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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.

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

57Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

73.288Net Profit

0.705Sharpe Ratio

0.276Alpha

-7.801Beta

15.591CAR

20.5Drawdown

36Loss Rate

1Security Types

0.4798789123779Sortino Ratio

755Tradeable Dates

75Trades

-0.018Treynor Ratio

64Win Rate

43.525Net Profit

0.689Sharpe Ratio

0.242Alpha

-6.552Beta

13.747CAR

25.9Drawdown

38Loss Rate

1Security Types

0.03518926949306Sortino Ratio

506Tradeable Dates

62Trades

-0.02Treynor Ratio

62Win Rate

32.296Net Profit

0.669Sharpe Ratio

0.181Alpha

-4.839Beta

10.589CAR

17.4Drawdown

48Loss Rate

1Security Types

0.38594642146961Sortino Ratio

501Tradeable Dates

239Trades

-0.02Treynor Ratio

52Win Rate

Leigham started the discussion Algorithm Request

Would someone be interested in sharing an algo that checks to see if the open of the s&p500...

Leigham started the discussion Ema Universe

https://github.com/QuantConnect/Lean/blob/master/Algorithm.Python/EmaCrossUniverseSelectionAlgorithm...

Leigham started the discussion Number of days in portfolio

Would anyone care to share a way to get the value for the number of days a security is in your...

Leigham started the discussion Filter based off of Sector

I've been looking through the FineFundamental properties in the Database and I haven't...

Leigham started the discussion Trailing Stop Loss

I'm already aware of how to impliment a stop loss in Quanconnect. But i'd like a better way...

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

57Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

73.288Net Profit

0.705Sharpe Ratio

0.276Alpha

-7.801Beta

15.591CAR

20.5Drawdown

36Loss Rate

1Security Types

0.4798789123779Sortino Ratio

755Tradeable Dates

75Trades

-0.018Treynor Ratio

64Win Rate

43.525Net Profit

0.689Sharpe Ratio

0.242Alpha

-6.552Beta

13.747CAR

25.9Drawdown

38Loss Rate

1Security Types

0.03518926949306Sortino Ratio

506Tradeable Dates

62Trades

-0.02Treynor Ratio

62Win Rate

32.296Net Profit

0.669Sharpe Ratio

0.181Alpha

-4.839Beta

10.589CAR

17.4Drawdown

48Loss Rate

1Security Types

0.38594642146961Sortino Ratio

501Tradeable Dates

239Trades

-0.02Treynor Ratio

52Win Rate

Leigham started the discussion Algorithm Request

Would someone be interested in sharing an algo that checks to see if the open of the s&p500...

Leigham started the discussion Ema Universe

https://github.com/QuantConnect/Lean/blob/master/Algorithm.Python/EmaCrossUniverseSelectionAlgorithm...

Leigham started the discussion Number of days in portfolio

Would anyone care to share a way to get the value for the number of days a security is in your...

Leigham started the discussion Filter based off of Sector

I've been looking through the FineFundamental properties in the Database and I haven't...

Leigham started the discussion Trailing Stop Loss

I'm already aware of how to impliment a stop loss in Quanconnect. But i'd like a better way...

Leigham started the discussion Consolidating Forex

I'm aware that there is an example as to how to consolidate futures:

Leigham started the discussion Timezone

Is there any example code in python as to how to change the timezone ? I'd like to change my...

Leigham started the discussion Please help me find the error in my calculation

The intention of the function below is to calcualte the beta of a security.

Leigham left a comment in the discussion Consolidating Forex

Ignore my post I made a typo. Sorry about that. Figured it out.

Leigham left a comment in the discussion Backtesting Order Fill Criteria / Engine and Other features

Can I please have an example of the VolumeShareSlippageModel in python ?

Leigham left a comment in the discussion Trailing Stop Loss

Thanks :). I think this is probably something that I should submit a feature request for as I bet...

Leigham left a comment in the discussion Andreas F Clenow Momentum

Thank you Lexx7 , I would love to code that strategy ableit I haven't bought that...

Leigham left a comment in the discussion Andreas F Clenow Momentum

Using your same parameters and slightly changing the code to return a True statement, and it seems...

Leigham started the discussion Need help with error

Can someone please offer me a hand ?

Leigham left a comment in the discussion Please help me find the error in my calculation

Thanks for the help albiet if you look at my code, my code does exactly what investopedia does. I...

6 years ago