- 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.

6Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

0Parameters

0Security Types

0Tradeable Dates

31Parameters

0Security Types

0Tradeable Dates

31Parameters

0Security Types

0Tradeable Dates

0Parameters

0Security Types

0Tradeable Dates

Tim started the discussion Excercise failed - Liquid Universe Selection /Customizing Universe Settings

Similar to another post I read, this exercise fails even if I view the solution and copy/paste into...

Tim started the discussion Help with indicator coding

I'm developing an indicator that is either greater than 0, or less than 0. I'm using a universe...

Tim started the discussion Submit alpha from backtest screen.

What is the criteria for the Submit button to be active in the Alpha ranking box when viewing a...

Tim started the discussion Help with developing algorithm

I'm new to the site, but not new to quant strategies. I'm trying to apply my ideas using the QC...

Tim started the discussion Insufficient buying power

01/14/2015 16:34:00 OrderID: 60600 Symbol: VXX Status: Invalid Message: Order Error: id: 60600,...

6Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

0Parameters

0Security Types

0Tradeable Dates

31Parameters

0Security Types

0Tradeable Dates

31Parameters

0Security Types

0Tradeable Dates

0Parameters

0Security Types

0Tradeable Dates

0Parameters

0Security Types

0Tradeable Dates

-67.276Net Profit

0.033PSR

-0.528Sharpe Ratio

-0.146Alpha

-0.374Beta

-19.889CAR

76.1Drawdown

40Loss Rate

0Parameters

1Security Types

-0.03Sortino Ratio

0Tradeable Dates

3824Trades

0.454Treynor Ratio

60Win Rate

-21.207Net Profit

1.019PSR

-0.036Sharpe Ratio

0.035Alpha

-0.703Beta

-4.621CAR

54.8Drawdown

29Loss Rate

0Parameters

1Security Types

-0.0538Sortino Ratio

0Tradeable Dates

3920Trades

0.014Treynor Ratio

71Win Rate

0Parameters

0Security Types

0Tradeable Dates

1Parameters

0Security Types

0Tradeable Dates

0Parameters

0Security Types

0Tradeable Dates

0Parameters

0Security Types

0Tradeable Dates

0Parameters

0Security Types

0Tradeable Dates

0Parameters

0Security Types

0Tradeable Dates

0Parameters

0Security Types

0Tradeable Dates

0Parameters

0Security Types

0Tradeable Dates

0Parameters

0Security Types

0Tradeable Dates

0Parameters

0Security Types

0Tradeable Dates

0Parameters

0Security Types

0Tradeable Dates

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

1275Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

1275Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

1275Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

7Parameters

0Security Types

251Tradeable Dates

7Parameters

0Security Types

0Tradeable Dates

7Parameters

0Security Types

251Tradeable Dates

7Parameters

0Security Types

251Tradeable Dates

7Parameters

0Security Types

251Tradeable Dates

10.681Net Profit

2.738PSR

0.19Sharpe Ratio

0.032Alpha

0.058Beta

2.032CAR

37.8Drawdown

57Loss Rate

15Parameters

1Security Types

0.0168Sortino Ratio

0Tradeable Dates

979Trades

0.657Treynor Ratio

43Win Rate

2.717Net Profit

1.247PSR

0.094Sharpe Ratio

0.009Alpha

0.002Beta

0.533CAR

19.9Drawdown

58Loss Rate

15Parameters

1Security Types

0.0163Sortino Ratio

0Tradeable Dates

413Trades

5.757Treynor Ratio

42Win Rate

37.909Net Profit

5.029PSR

0.329Sharpe Ratio

0.086Alpha

0.101Beta

6.58CAR

39.7Drawdown

53Loss Rate

15Parameters

1Security Types

0.0183Sortino Ratio

0Tradeable Dates

4316Trades

0.946Treynor Ratio

47Win Rate

Tim started the discussion Excercise failed - Liquid Universe Selection /Customizing Universe Settings

Similar to another post I read, this exercise fails even if I view the solution and copy/paste into...

Tim started the discussion Help with indicator coding

I'm developing an indicator that is either greater than 0, or less than 0. I'm using a universe...

Tim started the discussion Submit alpha from backtest screen.

What is the criteria for the Submit button to be active in the Alpha ranking box when viewing a...

Tim started the discussion Help with developing algorithm

I'm new to the site, but not new to quant strategies. I'm trying to apply my ideas using the QC...

Tim started the discussion Insufficient buying power

01/14/2015 16:34:00 OrderID: 60600 Symbol: VXX Status: Invalid Message: Order Error: id: 60600,...

Tim started the discussion Daily range

I'm trying to track the daily range in a MAX indicator (TradeBar.High - TradeBar.Low).

Tim started the discussion Handling missing minutely data

For my algorithm in development, I need the first minute ticker data for my symbols. At least one...

Tim left a comment in the discussion Machine Learning for Equity Price Trend Prediction

I appreciate Gene posting this example using the Accord library. I know I'm reviving an old thread,...

Tim left a comment in the discussion Daily range

I think i solved it. I was creating indicators using the MAX helper with the symbol. Now using new...

Tim left a comment in the discussion Daily range

here's a three day run with two stocks. Day 1, day 2 9DRange is showing max range correctly. AAPL...

Tim left a comment in the discussion Insufficient buying power

What I notice more than anything is the order errors are occuring after hours in backtesting time....

Tim left a comment in the discussion From Research To Production: Uncorrelated Assets

Would like to see the resulting code in C# version. This is great information!

Tim left a comment in the discussion Machine Learning for Equity Price Trend Prediction

After re-reading the comments again, I see now how the input is generated. Sorry for the confusion.

4 years ago