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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 (2)

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Adaptable Light Brown Lion

-0.142Net Profit

-0.163Sharpe Ratio

-0.001Alpha

0.028Beta

-0.069CAR

0.5Drawdown

100Loss Rate

1Security Types

0Sortino Ratio

0Tradeable Dates

2Trades

-0.024Treynor Ratio

0Win Rate

Hipster Yellow Shark

0.552Net Profit

0.694Sharpe Ratio

0.005Alpha

-0.11Beta

0.266CAR

0Drawdown

50Loss Rate

1Security Types

0Sortino Ratio

0Tradeable Dates

4Trades

-0.024Treynor Ratio

50Win Rate


Community

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Alexandre left a comment in the discussion Asset not in security list, despite adding it through CoarseUniverse function

6 years ago

Alexandre left a comment in the discussion Can we have different resolution for universe resolution? like 4 hour 2 hour

The 2nd issue I have is when the universe refreshes, markets seem to be closed (at 12AM). So the...

6 years ago

Alexandre left a comment in the discussion Can we have different resolution for universe resolution? like 4 hour 2 hour

Thanks a lot, this is really helpful. I ended up using a similar implementation but I made a few...

6 years ago

Alexandre left a comment in the discussion Can we have different resolution for universe resolution? like 4 hour 2 hour

Hi there,

6 years ago

Adaptable Light Brown Lion

-0.142Net Profit

-0.163Sharpe Ratio

-0.001Alpha

0.028Beta

-0.069CAR

0.5Drawdown

100Loss Rate

1Security Types

0Sortino Ratio

0Tradeable Dates

2Trades

-0.024Treynor Ratio

0Win Rate

Hipster Yellow Shark

0.552Net Profit

0.694Sharpe Ratio

0.005Alpha

-0.11Beta

0.266CAR

0Drawdown

50Loss Rate

1Security Types

0Sortino Ratio

0Tradeable Dates

4Trades

-0.024Treynor Ratio

50Win Rate

Alexandre left a comment in the discussion Asset not in security list, despite adding it through CoarseUniverse function

6 years ago

Alexandre left a comment in the discussion Can we have different resolution for universe resolution? like 4 hour 2 hour

The 2nd issue I have is when the universe refreshes, markets seem to be closed (at 12AM). So the...

6 years ago

Alexandre left a comment in the discussion Can we have different resolution for universe resolution? like 4 hour 2 hour

Thanks a lot, this is really helpful. I ended up using a similar implementation but I made a few...

6 years ago

Alexandre left a comment in the discussion Can we have different resolution for universe resolution? like 4 hour 2 hour

Hi there,

6 years ago