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6Parameters

0Security Types

1Tradeable Dates

2.56Net Profit

100PSR

16.069Sharpe Ratio

1.645Alpha

-1.187Beta

904.023CAR

1.5Drawdown

0Loss Rate

6Parameters

1Security Types

0Sortino Ratio

4Tradeable Dates

5Trades

-1.078Treynor Ratio

100Win Rate

-100.219Net Profit

35.867PSR

0.729Sharpe Ratio

4.28Alpha

0.076Beta

0CAR

100.2Drawdown

63Loss Rate

0Parameters

1Security Types

-0.2783Sortino Ratio

3657Tradeable Dates

219Trades

55.794Treynor Ratio

37Win Rate

1567.261Net Profit

81.214PSR

1.367Sharpe Ratio

0.671Alpha

-0.129Beta

120.366CAR

45.3Drawdown

63Loss Rate

8Parameters

1Security Types

0.4544Sortino Ratio

1300Tradeable Dates

205Trades

-5.116Treynor Ratio

37Win Rate

5Parameters

0Security Types

25Tradeable Dates

Ivan started the discussion Reverse EMA

Hello. I wonder if anyone here implemented Ehlers REMA.

Ivan started the discussion Kelly Criterion and implementation of dynamic leverage

Hello. is there any way of on-the-fly adjusting the leverage with my Currency portflio in any...

Ivan started the discussion Using tick data - HOW?

Hello. I've searched everywhere and could not find how to operate with ticks.

Ivan started the discussion Monte Carlo simulation

Hello. Is there any way to perform a Monte Carlo simulation for a strategy?

6Parameters

0Security Types

1Tradeable Dates

2.56Net Profit

100PSR

16.069Sharpe Ratio

1.645Alpha

-1.187Beta

904.023CAR

1.5Drawdown

0Loss Rate

6Parameters

1Security Types

0Sortino Ratio

4Tradeable Dates

5Trades

-1.078Treynor Ratio

100Win Rate

-100.219Net Profit

35.867PSR

0.729Sharpe Ratio

4.28Alpha

0.076Beta

0CAR

100.2Drawdown

63Loss Rate

0Parameters

1Security Types

-0.2783Sortino Ratio

3657Tradeable Dates

219Trades

55.794Treynor Ratio

37Win Rate

1567.261Net Profit

81.214PSR

1.367Sharpe Ratio

0.671Alpha

-0.129Beta

120.366CAR

45.3Drawdown

63Loss Rate

8Parameters

1Security Types

0.4544Sortino Ratio

1300Tradeable Dates

205Trades

-5.116Treynor Ratio

37Win Rate

5Parameters

0Security Types

25Tradeable Dates

Ivan started the discussion Reverse EMA

Hello. I wonder if anyone here implemented Ehlers REMA.

Ivan started the discussion Kelly Criterion and implementation of dynamic leverage

Hello. is there any way of on-the-fly adjusting the leverage with my Currency portflio in any...

Ivan started the discussion Using tick data - HOW?

Hello. I've searched everywhere and could not find how to operate with ticks.

Ivan started the discussion Monte Carlo simulation

Hello. Is there any way to perform a Monte Carlo simulation for a strategy?

Ivan left a comment in the discussion Not finding function ewma in pandas module

Hello. Please Try

Ivan left a comment in the discussion Confused on Backtested Forex EURUSD Win Rate? Backtest Attached

Please have a look at my little not finished example. It gives a some sort of a look at what I mean...

Ivan left a comment in the discussion Confused on Backtested Forex EURUSD Win Rate? Backtest Attached

Hi. I think the answer to your question is:

Ivan left a comment in the discussion EMA CROSSOVER - ORDERS SENT AT RANDOM TIMES

Okay. The thing is most of the stuff should be performed in the OnData function. When you program...

Ivan left a comment in the discussion OnOrderEvent: MarketOrder is not assigned to variable

In line:

Ivan left a comment in the discussion Released my ML powered prediction program on GitHub (Python)

That's interesting. I will definetely have a look. Thanks for sharing. Added to my bookmarks.

Ivan left a comment in the discussion Not finding function ewma in pandas module

Hello. Please Try

4 years ago