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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 (3)

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Hyper-Active Orange Crocodile

20.795Net Profit

1.457Sharpe Ratio

0.131Alpha

0.298Beta

20.795CAR

9.2Drawdown

40Loss Rate

3Parameters

1Security Types

0.1086Sortino Ratio

252Tradeable Dates

783Trades

0.542Treynor Ratio

60Win Rate

Crying Red Bison

70.186Net Profit

1.58Sharpe Ratio

0.899Alpha

-17.032Beta

70.186CAR

20.8Drawdown

43Loss Rate

2Parameters

1Security Types

1.0229Sortino Ratio

252Tradeable Dates

47Trades

-0.034Treynor Ratio

57Win Rate

Sleepy Red-Orange Albatross

29.818Net Profit

5.474Sharpe Ratio

-0.044Alpha

174.6Beta

2569.765CAR

9.1Drawdown

14Loss Rate

33Parameters

1Security Types

0Sortino Ratio

29Tradeable Dates

14Trades

0.013Treynor Ratio

86Win Rate


Community

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Liam started the discussion Rebalance Function not equally allocating quantity- (from QC tutorial/strategy library)

Hey everyone, I'm trying to figure out why the "Action(self.rebalance))" buys on market 100% of...

5 years ago

Liam started the discussion Problem with schedule universe not firing only at month start

Hey everyone, i'm trying to understand this example because I believe it should be only buying on...

5 years ago

Liam started the discussion BacktestingRealTimeHandler.Run Error

New to Algo Trading and got this error when trying to back test...

6 years ago

Liam started the discussion BacktestingRealTimeHandler.Run(): There was an error in a scheduled event BTCUSD: EveryDay: BTCUSD: 1 min before MarketClose. The error was Sequence contains no elements

using System; using System.Linq; using QuantConnect.Indicators; using QuantConnect.Models; using...

6 years ago

Liam started the discussion Brokerage Warning: Order failed, Order Id: 4: Trading pair not available (on GDAX, BTCUSD)

Hi everyone, I'm having a bit of trouble trying to connect to a live broker. My backtest works...

6 years ago

Hyper-Active Orange Crocodile

20.795Net Profit

1.457Sharpe Ratio

0.131Alpha

0.298Beta

20.795CAR

9.2Drawdown

40Loss Rate

3Parameters

1Security Types

0.1086Sortino Ratio

252Tradeable Dates

783Trades

0.542Treynor Ratio

60Win Rate

Crying Red Bison

70.186Net Profit

1.58Sharpe Ratio

0.899Alpha

-17.032Beta

70.186CAR

20.8Drawdown

43Loss Rate

2Parameters

1Security Types

1.0229Sortino Ratio

252Tradeable Dates

47Trades

-0.034Treynor Ratio

57Win Rate

Sleepy Red-Orange Albatross

29.818Net Profit

5.474Sharpe Ratio

-0.044Alpha

174.6Beta

2569.765CAR

9.1Drawdown

14Loss Rate

33Parameters

1Security Types

0Sortino Ratio

29Tradeable Dates

14Trades

0.013Treynor Ratio

86Win Rate

Liam started the discussion Rebalance Function not equally allocating quantity- (from QC tutorial/strategy library)

Hey everyone, I'm trying to figure out why the "Action(self.rebalance))" buys on market 100% of...

5 years ago

Liam started the discussion Problem with schedule universe not firing only at month start

Hey everyone, i'm trying to understand this example because I believe it should be only buying on...

5 years ago

Liam started the discussion BacktestingRealTimeHandler.Run Error

New to Algo Trading and got this error when trying to back test...

6 years ago

Liam started the discussion BacktestingRealTimeHandler.Run(): There was an error in a scheduled event BTCUSD: EveryDay: BTCUSD: 1 min before MarketClose. The error was Sequence contains no elements

using System; using System.Linq; using QuantConnect.Indicators; using QuantConnect.Models; using...

6 years ago

Liam started the discussion Brokerage Warning: Order failed, Order Id: 4: Trading pair not available (on GDAX, BTCUSD)

Hi everyone, I'm having a bit of trouble trying to connect to a live broker. My backtest works...

6 years ago

Liam left a comment in the discussion BacktestingRealTimeHandler.Run Error

from datetime import datetime import decimal import numpy as np from clr import...

6 years ago