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 (2)

View More
Focused Yellow-Green Hornet

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

17Parameters

1Security Types

0Sortino Ratio

19Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Emotional Violet Bat

15Parameters

0Security Types

1Tradeable Dates


Community

View More

Angus started the discussion Universe Selection with a Google Docs instead of Dropbox

I want to include a list of symobls from a file in my Universe Selection.  There is an example in...

3 years ago

Angus left a comment in the discussion The Super Trend Indicator(Python)

Sergej Gorev have you compared the results of your implementation against what TradingView is...

3 years ago

Angus started the discussion Ichimoku for 5 min time buckets

I'm attempting to use Ichimoku to determine sentiment for a trading algorithm: bullish, bearish,...

4 years ago

Angus started the discussion Ichimoku DelayedKijunSenkouA et al

The Ichimoku indicator supports the usual components, less Chikou.

4 years ago

Angus left a comment in the discussion Ichimoku for 5 min time buckets

Thank you so much.  That fix has made a significant difference to my algo.  It is now doing what...

4 years ago

Focused Yellow-Green Hornet

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

17Parameters

1Security Types

0Sortino Ratio

19Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Emotional Violet Bat

15Parameters

0Security Types

1Tradeable Dates

Angus started the discussion Universe Selection with a Google Docs instead of Dropbox

I want to include a list of symobls from a file in my Universe Selection.  There is an example in...

3 years ago

Angus left a comment in the discussion The Super Trend Indicator(Python)

Sergej Gorev have you compared the results of your implementation against what TradingView is...

3 years ago

Angus started the discussion Ichimoku for 5 min time buckets

I'm attempting to use Ichimoku to determine sentiment for a trading algorithm: bullish, bearish,...

4 years ago

Angus started the discussion Ichimoku DelayedKijunSenkouA et al

The Ichimoku indicator supports the usual components, less Chikou.

4 years ago

Angus left a comment in the discussion Ichimoku for 5 min time buckets

Thank you so much.  That fix has made a significant difference to my algo.  It is now doing what...

4 years ago

Angus left a comment in the discussion Ichimoku for 5 min time buckets

I'm seeing similar varients in behavior of other indicators when comparing this platform with...

4 years ago

Angus left a comment in the discussion Ichimoku for 5 min time buckets

As promised, here is the revised 5 min Ichimoku test case.  This seems to work now, excepct for...

4 years ago

Angus left a comment in the discussion Ichimoku for 5 min time buckets

I think I've fixed my use of the indicators, rollingwindows and timebuckets.  Will update later...

4 years ago