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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 (9)

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Dancing Fluorescent Pink Whale

-19.684Net Profit

2.299PSR

-0.557Sharpe Ratio

-0.123Alpha

0.065Beta

-15.746CAR

35.5Drawdown

-0.24Loss Rate

80Parameters

0Security Types

-0.809Sortino Ratio

0Tradeable Dates

1253Trades

-1.762Treynor Ratio

0.41Win Rate

take 2

-18.742Net Profit

2.588PSR

-0.522Sharpe Ratio

-0.116Alpha

0.066Beta

-14.975CAR

35.5Drawdown

-0.24Loss Rate

76Parameters

0Security Types

-0.77Sortino Ratio

0Tradeable Dates

1252Trades

-1.621Treynor Ratio

0.42Win Rate

take 1

-12.918Net Profit

4.598PSR

-0.334Sharpe Ratio

-0.075Alpha

0.06Beta

-10.248CAR

29.8Drawdown

-0.26Loss Rate

76Parameters

0Security Types

-0.536Sortino Ratio

0Tradeable Dates

1176Trades

-1.111Treynor Ratio

0.47Win Rate

Hipster Violet Dinosaur

46Parameters

0Security Types

0Tradeable Dates

Geeky Fluorescent Yellow Snake

46Parameters

0Security Types

0Tradeable Dates


Community

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James started the discussion Custom data accessing custom data in algo

Loading in the custom data all works well if I want to call any of the following inĀ OnData()

4 years ago

James left a comment in the discussion Custom indicator in python algorithm

How do we now use the IsReady function?

4 years ago

Dancing Fluorescent Pink Whale

-19.684Net Profit

2.299PSR

-0.557Sharpe Ratio

-0.123Alpha

0.065Beta

-15.746CAR

35.5Drawdown

-0.24Loss Rate

80Parameters

0Security Types

-0.809Sortino Ratio

0Tradeable Dates

1253Trades

-1.762Treynor Ratio

0.41Win Rate

take 2

-18.742Net Profit

2.588PSR

-0.522Sharpe Ratio

-0.116Alpha

0.066Beta

-14.975CAR

35.5Drawdown

-0.24Loss Rate

76Parameters

0Security Types

-0.77Sortino Ratio

0Tradeable Dates

1252Trades

-1.621Treynor Ratio

0.42Win Rate

take 1

-12.918Net Profit

4.598PSR

-0.334Sharpe Ratio

-0.075Alpha

0.06Beta

-10.248CAR

29.8Drawdown

-0.26Loss Rate

76Parameters

0Security Types

-0.536Sortino Ratio

0Tradeable Dates

1176Trades

-1.111Treynor Ratio

0.47Win Rate

Hipster Violet Dinosaur

46Parameters

0Security Types

0Tradeable Dates

Geeky Fluorescent Yellow Snake

46Parameters

0Security Types

0Tradeable Dates

Sleepy Red-Orange Wolf

57Parameters

0Security Types

0Tradeable Dates

Hipster Apricot Goshawk

55Parameters

0Security Types

0Tradeable Dates

Retrospective Magenta Butterfly

54Parameters

0Security Types

0Tradeable Dates

Fat Asparagus Gaur

8Parameters

0Security Types

176Tradeable Dates

James started the discussion Custom data accessing custom data in algo

Loading in the custom data all works well if I want to call any of the following inĀ OnData()

4 years ago

James left a comment in the discussion Custom indicator in python algorithm

How do we now use the IsReady function?

4 years ago