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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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#### Emotional Magenta Gorilla

92.817Net Profit

1.151Sharpe Ratio

0.011Alpha

2.479Beta

6.149CAR

9.8Drawdown

15Loss Rate

1Security Types

0.55310510140187Sortino Ratio

2769Tradeable Dates

611Trades

0.024Treynor Ratio

85Win Rate

Measured Yellow-Green Barracuda

14.96Net Profit

0.636Sharpe Ratio

0.024Alpha

2.899Beta

8.109CAR

11.6Drawdown

16Loss Rate

1Security Types

12.095463644396Sortino Ratio

312Tradeable Dates

141Trades

0.026Treynor Ratio

84Win Rate

Fat Yellow-Green Salamander

-3.152Net Profit

-4.31Sharpe Ratio

1.93Alpha

-149.612Beta

-50.527CAR

4.3Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

23Tradeable Dates

7Trades

0.004Treynor Ratio

0Win Rate

Ugly Light Brown Albatross

6.12Net Profit

1.245Sharpe Ratio

3.419Alpha

-183.185Beta

42.818CAR

13.6Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

40Tradeable Dates

5Trades

-0.002Treynor Ratio

100Win Rate


Community

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Tim started the discussion Going Live, How do Executions Work?

I'm getting my feet wet with a simple equity strategy.  So it seems incredibly easy to get...

6 years ago

Tim started the discussion Going Live Server Selection Question

Hi All, so I am going live with an algo on my IB acct for equities.  On the server selection...

6 years ago

Tim started the discussion Checking If Equities are Shortable - Live Trading on IB

Hi All,  So I want to check if securities are available for short in my algo on IB.  So...

6 years ago

Tim started the discussion Getting Option Contract Info From Portfolio Holding Objects in Python

I am trying to get the information about the option contracts: namely the expiry date and the type...

6 years ago

Tim started the discussion Historical Options Margin Calculation Simulator

Hi All,

6 years ago

#### Emotional Magenta Gorilla

92.817Net Profit

1.151Sharpe Ratio

0.011Alpha

2.479Beta

6.149CAR

9.8Drawdown

15Loss Rate

1Security Types

0.55310510140187Sortino Ratio

2769Tradeable Dates

611Trades

0.024Treynor Ratio

85Win Rate

Measured Yellow-Green Barracuda

14.96Net Profit

0.636Sharpe Ratio

0.024Alpha

2.899Beta

8.109CAR

11.6Drawdown

16Loss Rate

1Security Types

12.095463644396Sortino Ratio

312Tradeable Dates

141Trades

0.026Treynor Ratio

84Win Rate

Fat Yellow-Green Salamander

-3.152Net Profit

-4.31Sharpe Ratio

1.93Alpha

-149.612Beta

-50.527CAR

4.3Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

23Tradeable Dates

7Trades

0.004Treynor Ratio

0Win Rate

Ugly Light Brown Albatross

6.12Net Profit

1.245Sharpe Ratio

3.419Alpha

-183.185Beta

42.818CAR

13.6Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

40Tradeable Dates

5Trades

-0.002Treynor Ratio

100Win Rate

Tim started the discussion Going Live, How do Executions Work?

I'm getting my feet wet with a simple equity strategy.  So it seems incredibly easy to get...

6 years ago

Tim started the discussion Going Live Server Selection Question

Hi All, so I am going live with an algo on my IB acct for equities.  On the server selection...

6 years ago

Tim started the discussion Checking If Equities are Shortable - Live Trading on IB

Hi All,  So I want to check if securities are available for short in my algo on IB.  So...

6 years ago

Tim started the discussion Getting Option Contract Info From Portfolio Holding Objects in Python

I am trying to get the information about the option contracts: namely the expiry date and the type...

6 years ago

Tim started the discussion Historical Options Margin Calculation Simulator

Hi All,

6 years ago

Tim left a comment in the discussion Classical Asset Allocation with Mean-Variance Optimization

Hi Jing Wu Thats really great I'm sure you can apply this to a broader universe of...

6 years ago

Tim left a comment in the discussion Universe selection in Research environment

Just my 2 cents here.  I've been using the platform for a about a year now off and on....

6 years ago

Tim left a comment in the discussion Is it possible to get historical data in DataNormalizationMode.Raw

This is such an amazing platform and project you've got here!

6 years ago

Tim left a comment in the discussion Looking for floating stock shares number on equities

Hi Mitch, I found that the company stock float is not available directly, although from the...

6 years ago

Tim left a comment in the discussion Loop through self.Securities?

Also something useful is using the dir function in python to print out all the attributes of an...

6 years ago

Tim left a comment in the discussion Loop through self.Securities?

Not sure if this will help, but it seems ( maybe for this reason ) a lot of people create a global...

6 years ago

Tim started the discussion Get consolidated bars for every stock in universe

Day 1 newb here.  I am just playing around with creating my first trading algorithm.  I...

7 years ago

Tim started the discussion Setting constant slippage rate of 0.2 percent on equity trading.

I was able to implement a custom slippage model using this:

7 years ago

Tim started the discussion Getting Option Chains in Python

Hi, I am making a simple algo to try to get familiar with how options work on QC.  I have been...

7 years ago

Tim started the discussion How To Keep an Updated Option Universe

Hi Everyone,

7 years ago

Tim started the discussion Getting Daily History in On Data

I am working with a constantly updating universe of option underlyings.  For this reason I...

7 years ago

Tim started the discussion Setting Custom Market Order Fill Model for Options

I am trying to do some options backtesting.  I am finding that the MarketOrder fills for the...

7 years ago