cover
  • Profile
  • Backtests
  • Community

Biography

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)

View More
Logical Yellow Rat

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Energetic Tan Monkey

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate


Community

View More

Quantithmar started the discussion Close-to-open indicator for custom universe

Hello eveyone,

6 years ago

Quantithmar started the discussion Live dashboard slow to load (or outright unresponsive) for long-running algorithms

I have a couple of algorithms running live. One has been running since mid-October, the other since...

6 years ago

Quantithmar started the discussion Asset price is $0. If using custom data make sure you've set the 'Value' property.

Hi,

6 years ago

Quantithmar left a comment in the discussion Asset price is $0. If using custom data make sure you've set the 'Value' property.

Problem is that the assets are loaded dynamically every day. I guess I can introduce a delay until...

6 years ago

Quantithmar left a comment in the discussion Close-to-open indicator for custom universe

And the one using the RateOfChange indicator:

6 years ago

Logical Yellow Rat

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Energetic Tan Monkey

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Quantithmar started the discussion Close-to-open indicator for custom universe

Hello eveyone,

6 years ago

Quantithmar started the discussion Live dashboard slow to load (or outright unresponsive) for long-running algorithms

I have a couple of algorithms running live. One has been running since mid-October, the other since...

6 years ago

Quantithmar started the discussion Asset price is $0. If using custom data make sure you've set the 'Value' property.

Hi,

6 years ago

Quantithmar left a comment in the discussion Asset price is $0. If using custom data make sure you've set the 'Value' property.

Problem is that the assets are loaded dynamically every day. I guess I can introduce a delay until...

6 years ago

Quantithmar left a comment in the discussion Close-to-open indicator for custom universe

And the one using the RateOfChange indicator:

6 years ago

Quantithmar left a comment in the discussion Close-to-open indicator for custom universe

The algorithm isn't actually opening any positions since we haven't managed to get past the...

6 years ago

Quantithmar left a comment in the discussion Close-to-open indicator for custom universe

It didn't time out this time around, but it was very slow overall. It took 82 minutes for a...

6 years ago

Quantithmar left a comment in the discussion Close-to-open indicator for custom universe

We have a couple of strategies, one based on top 500, the other on top 1500 average dollar volume,...

6 years ago