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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 (7)

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Pensive Magenta Lion

264.925Net Profit

11.337PSR

0.608Sharpe Ratio

0.049Alpha

0.095Beta

9.745CAR

17.4Drawdown

-1.03Loss Rate

38Parameters

0Security Types

5081Tradeable Dates

171Trades

0.599Treynor Ratio

2.81Win Rate

Creative Brown Fly

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

9Parameters

0Security Types

0Sortino Ratio

1Tradeable Dates

1Trades

0Treynor Ratio

0Win Rate

Retrospective Orange Duck

8.877Net Profit

25.77PSR

0.687Sharpe Ratio

0Alpha

0Beta

3.072CAR

8.4Drawdown

-0.15Loss Rate

58Parameters

0Security Types

0.897Sortino Ratio

880Tradeable Dates

788Trades

0Treynor Ratio

0.36Win Rate

Formal Brown Butterfly

23.717Net Profit

0.051PSR

0.209Sharpe Ratio

0.016Alpha

-0.004Beta

1.815CAR

24.8Drawdown

50Loss Rate

0Parameters

1Security Types

0.0197Sortino Ratio

4318Tradeable Dates

1267Trades

-4.001Treynor Ratio

50Win Rate

Swimming Yellow-Green Beaver

-0.582Net Profit

4.556PSR

-0.695Sharpe Ratio

-0.006Alpha

0.002Beta

-0.548CAR

1.1Drawdown

64Loss Rate

47Parameters

1Security Types

-0.3185Sortino Ratio

388Tradeable Dates

89Trades

-2.46Treynor Ratio

36Win Rate


Community

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Mathew started the discussion FIX brokerage implementation

Looking for someone to pay to implement a full integration of http://quickfixn.org or similar FIX...

2 years ago

Mathew left a comment in the discussion Rolling Window not working Lean Locally

was there ever a solution to this problem?  This is also none functional for me too with exactly...

2 years ago

Mathew started the discussion Lean using Local CSV files

I am reading in data via dropbox, it works with out any issue using the following “GetSource”

3 years ago

Mathew started the discussion Difference's in printed time's to logs

running Lean using CLI and importing data using csv's 

3 years ago

Mathew left a comment in the discussion Lean using Local CSV files

to maybe add more context.  I did a similar write line in the 

3 years ago

Pensive Magenta Lion

264.925Net Profit

11.337PSR

0.608Sharpe Ratio

0.049Alpha

0.095Beta

9.745CAR

17.4Drawdown

-1.03Loss Rate

38Parameters

0Security Types

5081Tradeable Dates

171Trades

0.599Treynor Ratio

2.81Win Rate

Creative Brown Fly

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

9Parameters

0Security Types

0Sortino Ratio

1Tradeable Dates

1Trades

0Treynor Ratio

0Win Rate

Retrospective Orange Duck

8.877Net Profit

25.77PSR

0.687Sharpe Ratio

0Alpha

0Beta

3.072CAR

8.4Drawdown

-0.15Loss Rate

58Parameters

0Security Types

0.897Sortino Ratio

880Tradeable Dates

788Trades

0Treynor Ratio

0.36Win Rate

Formal Brown Butterfly

23.717Net Profit

0.051PSR

0.209Sharpe Ratio

0.016Alpha

-0.004Beta

1.815CAR

24.8Drawdown

50Loss Rate

0Parameters

1Security Types

0.0197Sortino Ratio

4318Tradeable Dates

1267Trades

-4.001Treynor Ratio

50Win Rate

Swimming Yellow-Green Beaver

-0.582Net Profit

4.556PSR

-0.695Sharpe Ratio

-0.006Alpha

0.002Beta

-0.548CAR

1.1Drawdown

64Loss Rate

47Parameters

1Security Types

-0.3185Sortino Ratio

388Tradeable Dates

89Trades

-2.46Treynor Ratio

36Win Rate

Virtual Orange Duck

-0.195Net Profit

3.02PSR

-0.894Sharpe Ratio

-0.002Alpha

0Beta

-0.184CAR

0.3Drawdown

60Loss Rate

47Parameters

1Security Types

-0.3454Sortino Ratio

388Tradeable Dates

91Trades

5.788Treynor Ratio

40Win Rate

Muscular Yellow Jellyfish

225.287Net Profit

28.597PSR

0.895Sharpe Ratio

0.085Alpha

0.056Beta

10.588CAR

19Drawdown

49Loss Rate

4Parameters

2Security Types

1.0241Sortino Ratio

4280Tradeable Dates

127Trades

1.654Treynor Ratio

51Win Rate

Mathew started the discussion FIX brokerage implementation

Looking for someone to pay to implement a full integration of http://quickfixn.org or similar FIX...

2 years ago

Mathew left a comment in the discussion Rolling Window not working Lean Locally

was there ever a solution to this problem?  This is also none functional for me too with exactly...

2 years ago

Mathew started the discussion Lean using Local CSV files

I am reading in data via dropbox, it works with out any issue using the following “GetSource”

3 years ago

Mathew started the discussion Difference's in printed time's to logs

running Lean using CLI and importing data using csv's 

3 years ago

Mathew left a comment in the discussion Lean using Local CSV files

to maybe add more context.  I did a similar write line in the 

3 years ago

Mathew left a comment in the discussion Lean using Local CSV files

I thought a very similar thing, so I tried the following to confirm that the location path was...

3 years ago

Mathew started the discussion Lean Research Environment Problems pulling data

I am attemping to setup a research env.  Pythong/C# are working with out issues with the Visual...

5 years ago

Mathew started the discussion Dockfile for Jupyter

built DockerfileLeanFoundation without issuebuilt DockerfileJupyter with only having to change...

5 years ago

Mathew left a comment in the discussion Lean Research Environment Problems pulling data

the best way I found to get this functioning locally is to follow the steps with in the docer...

5 years ago

Mathew left a comment in the discussion Dockfile for Jupyter

thanks for the tip.  I confirmed with many variations that anything related to the module...

5 years ago

Mathew left a comment in the discussion Lean Research Environment Problems pulling data

clearly, there is an environment set-up error,  cause that takes me back to the method not found.

5 years ago