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Algo trader.

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.

2542.679Net Profit

93.012PSR

3.976Sharpe Ratio

2.787Alpha

0.723Beta

392.109CAR

46.2Drawdown

-0.87Loss Rate

19Parameters

1Security Types

6.572Sortino Ratio

0Tradeable Dates

4439Trades

4.024Treynor Ratio

1.07Win Rate

2638.789Net Profit

97.193PSR

4.383Sharpe Ratio

2.64Alpha

0.674Beta

417.475CAR

43.5Drawdown

-0.99Loss Rate

18Parameters

1Security Types

9.174Sortino Ratio

0Tradeable Dates

2625Trades

4.096Treynor Ratio

1.46Win Rate

2746.964Net Profit

95.658PSR

3.792Sharpe Ratio

2.233Alpha

0.796Beta

339.968CAR

46.2Drawdown

-0.96Loss Rate

18Parameters

1Security Types

7.344Sortino Ratio

0Tradeable Dates

3005Trades

3Treynor Ratio

1.39Win Rate

13013.014Net Profit

99.953PSR

7.247Sharpe Ratio

4.163Alpha

0.524Beta

766.987CAR

33.8Drawdown

-0.47Loss Rate

16Parameters

1Security Types

14.85Sortino Ratio

0Tradeable Dates

8981Trades

8.133Treynor Ratio

0.59Win Rate

861.987Net Profit

96.936PSR

2.355Sharpe Ratio

0.645Alpha

-0.071Beta

57.24CAR

19.7Drawdown

60Loss Rate

8Parameters

1Security Types

0.1602Sortino Ratio

1258Tradeable Dates

1415Trades

-8.895Treynor Ratio

40Win Rate

Warren left a comment in the discussion Algo: Flock

The singularity is here. When the cost of software development falls through the floor I might try...

Warren left a comment in the discussion Algo: stochasticShort

Warren left a comment in the discussion What do you think! A penny for your thoughts!

Quantconnect has definitely helped me along the way. After much effort and many backtests I am...

Warren left a comment in the discussion Coding environment 3.0 initialization takes a long time

3.0 wouldn't load for me today either. Must be a significant outage.

