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0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

43Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

22Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

14Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

8Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Karthik started the discussion Downloaded Data - how to know if stale?

Hi,

Karthik started the discussion TradeBarConsolidator causes big performance drop

A python algorithm that selects 400 securities at minute resolution, with empty OnData does ~250K...

Karthik started the discussion Options not expiring during backtest simulation

Hi,

Karthik started the discussion Incosistent backtesting speed

I notice that sometimes my backtest runs very quickly and the server statistics show >100% CPU...

Karthik started the discussion Backtest results - see algorithm parameters values?

Hi,

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

43Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

22Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

14Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

8Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

9.978Net Profit

62.677PSR

1.578Sharpe Ratio

0.07Alpha

0.339Beta

21.309CAR

6Drawdown

0Loss Rate

5Parameters

1Security Types

0Sortino Ratio

127Tradeable Dates

253Trades

0.652Treynor Ratio

0Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

15Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

15Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Karthik started the discussion Downloaded Data - how to know if stale?

Hi,

Karthik started the discussion TradeBarConsolidator causes big performance drop

A python algorithm that selects 400 securities at minute resolution, with empty OnData does ~250K...

Karthik started the discussion Options not expiring during backtest simulation

Hi,

Karthik started the discussion Incosistent backtesting speed

I notice that sometimes my backtest runs very quickly and the server statistics show >100% CPU...

Karthik started the discussion Backtest results - see algorithm parameters values?

Hi,

Karthik started the discussion Using Option Chains

I am testing an algorithm that does universe selection to find the equities with highest open...

Karthik started the discussion Using QuantBook inside QCAlgorithm to get historical fundamental data?

I would like to get historical (e.g. trailing twelve month) fundamental data in my algorithm. The...

Karthik left a comment in the discussion Scheduled Universe Selection

self.Securities contains information about all the securities your algorithm has ever interacted...

Karthik left a comment in the discussion DD, Daily The issue starts from Jun 1st, 2019; and continues until now

The split is tracked now, thanks. There is a discrepancy between QC adjusted data and other...

Karthik left a comment in the discussion TCO, Daily The issue starts from Dec 29th, 2020; and continues until now

JayJayD similar to HDS, I think this was entered 1 day off, it should be delisted EOD 2020-12-28...

Karthik left a comment in the discussion HDS, Daily The issue starts from Dec 23rd, 2020; and continues until now

JayJayD thanks for addressing this issue. I misspoke in my previous comment, I believe the...

Karthik left a comment in the discussion HDS, Daily The issue starts from Dec 23rd, 2020; and continues until now

Sorry I think it was delisted on 2020-12-24 as I still see trades in ThinkOrSwim for the 23rd

Karthik left a comment in the discussion Alpha Streams Portfolio Optimization Notebook

Derek Melchin this is pretty cool, couple questions.

3 years ago