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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.

-0.259Net Profit

14.522PSR

-0.965Sharpe Ratio

0Alpha

0Beta

-1.287CAR

0.7Drawdown

-0.01Loss Rate

38Parameters

0Security Types

-1.499Sortino Ratio

0Tradeable Dates

12Trades

0Treynor Ratio

0.01Win Rate

-7.509Net Profit

20.38PSR

-0.5Sharpe Ratio

0Alpha

0Beta

-32.316CAR

17.4Drawdown

-0.16Loss Rate

9Parameters

0Security Types

-0.912Sortino Ratio

0Tradeable Dates

51Trades

0Treynor Ratio

0.29Win Rate

John started the discussion I can't get SPX option data to work

I saw the blog post that said quantconnect has index options but I can't get them to work. Is...

John started the discussion Appending symbols to Coasre Universe

I'm trying to append the symbols I'm currently invested in, into the coarse universe function....

John left a comment in the discussion Algo: Flock

I'm trying to read the C code, so i can try this in python. Can someone help my understanding of...

John left a comment in the discussion Appending symbols to Coasre Universe

Thanks Fred, I think that was it.

-0.259Net Profit

14.522PSR

-0.965Sharpe Ratio

0Alpha

0Beta

-1.287CAR

0.7Drawdown

-0.01Loss Rate

38Parameters

0Security Types

-1.499Sortino Ratio

0Tradeable Dates

12Trades

0Treynor Ratio

0.01Win Rate

-7.509Net Profit

20.38PSR

-0.5Sharpe Ratio

0Alpha

0Beta

-32.316CAR

17.4Drawdown

-0.16Loss Rate

9Parameters

0Security Types

-0.912Sortino Ratio

0Tradeable Dates

51Trades

0Treynor Ratio

0.29Win Rate

John started the discussion I can't get SPX option data to work

I saw the blog post that said quantconnect has index options but I can't get them to work. Is...

John started the discussion Appending symbols to Coasre Universe

I'm trying to append the symbols I'm currently invested in, into the coarse universe function....

John left a comment in the discussion Reset live trading

I have a similiar problem. The live trading is still displaying the paper trades which had a much...

John left a comment in the discussion Algo: Flock

I'm trying to read the C code, so i can try this in python. Can someone help my understanding of...

John left a comment in the discussion Appending symbols to Coasre Universe

Thanks Fred, I think that was it.

John left a comment in the discussion Appending symbols to Coasre Universe

I removed the code that sells the securities to help illustrate the issue. As the algorithm buys...

John left a comment in the discussion Appending symbols to Coasre Universe

Take a look at the last backtest I attached and let me know if you need something else. That one...

John left a comment in the discussion Appending symbols to Coasre Universe

Thanks for taking a look at this, but I'm still having trouble…

John started the discussion How to implement a rolling closeWindow in my code with a universe of stocks?

I've been trying for days without success and I can't quite figure it out. I have indicators...

John left a comment in the discussion Reset live trading

I have a similiar problem. The live trading is still displaying the paper trades which had a much...

2 years ago