cover
  • Profile
  • Backtests
  • Community

Biography

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 (3)

View More
Crying Magenta Parrot

4556.788Net Profit

0.067PSR

0.522Sharpe Ratio

0.07Alpha

0.986Beta

16.593CAR

57Drawdown

-0.29Loss Rate

0Parameters

0Security Types

6292Tradeable Dates

7781Trades

0.115Treynor Ratio

0.28Win Rate

Dancing Fluorescent Yellow Hippopotamus

66.579Net Profit

15.318PSR

0.485Sharpe Ratio

0.123Alpha

0.661Beta

13.597CAR

33.9Drawdown

-0.36Loss Rate

14Parameters

0Security Types

1004Tradeable Dates

783Trades

0.132Treynor Ratio

0.45Win Rate

Retrospective Yellow Chicken

65.656Net Profit

64.683PSR

1.257Sharpe Ratio

0.303Alpha

0.73Beta

35.062CAR

12.2Drawdown

-0.24Loss Rate

11Parameters

0Security Types

422Tradeable Dates

619Trades

0.313Treynor Ratio

0.32Win Rate


Community

View More

aaron left a comment in the discussion Security Doesn't Have a Bar of Data Trade Error- Options Trading

actually is still happening once I extended backtest time

5 months ago

aaron left a comment in the discussion Security Doesn't Have a Bar of Data Trade Error- Options Trading

(mostly) fixed, was trying to order on non-market days now there are just a couple of stocks this...

5 months ago

aaron left a comment in the discussion Security Doesn't Have a Bar of Data Trade Error- Options Trading

Hi Derek, (or anyone else)(sorry know this is an old thread but didn't want to create duplicate)

5 months ago

Crying Magenta Parrot

4556.788Net Profit

0.067PSR

0.522Sharpe Ratio

0.07Alpha

0.986Beta

16.593CAR

57Drawdown

-0.29Loss Rate

0Parameters

0Security Types

6292Tradeable Dates

7781Trades

0.115Treynor Ratio

0.28Win Rate

Dancing Fluorescent Yellow Hippopotamus

66.579Net Profit

15.318PSR

0.485Sharpe Ratio

0.123Alpha

0.661Beta

13.597CAR

33.9Drawdown

-0.36Loss Rate

14Parameters

0Security Types

1004Tradeable Dates

783Trades

0.132Treynor Ratio

0.45Win Rate

Retrospective Yellow Chicken

65.656Net Profit

64.683PSR

1.257Sharpe Ratio

0.303Alpha

0.73Beta

35.062CAR

12.2Drawdown

-0.24Loss Rate

11Parameters

0Security Types

422Tradeable Dates

619Trades

0.313Treynor Ratio

0.32Win Rate

aaron left a comment in the discussion Security Doesn't Have a Bar of Data Trade Error- Options Trading

actually is still happening once I extended backtest time

5 months ago

aaron left a comment in the discussion Security Doesn't Have a Bar of Data Trade Error- Options Trading

(mostly) fixed, was trying to order on non-market days now there are just a couple of stocks this...

5 months ago

aaron left a comment in the discussion Security Doesn't Have a Bar of Data Trade Error- Options Trading

Hi Derek, (or anyone else)(sorry know this is an old thread but didn't want to create duplicate)

5 months ago