2542.679Net Profit

93.012PSR

3.976Sharpe Ratio

2.787Alpha

0.723Beta

392.109CAR

46.2Drawdown

-0.87Loss Rate

19Parameters

1Security Types

6.572Sortino Ratio

0Tradeable Dates

4439Trades

4.024Treynor Ratio

1.07Win Rate

2638.789Net Profit

97.193PSR

4.383Sharpe Ratio

2.64Alpha

0.674Beta

417.475CAR

43.5Drawdown

-0.99Loss Rate

18Parameters

1Security Types

9.174Sortino Ratio

0Tradeable Dates

2625Trades

4.096Treynor Ratio

1.46Win Rate

2746.964Net Profit

95.658PSR

3.792Sharpe Ratio

2.233Alpha

0.796Beta

339.968CAR

46.2Drawdown

-0.96Loss Rate

18Parameters

1Security Types

7.344Sortino Ratio

0Tradeable Dates

3005Trades

3Treynor Ratio

1.39Win Rate

13013.014Net Profit

99.953PSR

7.247Sharpe Ratio

4.163Alpha

0.524Beta

766.987CAR

33.8Drawdown

-0.47Loss Rate

16Parameters

1Security Types

14.85Sortino Ratio

0Tradeable Dates

8981Trades

8.133Treynor Ratio

0.59Win Rate

861.987Net Profit

96.936PSR

2.355Sharpe Ratio

0.645Alpha

-0.071Beta

57.24CAR

19.7Drawdown

60Loss Rate

8Parameters

1Security Types

0.1602Sortino Ratio

1258Tradeable Dates

1415Trades

-8.895Treynor Ratio

40Win Rate

-82.764Net Profit

0PSR

-0.782Sharpe Ratio

-0.197Alpha

-0.137Beta

-29.606CAR

88.8Drawdown

-0.65Loss Rate

5Parameters

0Security Types

-1.422Sortino Ratio

1550Tradeable Dates

1843Trades

1.582Treynor Ratio

0.76Win Rate

-82.764Net Profit

0PSR

-0.782Sharpe Ratio

-0.197Alpha

-0.137Beta

-29.606CAR

88.8Drawdown

-0.65Loss Rate

3Parameters

0Security Types

-1.422Sortino Ratio

1550Tradeable Dates

1843Trades

1.582Treynor Ratio

0.76Win Rate

-38.004Net Profit

0PSR

-2.08Sharpe Ratio

-0.075Alpha

0.051Beta

-9.11CAR

40.1Drawdown

-0.2Loss Rate

6Parameters

0Security Types

-2.992Sortino Ratio

1552Tradeable Dates

2335Trades

-1.453Treynor Ratio

0.18Win Rate

-38.004Net Profit

0PSR

-2.08Sharpe Ratio

-0.075Alpha

0.051Beta

-9.11CAR

40.1Drawdown

-0.2Loss Rate

5Parameters

0Security Types

-2.992Sortino Ratio

1552Tradeable Dates

2335Trades

-1.453Treynor Ratio

0.18Win Rate

176.795Net Profit

33.001PSR

0.908Sharpe Ratio

0.204Alpha

-0.01Beta

22.557CAR

43.6Drawdown

-3.66Loss Rate

7Parameters

0Security Types

1.458Sortino Ratio

1562Tradeable Dates

128Trades

-20.673Treynor Ratio

2.83Win Rate

-78.432Net Profit

0PSR

-0.654Sharpe Ratio

-0.165Alpha

-0.226Beta

-26.383CAR

87Drawdown

-0.7Loss Rate

3Parameters

0Security Types

-1.065Sortino Ratio

1550Tradeable Dates

1970Trades

0.745Treynor Ratio

0.82Win Rate

-42.863Net Profit

0PSR

-1.398Sharpe Ratio

-0.088Alpha

0.19Beta

-10.58CAR

43.6Drawdown

-0.32Loss Rate

5Parameters

0Security Types

-2.015Sortino Ratio

1552Tradeable Dates

2509Trades

-0.448Treynor Ratio

0.29Win Rate

176.795Net Profit

33.001PSR

0.908Sharpe Ratio

0.204Alpha

-0.01Beta

22.557CAR

43.6Drawdown

30Loss Rate

7Parameters

1Security Types

0.2034Sortino Ratio

0Tradeable Dates

128Trades

-20.673Treynor Ratio

70Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

11Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

116Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

35.548Net Profit

31.147PSR

0.841Sharpe Ratio

0.045Alpha

-0.003Beta

6.262CAR

8.7Drawdown

-0.04Loss Rate

10Parameters

0Security Types

1.625Sortino Ratio

1827Tradeable Dates

120Trades

-13.904Treynor Ratio

0.18Win Rate

35.548Net Profit

31.147PSR

0.841Sharpe Ratio

0.045Alpha

-0.003Beta

6.262CAR

8.7Drawdown

-0.04Loss Rate

13Parameters

0Security Types

1.625Sortino Ratio

1827Tradeable Dates

120Trades

-13.904Treynor Ratio

0.18Win Rate

14.515Net Profit

5.925PSR

0.378Sharpe Ratio

0.024Alpha

0.003Beta

2.744CAR

16.1Drawdown

-1.66Loss Rate

3Parameters

0Security Types

0.614Sortino Ratio

1562Tradeable Dates

1558Trades

8.136Treynor Ratio

1.48Win Rate

14.515Net Profit

5.925PSR

0.378Sharpe Ratio

0.024Alpha

0.003Beta

2.744CAR

16.1Drawdown

-1.66Loss Rate

3Parameters

0Security Types

0.614Sortino Ratio

1562Tradeable Dates

1558Trades

8.136Treynor Ratio

1.48Win Rate

31.769Net Profit

25.584PSR

0.755Sharpe Ratio

0.047Alpha

0.003Beta

5.667CAR

13Drawdown

30Loss Rate

5Parameters

1Security Types

0.1833Sortino Ratio

1562Tradeable Dates

127Trades

14.051Treynor Ratio

70Win Rate

31.769Net Profit

25.61PSR

0.755Sharpe Ratio

0.047Alpha

0.003Beta

5.67CAR

13Drawdown

30Loss Rate

5Parameters

1Security Types

0.1833Sortino Ratio

1561Tradeable Dates

127Trades

14.069Treynor Ratio

70Win Rate

31.769Net Profit

25.61PSR

0.755Sharpe Ratio

0.047Alpha

0.003Beta

5.67CAR

13Drawdown

30Loss Rate

5Parameters

1Security Types

0.1833Sortino Ratio

1561Tradeable Dates

127Trades

14.069Treynor Ratio

70Win Rate

14.515Net Profit

5.925PSR

0.378Sharpe Ratio

0.024Alpha

0.003Beta

2.744CAR

16.1Drawdown

-1.66Loss Rate

4Parameters

0Security Types

0.614Sortino Ratio

1562Tradeable Dates

1558Trades

8.136Treynor Ratio

1.48Win Rate

10.314Net Profit

3.707PSR

0.286Sharpe Ratio

0.017Alpha

0.005Beta

1.98CAR

12.5Drawdown

30Loss Rate

5Parameters

1Security Types

0.0721Sortino Ratio

1562Tradeable Dates

67Trades

3.879Treynor Ratio

70Win Rate

10.314Net Profit

3.707PSR

0.286Sharpe Ratio

0.017Alpha

0.005Beta

1.98CAR

12.5Drawdown

30Loss Rate

5Parameters

1Security Types

0.0721Sortino Ratio

