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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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Virtual Violet Dogfish

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

8Parameters

0Security Types

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Ugly Asparagus Gaur

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

Ugly Magenta Rabbit

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

4Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Retrospective Red Badger

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


Community

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Melanie started the discussion Limited Number of Backtests

Hi,

1 years ago

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...

1 years ago

Melanie started the discussion Multi Universe Selection

Is it possible to write an Algorithm with two universe selection classes where the second universe...

1 years ago

Melanie started the discussion ActiveSecurities Property does not match selected Universe

In the documentation...

1 years ago

Melanie started the discussion Kavout Composite Factor Bundle

I would like to check out the Factor Sector Rotation algorithm...

1 years ago

Virtual Violet Dogfish

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

8Parameters

0Security Types

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Ugly Asparagus Gaur

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

Ugly Magenta Rabbit

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

4Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Retrospective Red Badger

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,

1 years ago

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...

1 years ago

Melanie started the discussion Multi Universe Selection

Is it possible to write an Algorithm with two universe selection classes where the second universe...

1 years ago

Melanie started the discussion ActiveSecurities Property does not match selected Universe

In the documentation...

1 years ago

Melanie started the discussion Kavout Composite Factor Bundle

I would like to check out the Factor Sector Rotation algorithm...

1 years ago

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...

1 years ago

Melanie started the discussion Dividend Portfolio

I am trying to create a dividend portfolio with the help of QuantConnect. It is my understanding...

1 years ago

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...

1 years ago

Melanie started the discussion OnData

Why is OnData in my Algorithm called minutely for a symbol, even though I set...

1 years ago

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...

1 years ago

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...

1 years ago

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...

1 years ago

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

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...

1 years ago

Melanie left a comment in the discussion MarketOnOpenOrder filled one day too late

Hi Mia,

1 years ago

Melanie left a comment in the discussion OnData

Hi Mia,

1 years ago

Melanie left a comment in the discussion Dividend Portfolio

Hi Mia,

1 years ago

Melanie left a comment in the discussion Differences in Data

Hi Louis,

1 years ago