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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 (1)

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Alert Yellow-Green Dragonfly

5.535Net Profit

0.343Sharpe Ratio

0.234Alpha

-8.841Beta

4.407CAR

20.2Drawdown

0Loss Rate

13Parameters

1Security Types

0Sortino Ratio

313Tradeable Dates

1Trades

-0.006Treynor Ratio

0Win Rate


Community

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Zc started the discussion FillDataForward = False

import pandas as pd

4 years ago

Zc left a comment in the discussion FillDataForward = False

anyone can help?

4 years ago

Zc started the discussion Upload h5 file other than dropbox

Can please advise if there is any alternative method to upload file other than from dropbox for...

5 years ago

Zc started the discussion How to read h5 files from dropbox?

In research workbook, we are able to read h5 files from dropbox using 'open' function; but not in...

5 years ago

Zc left a comment in the discussion How to read h5 files from dropbox?

    str123 =...

5 years ago

Alert Yellow-Green Dragonfly

5.535Net Profit

0.343Sharpe Ratio

0.234Alpha

-8.841Beta

4.407CAR

20.2Drawdown

0Loss Rate

13Parameters

1Security Types

0Sortino Ratio

313Tradeable Dates

1Trades

-0.006Treynor Ratio

0Win Rate

Zc started the discussion FillDataForward = False

import pandas as pd

4 years ago

Zc left a comment in the discussion FillDataForward = False

anyone can help?

4 years ago

Zc started the discussion Upload h5 file other than dropbox

Can please advise if there is any alternative method to upload file other than from dropbox for...

5 years ago

Zc started the discussion How to read h5 files from dropbox?

In research workbook, we are able to read h5 files from dropbox using 'open' function; but not in...

5 years ago

Zc left a comment in the discussion How to read h5 files from dropbox?

    str123 =...

5 years ago

Zc started the discussion Rolling windows historical price

Why is there value on 9 March 2019 when I am using rollingwindows to capture the historical price?

6 years ago

Zc left a comment in the discussion Rolling windows historical price

Noted that I should refer to the logs rather than the chart created. Thanks Link Liang  

6 years ago

Zc left a comment in the discussion Rolling windows historical price

Thanks Link Liang for your reply. Do you mind to elaborate more about logging price that you...

6 years ago

Zc left a comment in the discussion Rolling windows historical price

Thanks Jack. However, the Saturday issue is only applicable to the Saturday on March 9, 2018 but...

6 years ago

Zc left a comment in the discussion Rolling windows historical price

9 March 2019 is Saturday

6 years ago