- Profile
- Backtests
- Community

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.

320.26Net Profit

80.343PSR

1.366Sharpe Ratio

0.116Alpha

0.272Beta

15.084CAR

15.3Drawdown

-0.07Loss Rate

19Parameters

1Security Types

1.863Sortino Ratio

2569Tradeable Dates

2202Trades

0.585Treynor Ratio

0.17Win Rate

0Parameters

1Security Types

5032Tradeable Dates

194.29Net Profit

0.906PSR

0.483Sharpe Ratio

0.037Alpha

0.352Beta

5.541CAR

57.3Drawdown

37Loss Rate

0Parameters

1Security Types

0.069Sortino Ratio

5032Tradeable Dates

3911Trades

0.185Treynor Ratio

63Win Rate

628.707Net Profit

15.829PSR

0.833Sharpe Ratio

0.093Alpha

-0.014Beta

10.431CAR

16.1Drawdown

55Loss Rate

0Parameters

1Security Types

0.8689Sortino Ratio

5032Tradeable Dates

186Trades

-6.559Treynor Ratio

45Win Rate

605.723Net Profit

39.875PSR

0.997Sharpe Ratio

0.082Alpha

0.377Beta

11.764CAR

16.7Drawdown

52Loss Rate

0Parameters

1Security Types

0.2128Sortino Ratio

4420Tradeable Dates

1441Trades

0.337Treynor Ratio

48Win Rate

Samuel started the discussion Backtests are not loading for multiple algorithms

I am unable to access any of the backtests for my more heavily tested strategies. It has kept track...

Samuel started the discussion UVXY reverse split May 25th 2021 not adjusted.

Without this adjustment I can get very little information on backtests with UVXY through May 25th...

Samuel left a comment in the discussion Rolling Correlation calculation throwing error only in quantconnect

Hello Derek, I am also interested in rolling correlation calculations. Was just wondering if you...

Samuel left a comment in the discussion Using Levered ETFs in IRA - 10 years - 24% CAGR, 1.56 Sharpe

mark hatlan Feel free to check out my own exploration of this passive rebalancing concpet using...

320.26Net Profit

80.343PSR

1.366Sharpe Ratio

0.116Alpha

0.272Beta

15.084CAR

15.3Drawdown

-0.07Loss Rate

19Parameters

1Security Types

1.863Sortino Ratio

2569Tradeable Dates

2202Trades

0.585Treynor Ratio

0.17Win Rate

0Parameters

1Security Types

5032Tradeable Dates

194.29Net Profit

0.906PSR

0.483Sharpe Ratio

0.037Alpha

0.352Beta

5.541CAR

57.3Drawdown

37Loss Rate

0Parameters

1Security Types

0.069Sortino Ratio

5032Tradeable Dates

3911Trades

0.185Treynor Ratio

63Win Rate

628.707Net Profit

15.829PSR

0.833Sharpe Ratio

0.093Alpha

-0.014Beta

10.431CAR

16.1Drawdown

55Loss Rate

0Parameters

1Security Types

0.8689Sortino Ratio

5032Tradeable Dates

186Trades

-6.559Treynor Ratio

45Win Rate

605.723Net Profit

39.875PSR

0.997Sharpe Ratio

0.082Alpha

0.377Beta

11.764CAR

16.7Drawdown

52Loss Rate

0Parameters

1Security Types

0.2128Sortino Ratio

4420Tradeable Dates

1441Trades

0.337Treynor Ratio

48Win Rate

Samuel started the discussion Backtests are not loading for multiple algorithms

I am unable to access any of the backtests for my more heavily tested strategies. It has kept track...

Samuel started the discussion UVXY reverse split May 25th 2021 not adjusted.

Without this adjustment I can get very little information on backtests with UVXY through May 25th...

Samuel left a comment in the discussion UVXY, Daily The issue starts from May 26th, 2021; and continues until now

Just noticed the same thing in my data. Completely corrupts all recent data for algorithms...

Samuel left a comment in the discussion Rolling Correlation calculation throwing error only in quantconnect

Hello Derek, I am also interested in rolling correlation calculations. Was just wondering if you...

Samuel left a comment in the discussion Using Levered ETFs in IRA - 10 years - 24% CAGR, 1.56 Sharpe

mark hatlan Feel free to check out my own exploration of this passive rebalancing concpet using...

Samuel left a comment in the discussion Using Levered ETFs in IRA - 10 years - 24% CAGR, 1.56 Sharpe

mark hatlan this is something I have found on previous renditions of this strategy. It is not...

Samuel left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy

It is a beautiful concept this. Do not be disheartened by the recent drawdown, the market as a...

Samuel started the discussion Hello community of people that actually know how to program! Please help me with something that I don't believe should be too hard.

I am self taught in Python but am still in the process of mastering it. I was told that the best...

Samuel started the discussion Requesting help with making separate portfolios within the same algorithm

I have been struggling to find a way to allocate a set percentage of my assets to a particular...

Samuel started the discussion How can one see how much of a portfolio is invested in a particular portion of a strategy?

I was trying to find the right syntax for allocating holdings within a rebalancing strategy.

Samuel started the discussion I can not open the lab

I suddenly can not access my lab page.

Samuel started the discussion So no one else can access the Lab right now either? Or should I get in contact with someone?

All i get when I open the lab is "loading quantconnect algorith environment v2.0"

Samuel started the discussion Please help whoever is able. Trend following, slope of moving average quotient.

class VentralParticlePrism(QCAlgorithm): def Initialize(self): self.SetStartDate(2012,...

Samuel started the discussion Is there a way to use MOMP on an indicator? Or is there some sort of rolling window operation that I need to do? Please Help

So I want to make trades based on the slope of the volume of shares being traded. It looks great in...

Samuel started the discussion Likely an Overfit Trend Strategy - Some help would be appreciated

This would be nice if the gods were kind to me.

Samuel started the discussion Methods for pulling long term daily data from Google Trends?

Hello QuantConnect community!

Samuel started the discussion Quick Question about data from foreign stock exchanges

As far as I can tell, only US stock market data is available on QuantConnect. I am attempting to...

Samuel started the discussion How to limit trade frequency when using alpha modules?

All of my algorithms at this point have just been built from scratch from the basic template. I was...

Samuel started the discussion Is there a way to use a trailing stop but instead for identifying the bottom?

I am trying to basically follow a bottom point as if using a trailing stop in reverse. Once the...

Samuel started the discussion Are treasury rates included in the FRED or Treasury datasets?

I have not been able to find just the rates on treasuries themselves? Was hoping to use it as a...

Samuel started the discussion Questions about Leverage with Brokers

Hello QC community, I was just wondering if leverage is applied universally considering the total...

Samuel started the discussion I am getting Runtime Errors for every backtest I launch. As of 9:00 PM EST

I don't know if there is some maintenance going on or something but I have been unable to run a...

Samuel left a comment in the discussion I am getting Runtime Errors for every backtest I launch. As of 9:00 PM EST

Thanks both of you - appreciate the quick fix!

Samuel left a comment in the discussion UVXY, Daily The issue starts from May 26th, 2021; and continues until now

Just noticed the same thing in my data. Completely corrupts all recent data for algorithms...

3 years ago