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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 (4)

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Alert Light Brown Termite

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

250Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Energetic Red Orange Alligator

404.093Net Profit

6.614PSR

0.577Sharpe Ratio

-0.004Alpha

0.911Beta

11.991CAR

30.2Drawdown

0Loss Rate

5Parameters

1Security Types

0.589Sortino Ratio

3591Tradeable Dates

1Trades

0.083Treynor Ratio

0Win Rate

20131206 15:45:23 CSVOrders

251Tradeable Dates

20130815 18:23:11 MomentusTrends

287Tradeable Dates


Community

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Marc left a comment in the discussion Intellisense/Auto-compelte not working in the cloud IDE

I have the same problem in the Cloud IDE - none of the suggestions above are applicable to that IDE.

1 months ago

Marc left a comment in the discussion VWAP Confusion - Please Help

FemtoTrader;

3 months ago

Marc left a comment in the discussion 0 DTE algorithm

Roberto - your Schedule code appears correct, for C#. The Python keywords are in lower_case :

4 months ago

Marc left a comment in the discussion Configure chart time axis to display market hours only

One workaround I use is to plot only the hours of interest - the hours during which my algo would...

4 months ago

Marc left a comment in the discussion No trades in backtest, Mia Can't Find an Issue

You're welcome Akira.

6 months ago

Alert Light Brown Termite

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

250Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Energetic Red Orange Alligator

404.093Net Profit

6.614PSR

0.577Sharpe Ratio

-0.004Alpha

0.911Beta

11.991CAR

30.2Drawdown

0Loss Rate

5Parameters

1Security Types

0.589Sortino Ratio

3591Tradeable Dates

1Trades

0.083Treynor Ratio

0Win Rate

20131206 15:45:23 CSVOrders

251Tradeable Dates

20130815 18:23:11 MomentusTrends

287Tradeable Dates

Marc left a comment in the discussion Intellisense/Auto-compelte not working in the cloud IDE

I have the same problem in the Cloud IDE - none of the suggestions above are applicable to that IDE.

1 months ago

Marc left a comment in the discussion VWAP Confusion - Please Help

FemtoTrader;

3 months ago

Marc left a comment in the discussion 0 DTE algorithm

Roberto - your Schedule code appears correct, for C#. The Python keywords are in lower_case :

4 months ago

Marc left a comment in the discussion Configure chart time axis to display market hours only

One workaround I use is to plot only the hours of interest - the hours during which my algo would...

4 months ago

Marc left a comment in the discussion No trades in backtest, Mia Can't Find an Issue

You're welcome Akira.

6 months ago

Marc left a comment in the discussion No trades in backtest, Mia Can't Find an Issue

Here is the backtest - with some logging of various values (with formatting).

6 months ago

Marc started the discussion Weird Backtest List Behavior Today

Today my back test list is missing all but the first column info, and that 1 column is truncated.

9 months ago