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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 (2)

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Sleepy Tan Pelican

0.79Net Profit

6.196Sharpe Ratio

0.267Alpha

0.325Beta

37.603CAR

0.2Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

0Tradeable Dates

4Trades

0.68Treynor Ratio

100Win Rate

Virtual Magenta Scorpion

0.79Net Profit

6.196Sharpe Ratio

0.267Alpha

0.325Beta

37.603CAR

0.2Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

0Tradeable Dates

4Trades

0.68Treynor Ratio

100Win Rate


Community

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Nate left a comment in the discussion Algo: Beer Money 1.0.0

Hi Jared.  Yes, I've been wanting to put together a few slides and hope to have time to do...

6 years ago

Nate left a comment in the discussion Algo: Beer Money 1.0.0

Just to echo a few other comments on here, this type of algo is unlikely to produce live trading...

6 years ago

Nate left a comment in the discussion VIX Futures

Nope.  To my knowledge, VIX data is still not available.

6 years ago

Nate left a comment in the discussion Crypto Buy-Dip, Price Percentage Delta- Top 1% of Community.

If you're using LimitOrders, then you can't really assume the order will be filled in any...

6 years ago

Nate left a comment in the discussion Crypto Buy-Dip, Price Percentage Delta- Top 1% of Community.

Sam, the buy order is being submitted before the sell order has filled. Personally, I find the...

6 years ago

Sleepy Tan Pelican

0.79Net Profit

6.196Sharpe Ratio

0.267Alpha

0.325Beta

37.603CAR

0.2Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

0Tradeable Dates

4Trades

0.68Treynor Ratio

100Win Rate

Virtual Magenta Scorpion

0.79Net Profit

6.196Sharpe Ratio

0.267Alpha

0.325Beta

37.603CAR

0.2Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

0Tradeable Dates

4Trades

0.68Treynor Ratio

100Win Rate

Nate left a comment in the discussion Algo: Beer Money 1.0.0

Hi Jared.  Yes, I've been wanting to put together a few slides and hope to have time to do...

6 years ago

Nate left a comment in the discussion Algo: Beer Money 1.0.0

Just to echo a few other comments on here, this type of algo is unlikely to produce live trading...

6 years ago

Nate left a comment in the discussion VIX Futures

Nope.  To my knowledge, VIX data is still not available.

6 years ago

Nate left a comment in the discussion Crypto Buy-Dip, Price Percentage Delta- Top 1% of Community.

If you're using LimitOrders, then you can't really assume the order will be filled in any...

6 years ago

Nate left a comment in the discussion Crypto Buy-Dip, Price Percentage Delta- Top 1% of Community.

Sam, the buy order is being submitted before the sell order has filled. Personally, I find the...

6 years ago

Nate left a comment in the discussion Crypto Buy-Dip, Price Percentage Delta- Top 1% of Community.

I've been live-trading on GDAX this week (not this particular algo) and in a few days I'm...

6 years ago

Nate started the discussion Operationalizing predictive models with QuantConnect

Hello,

7 years ago

Nate started the discussion Memory Utilization Leak?

I am occasionally getting the "Memory Usage Maxed Out - 4096MB max" error when...

7 years ago

Nate started the discussion VIX Futures

Hi,

7 years ago

Nate started the discussion Integrating C# Algorithms with Python

I'm sharing some example code that may be interesting to both the C# and Python algorithm...

7 years ago