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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 (1)

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history problem

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

1Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate


Community

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Hayden started the discussion Changing time frame for when timeslice is created / data is received (TimeSlice class?)

Hey everyone,

4 years ago

Hayden started the discussion AddEquity and scheduled events

Hey everyone,

4 years ago

Hayden started the discussion History not gathering data from day before (indicator warmup)

Hi everyone,

4 years ago

Hayden left a comment in the discussion History not gathering data from day before (indicator warmup)

Hey Derek thanks for the response,

4 years ago

Hayden left a comment in the discussion AddEquity and scheduled events

Hey Derek,

4 years ago

history problem

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

1Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Hayden started the discussion Changing time frame for when timeslice is created / data is received (TimeSlice class?)

Hey everyone,

4 years ago

Hayden started the discussion AddEquity and scheduled events

Hey everyone,

4 years ago

Hayden started the discussion History not gathering data from day before (indicator warmup)

Hi everyone,

4 years ago

Hayden left a comment in the discussion History not gathering data from day before (indicator warmup)

Hey Derek thanks for the response,

4 years ago

Hayden left a comment in the discussion AddEquity and scheduled events

Hey Derek,

4 years ago

Hayden left a comment in the discussion AddEquity and scheduled events

Here a backtest showing the issue. In the logs you can see that the securities aren't being added...

4 years ago

Hayden left a comment in the discussion Changing time frame for when timeslice is created / data is received (TimeSlice class?)

Hey Derek,

4 years ago

Hayden left a comment in the discussion Changing time frame for when timeslice is created / data is received (TimeSlice class?)

Hey Derek, thanks for answering so quickly

4 years ago