio

0.188Alpha

-10.525Beta

-1.831CAR

2.5Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

105Tradeable Dates

3Trades

0.002Treynor Ratio

0Win Rate

-0.499Net Profit

-0.285Sharpe Ratio

-0.002Alpha

-0.545Beta

-1.485CAR

2.8Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

104Tradeable Dates

11Trades

0.02Treynor Ratio

0Win Rate

-10.742Net Profit

-1.91Sharpe Ratio

-1.041Alpha

8.623Beta

-72.642CAR

17.3Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

26Tradeable Dates

11Trades

-0.105Treynor Ratio

0Win Rate

Hal started the discussion How to use RollingWindow[ ] on multiple equities and indicators?

I am new to QC and I am trying to understand how to use RollingWindow[ ] to get previous data for...

Hal started the discussion Add another Resolution and Indicator to the MultipleSymbolConsolidatonAlgorithm.Py QCAlgorithm

First I want to thank Jared Broad, the QC Staff and also the entire QC community for all of the...

Hal started the discussion How to access previous SMA data in the MultipleSymbolConsolidationAlgorithm.py algorithm.

I am trying to access the previous period SMA indicator values. As an example, I want to get the...

Hal started the discussion Help needed in adding RollingWindow for SMA indicator.

I am working with a clone of the MultipleSymbolConsolidatonAlgorithm.py algorithm.I am attempting...

Hal left a comment in the discussion Reducing position size

I want to thank everyone for their support of here on this forum at QC.

Hal left a comment in the discussion Add another Resolution and Indicator to the MultipleSymbolConsolidatonAlgorithm.Py QCAlgorithm

Thanjk you, Jing Wu for the the examples and ideas. I will be trying out the ideas and...

Hal left a comment in the discussion How to use RollingWindow[ ] on multiple equities and indicators?

Michael, I cloned you algorithm above and when I run the backtest I get an error on the...

Hal left a comment in the discussion How to use RollingWindow[ ] on multiple equities and indicators?

Jing Wu and Michael Manus I really appreciate your work.

Hal left a comment in the discussion How to use RollingWindow[ ] on multiple equities and indicators?

Michael,

Thank you for the reply Michael and Jared.

Hal left a comment in the discussion Reducing position size

I want to thank everyone for their support of here on this forum at QC.

6 years ago