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Biography

https://twitter.com/monksgarden https://www.linkedin.com/in/anthony-fj-garner-b21888169/ https://zenothestoic.com/ https://anthonygarnerinvestments.com/ Consultant – International Financial Markets I started my career in 1979, as a lawyer in the City of London with Slaughter and May, specializing in commercial and financial work. In 1984 I moved to what is now UBS and spent some years as an analyst and stockbroker with postings in London, Tokyo, Hong Kong, Singapore and Zurich. In 1992 I branched out on my own and since that date I have been engaged in consultancy in international finance as well as managing my own portfolio. Please feel free to contact me.

Activity on QuantConnect

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Public Backtests (5)

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Jumping Sky Blue Goat

1185.231Net Profit

0PSR

0.441Sharpe Ratio

0.59Alpha

0.527Beta

19.134CAR

86.7Drawdown

-0.57Loss Rate

0Parameters

1Security Types

0.513Sortino Ratio

3669Tradeable Dates

435Trades

1.246Treynor Ratio

25.17Win Rate

Calculating Red Galago

22Parameters

0Security Types

252Tradeable Dates

Square Red Donkey

0Parameters

0Security Types

5Tradeable Dates

Dancing Red-Orange Alpaca

0.019Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

1.191CAR

0Drawdown

0Loss Rate

28Parameters

1Security Types

0Sortino Ratio

4Tradeable Dates

3Trades

0Treynor Ratio

100Win Rate

Measured Yellow-Green Jellyfish

-2.159Net Profit

2.324PSR

-2.579Sharpe Ratio

-0.058Alpha

-0.004Beta

-6.867CAR

2.3Drawdown

80Loss Rate

17Parameters

1Security Types

-0.9429Sortino Ratio

0Tradeable Dates

82Trades

14.546Treynor Ratio

20Win Rate


Community

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Anthony started the discussion Live Trading Notifications

self.Notify.Email("myemail@gmail.com", "Test", "Test Body", "test attachment")

3 years ago

Anthony started the discussion Interactive Brokers - Seamless Authentication

According the the IB website:

3 years ago

Anthony started the discussion Debt Equity ratio calculation where Equity is negative

I would be curious if anyone has worked out how Morningstar or Quantconnect...

3 years ago

Anthony left a comment in the discussion Debt Equity ratio calculation where Equity is negative

Much appreciated, thank you. 

3 years ago

Anthony left a comment in the discussion Live Trading Notifications

I am not sure whether one can open and write to a text file in Quantconnect - I guess I must...

3 years ago

Jumping Sky Blue Goat

1185.231Net Profit

0PSR

0.441Sharpe Ratio

0.59Alpha

0.527Beta

19.134CAR

86.7Drawdown

-0.57Loss Rate

0Parameters

1Security Types

0.513Sortino Ratio

3669Tradeable Dates

435Trades

1.246Treynor Ratio

25.17Win Rate

Calculating Red Galago

22Parameters

0Security Types

252Tradeable Dates

Square Red Donkey

0Parameters

0Security Types

5Tradeable Dates

Dancing Red-Orange Alpaca

0.019Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

1.191CAR

0Drawdown

0Loss Rate

28Parameters

1Security Types

0Sortino Ratio

4Tradeable Dates

3Trades

0Treynor Ratio

100Win Rate

Measured Yellow-Green Jellyfish

-2.159Net Profit

2.324PSR

-2.579Sharpe Ratio

-0.058Alpha

-0.004Beta

-6.867CAR

2.3Drawdown

80Loss Rate

17Parameters

1Security Types

-0.9429Sortino Ratio

0Tradeable Dates

82Trades

14.546Treynor Ratio

20Win Rate

Anthony started the discussion Live Trading Notifications

self.Notify.Email("myemail@gmail.com", "Test", "Test Body", "test attachment")

3 years ago

Anthony started the discussion Interactive Brokers - Seamless Authentication

According the the IB website:

3 years ago

Anthony started the discussion Debt Equity ratio calculation where Equity is negative

I would be curious if anyone has worked out how Morningstar or Quantconnect...

3 years ago

Anthony left a comment in the discussion Debt Equity ratio calculation where Equity is negative

Much appreciated, thank you. 

3 years ago

Anthony left a comment in the discussion Live Trading Notifications

I am not sure whether one can open and write to a text file in Quantconnect - I guess I must...

3 years ago

Anthony started the discussion How to access History?

I get the following error:

4 years ago

Anthony started the discussion Debugging - Expand Scope?

I can't help wodering whether the debugging facility might be expanded to good effect to optionally...

4 years ago

Anthony started the discussion Using Indicator Extensions

With reference to the SymbolData class in this example:

4 years ago

Anthony started the discussion Correct Indicator Use in Framework and Alpha Model

There seems to be quite a difference in the usage of indicators in the following two classes:

4 years ago

Anthony started the discussion Custom Fill Models or Course / Fine Universe

I think I am right in saying that a custom fill model can only be set where you know upfront what...

4 years ago

Anthony started the discussion Tim Sykes and Penny Stocks

I set out below an article I have just published on my blog. My intention in reposting it here is...

4 years ago

Anthony left a comment in the discussion Dump the Pump

@Sim123 I'm not sure that is the case. I seem to recall having checked coarse selection prices...

4 years ago

Anthony left a comment in the discussion Quality Companies in an Uptrend

Incidentally anyone using the long bond as a safe haven should look at 1980 30 year bond yields....

4 years ago

Anthony left a comment in the discussion Quality Companies in an Uptrend

Jonathon Tzu

4 years ago

Anthony left a comment in the discussion Quality Companies in an Uptrend

Thanks Peter, for the comments. The work had been done many months ago, so I thought I may as well...

4 years ago

Anthony started the discussion Example Jupyter Notebooks

In the Research Environment you are unable to scroll down so as to reach and clone the notebook EMS...

7 years ago

Anthony started the discussion Broadcast: Are there any instructions on how to use it?

I can't find any instructions on how to use Broadcast.  I have no clue how to add systems...

7 years ago

Anthony started the discussion Questions on Lean Algorithmic Trading Engine

I hope you will forgive my apparent laziness in asking a few basic questions about Lean which will...

9 years ago