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0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
8Parameters
0Security Types
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0.764Net Profit
0PSR
9.101Sharpe Ratio
0Alpha
0Beta
100.352CAR
0.3Drawdown
0Loss Rate
0Parameters
0Security Types
4Tradeable Dates
1Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
4Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0.764Net Profit
0PSR
9.101Sharpe Ratio
0Alpha
0Beta
100.352CAR
0.3Drawdown
0Loss Rate
0Parameters
0Security Types
4Tradeable Dates
1Trades
0Treynor Ratio
0Win Rate
Melanie started the discussion Limited Number of Backtests
Hi,
Melanie started the discussion Differences in Data
I have been working with IBK before and switch now to QuantConnect. The first part of my IBK...
Melanie started the discussion Multi Universe Selection
Is it possible to write an Algorithm with two universe selection classes where the second universe...
Melanie started the discussion ActiveSecurities Property does not match selected Universe
In the documentation...
Melanie started the discussion Kavout Composite Factor Bundle
I would like to check out the Factor Sector Rotation algorithm...
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
8Parameters
0Security Types
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0.764Net Profit
0PSR
9.101Sharpe Ratio
0Alpha
0Beta
100.352CAR
0.3Drawdown
0Loss Rate
0Parameters
0Security Types
4Tradeable Dates
1Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
4Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0.764Net Profit
0PSR
9.101Sharpe Ratio
0Alpha
0Beta
100.352CAR
0.3Drawdown
0Loss Rate
0Parameters
0Security Types
4Tradeable Dates
1Trades
0Treynor Ratio
0Win Rate
Melanie started the discussion Limited Number of Backtests
Hi,
Melanie started the discussion Differences in Data
I have been working with IBK before and switch now to QuantConnect. The first part of my IBK...
Melanie started the discussion Multi Universe Selection
Is it possible to write an Algorithm with two universe selection classes where the second universe...
Melanie started the discussion ActiveSecurities Property does not match selected Universe
In the documentation...
Melanie started the discussion Kavout Composite Factor Bundle
I would like to check out the Factor Sector Rotation algorithm...
Melanie started the discussion What if
This may be a stupid question, but I can't help thinking about it. I am just writing the order...
Melanie started the discussion Dividend Portfolio
I am trying to create a dividend portfolio with the help of QuantConnect. It is my understanding...
Melanie started the discussion Funny Error Message
I developed an algorithm and back tested it, which worked fine when I ran it it over about three...
Melanie started the discussion OnData
Why is OnData in my Algorithm called minutely for a symbol, even though I set...
Melanie started the discussion MarketOnOpenOrder filled one day too late
In my algorithm I ran into to the problem that all my MarketOnOpenOrders are filled one day later...
Melanie started the discussion How to buy the Fine Universe on daily resolution in back-testing?
I ran into a problem that sounds very simple to begin with, but still I could not find a solution...
Melanie started the discussion Why are there only three earnings reports per year in Morningstar data?
Companies are required to file an earnings report quarterly, i.e. four times per year. The attached...
Melanie left a comment in the discussion How to buy the Fine Universe on daily resolution in back-testing?
Sorry I forgot to mention one thing about the Minute resolution: I tried, but had no luck using a...
Melanie left a comment in the discussion MarketOnOpenOrder filled one day too late
Hi Mia,
Melanie left a comment in the discussion OnData
Hi Mia,
Melanie left a comment in the discussion Dividend Portfolio
Hi Mia,
Melanie left a comment in the discussion Differences in Data
Hi Louis,
Melanie left a comment in the discussion Why are there only three earnings reports per year in Morningstar data?
Thanks Mia, I should have pointed out that the provided code has the single purpose of pointing...
1 years ago