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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 (1)

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90D

-0.438Net Profit

1.936PSR

-0.733Sharpe Ratio

-0.003Alpha

-0.001Beta

-0.436CAR

0.7Drawdown

0Loss Rate

7Parameters

0Security Types

-1.214Sortino Ratio

262Tradeable Dates

1686Trades

3.761Treynor Ratio

0Win Rate


Community

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Aram started the discussion Increasing slowness of the backtest when trading Index Options

Hi everybody!

2 years ago

Aram started the discussion Efficient Futures consolidation

Dear all,

3 years ago

Aram started the discussion Sharing information between algorithm framework components

Hi,

3 years ago

Aram left a comment in the discussion Sharing information between algorithm framework components

It is possible to access custom props of the algo class from any other frameworks components by...

3 years ago

Aram left a comment in the discussion Efficient Futures consolidation

Hi Arthur,

3 years ago

90D

-0.438Net Profit

1.936PSR

-0.733Sharpe Ratio

-0.003Alpha

-0.001Beta

-0.436CAR

0.7Drawdown

0Loss Rate

7Parameters

0Security Types

-1.214Sortino Ratio

262Tradeable Dates

1686Trades

3.761Treynor Ratio

0Win Rate

Aram started the discussion Increasing slowness of the backtest when trading Index Options

Hi everybody!

2 years ago

Aram started the discussion Efficient Futures consolidation

Dear all,

3 years ago

Aram started the discussion Sharing information between algorithm framework components

Hi,

3 years ago

Aram left a comment in the discussion Sharing information between algorithm framework components

It is possible to access custom props of the algo class from any other frameworks components by...

3 years ago

Aram left a comment in the discussion Efficient Futures consolidation

Hi Arthur,

3 years ago

Aram started the discussion Improving continuous futures prices

Hi all,

4 years ago

Aram started the discussion Daily insights with minute data

Hi,

4 years ago

Aram left a comment in the discussion Daily insights with minute data

Solved it by changing the logic to do the checks/emmiting insigts on AfterMarketOpen.

4 years ago

Aram left a comment in the discussion Improving continuous futures prices

Hey Jared, thank you for your quick response. Very good! Then I will stick to this crude...

4 years ago