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Biography

I am a derivatives trader and student here to get my trading more automated and learn as much as I can about building a quantitative trading business.

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 (2)

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Calculating Yellow-Green Monkey

-110.481Net Profit

0.238PSR

-0.412Sharpe Ratio

-0.992Alpha

0.989Beta

0CAR

109.9Drawdown

-0.32Loss Rate

0Parameters

0Security Types

0.169Sortino Ratio

313Tradeable Dates

5Trades

-1.006Treynor Ratio

1.52Win Rate

Ugly Tan Gull

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

7Parameters

0Security Types

0Sortino Ratio

30Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate


Community

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AegeanFutures started the discussion Backtesting Data Issue?

class EmaCrossFuturesFrontMonthAlgorithm(QCAlgorithm): def Initialize(self): ...

2 years ago

AegeanFutures started the discussion Triple Screen Project Issues

Hello, I have written some code that isn't placing trades and I could use some assistance. What I...

2 years ago

AegeanFutures started the discussion Debugging Help For Futures Day Trading Project

Hello, I am a fairly new programmer and would appreciate some guidance on debugging a project I'm...

2 years ago

AegeanFutures started the discussion N Day Breakout

I wrote a simple algorithm to buy and sell breakout of a 20 day rolling period of highs and lows...

2 years ago

AegeanFutures started the discussion ES Scalping OnOrderEvent OCO Problem

I have written a simple also to trade during rth and scalp extremes using a short period rsi and a...

2 years ago

Calculating Yellow-Green Monkey

-110.481Net Profit

0.238PSR

-0.412Sharpe Ratio

-0.992Alpha

0.989Beta

0CAR

109.9Drawdown

-0.32Loss Rate

0Parameters

0Security Types

0.169Sortino Ratio

313Tradeable Dates

5Trades

-1.006Treynor Ratio

1.52Win Rate

Ugly Tan Gull

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

7Parameters

0Security Types

0Sortino Ratio

30Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

AegeanFutures started the discussion Backtesting Data Issue?

class EmaCrossFuturesFrontMonthAlgorithm(QCAlgorithm): def Initialize(self): ...

2 years ago

AegeanFutures started the discussion Triple Screen Project Issues

Hello, I have written some code that isn't placing trades and I could use some assistance. What I...

2 years ago

AegeanFutures started the discussion Debugging Help For Futures Day Trading Project

Hello, I am a fairly new programmer and would appreciate some guidance on debugging a project I'm...

2 years ago

AegeanFutures started the discussion N Day Breakout

I wrote a simple algorithm to buy and sell breakout of a 20 day rolling period of highs and lows...

2 years ago

AegeanFutures started the discussion ES Scalping OnOrderEvent OCO Problem

I have written a simple also to trade during rth and scalp extremes using a short period rsi and a...

2 years ago

AegeanFutures started the discussion A helpful Example for all futures traders

Hello! I was having some difficulties getting bracketed orders to work for me when entering using a...

2 years ago

AegeanFutures started the discussion Code no longer placing orders/ QC bug

Today I've reran multitudes of code that yesterday were running as expected, however today I am not...

2 years ago

AegeanFutures started the discussion Futures Indicator Rolling Window Not Storing Values

I am getting an error and cannot seem to get this code to add the necessary data to my rolling...

2 years ago

AegeanFutures started the discussion A Template for all Futures Traders to work from/ BollingerBand Strategy

Ive been learning from the community here and would like to put this out there to help anyone else...

2 years ago

AegeanFutures started the discussion Previous Day Breakout w/ Volume Conformation

Hello all! I wrote this simple also trying to backtest breakouts with different variations of...

2 years ago

AegeanFutures started the discussion N Day Breakout Finding Bug in ZN data

Hello all, I wrote an N day breakout strategy to test on some futures markets and am finding a...

2 years ago

AegeanFutures started the discussion Futures Data Bugs Pervasive

I recently made a post regarding a bug in the futures data available here on QC and am running into...

2 years ago

AegeanFutures left a comment in the discussion Previous Day Breakout w/ Volume Conformation

Vladimir, thank you for getting back to me so quickly and all of the help I've gotten from you in...

2 years ago

AegeanFutures left a comment in the discussion A helpful Example for all futures traders

.ekz, what I posted was just to show people how to place oco orders when entering with a market...

2 years ago

AegeanFutures left a comment in the discussion Code no longer placing orders/ QC bug

This was resolved and answered through qc support email, please disregard

2 years ago

AegeanFutures left a comment in the discussion A helpful Example for all futures traders

I don't live trade any algo's currently .ekz, I use the platform here to backtest ideas I use for...

2 years ago

AegeanFutures left a comment in the discussion Triple Screen Project Issues

Fred, I've spent some time practicing with python as well as watching the videos available on...

2 years ago

AegeanFutures left a comment in the discussion Triple Screen Project Issues

Fred, Ive tried to put this into a simple Algo to test but am getting an error. Also can you advice...

2 years ago

AegeanFutures started the discussion Help Adding Data For Micro WTI Futures Contract

Hello! I am interested in testing a bot to trade on micro futures contracts such as the MCL, MES,...

3 years ago