1562Tradeable Dates

67Trades

3.879Treynor Ratio

70Win Rate

10.309Net Profit

3.705PSR

0.286Sharpe Ratio

0.017Alpha

0.005Beta

1.979CAR

12.5Drawdown

30Loss Rate

5Parameters

1Security Types

0.0721Sortino Ratio

1562Tradeable Dates

67Trades

3.877Treynor Ratio

70Win Rate

10.309Net Profit

3.711PSR

0.286Sharpe Ratio

0.017Alpha

0.005Beta

1.98CAR

12.5Drawdown

30Loss Rate

5Parameters

1Security Types

0.0721Sortino Ratio

1561Tradeable Dates

67Trades

3.88Treynor Ratio

70Win Rate

10.309Net Profit

3.711PSR

0.286Sharpe Ratio

0.017Alpha

0.005Beta

1.98CAR

12.5Drawdown

30Loss Rate

5Parameters

1Security Types

0.0721Sortino Ratio

1561Tradeable Dates

67Trades

3.88Treynor Ratio

70Win Rate

10.309Net Profit

3.711PSR

0.286Sharpe Ratio

0.017Alpha

0.005Beta

1.98CAR

12.5Drawdown

30Loss Rate

5Parameters

1Security Types

0.0721Sortino Ratio

1561Tradeable Dates

67Trades

3.88Treynor Ratio

70Win Rate

1408.893Net Profit

99.465PSR

2.884Sharpe Ratio

0.782Alpha

0.03Beta

72.046CAR

15.2Drawdown

63Loss Rate

9Parameters

1Security Types

0.2011Sortino Ratio

1258Tradeable Dates

1518Trades

26.532Treynor Ratio

37Win Rate

1408.893Net Profit

99.465PSR

2.884Sharpe Ratio

0.782Alpha

0.03Beta

72.046CAR

15.2Drawdown

63Loss Rate

9Parameters

1Security Types

0.2011Sortino Ratio

1258Tradeable Dates

1518Trades

26.532Treynor Ratio

37Win Rate

Warren left a comment in the discussion Algo: Flock

Claude seems to work pretty well. OpenAI's o1 models are getting the best marks on exams from what...

Warren left a comment in the discussion Algo: Flock

The singularity is here. When the cost of software development falls through the floor I might try...

Warren left a comment in the discussion Algo: stochasticShort

Warren left a comment in the discussion What do you think! A penny for your thoughts!

Quantconnect has definitely helped me along the way. After much effort and many backtests I am...

Warren left a comment in the discussion Coding environment 3.0 initialization takes a long time

3.0 wouldn't load for me today either. Must be a significant outage.

Warren left a comment in the discussion Algo: Flock

Hi S.T.E,

Warren started the discussion Algo: Coins, RSI

A simple momentum rotation system for crypto. There's no slippage modelling but the trade...

Warren started the discussion Crypto Buy-Dip, Price Percentage Delta- Top 1% of Community.

As of this writing this algo is ranked #1 and is in the top 1% of the community.

Warren started the discussion History of fundamental data.

I typically 'warmup' my indicators in the OnSecuritiesChanged function when using universes...

Warren started the discussion Varying backtest results

Any idea why the results of backtesting this come out different every time? I have another...

Warren started the discussion Time zone question.

When downloading forex trades, what timezone are the timestamps in?

Warren started the discussion Problems with Quandl, Yahoo, Google data importation.

I've tried the "How Do I Import Quandl Data?" and "How Do I Import Yahoo...

Warren started the discussion VIX

Anyone know how to get historical spot VIX in 2017? It looks like they yanked Google and Yahoo from...

Warren started the discussion After hours with IB

If I get a data subscription from IB that includes after hours data, does Quantconnect support...

Warren started the discussion Algo: Changes

This is a price action strategy that uses Quantconnect's universe selection mechanism. There...

Warren started the discussion Performance tip for those coming from Quantopian

I've found Quantconnect's History function to be painfully slow at times. The built in...

Warren started the discussion Live trading and fundamental data

According to your Data Library page on morningstar fundamentals, there is no support for using...

Warren started the discussion Daily and minute data in same algo.

If I'm using a universe set to Minute, can I call the history function with resolution Daily?

Warren started the discussion Detect if Algorithm is Live Trading

Is there any way to tell from within a script if the strategy is being backtested or traded live?

Warren started the discussion Am I #1? Funding, Modeling Issue

Here's a screenshot of my backtest. Is it supposed to say #1? it says I came in at #0.

Warren started the discussion Upgrade account

Backtest queue's are very slow. Is there any type of premium service that will eliminate the wait...

Warren started the discussion Bounce Strategy

Although the compounding annual return is 2421.010% for the January to April of 2016 period, it...

Warren started the discussion Bug in LEAN?

I suspect this is not from my code. The code attached reproduces the bug on my machine.

Warren started the discussion Total Equity

I didn't see a TotalEquity in the Portfolio class. Did I miss it? How can I get my total equity?

Warren started the discussion Broken link

If you go here: https://www.quantconnect.com/lean/docs#topic16.html

Warren started the discussion My backtesting is down

It's been down all night. It just says it's queueing and hangs there :(

Warren left a comment in the discussion Algo: Flock

Claude seems to work pretty well. OpenAI's o1 models are getting the best marks on exams from what...

22 days ago