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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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Alert Orange Camel

0.224Net Profit

1.511Sharpe Ratio

0.006Alpha

-0.176Beta

0.358CAR

0.2Drawdown

1Loss Rate

2Security Types

0Sortino Ratio

159Tradeable Dates

343Trades

-0.017Treynor Ratio

99Win Rate


Community

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artemiusgreat started the discussion How to create the cheapest market-neutral portfolio?

I'd like to create some market-neurtal portfolio that always stays flat, e.g. buy VOO sell SPY.

4 years ago

artemiusgreat left a comment in the discussion Shorting Puts Sample Code in C#

This discussion is old, but you could take a look here

4 years ago

artemiusgreat left a comment in the discussion Suggest Trading Strategies for Us to Implement!

Not exactly a strategy, but would be good to get more ideas of how to find deply cointegrated...

4 years ago

artemiusgreat started the discussion Moving from Metatrader / NinjaTrader to QuantConnect - C#

Hi, I tried to implement some simple RSI strategy in QuantConnect, targeting MSFT and Interactive...

6 years ago

artemiusgreat started the discussion Something wrong with StopMarketOrder

Hi, could somebody explain to me behavior of this 5-line script?

6 years ago

Alert Orange Camel

0.224Net Profit

1.511Sharpe Ratio

0.006Alpha

-0.176Beta

0.358CAR

0.2Drawdown

1Loss Rate

2Security Types

0Sortino Ratio

159Tradeable Dates

343Trades

-0.017Treynor Ratio

99Win Rate

artemiusgreat started the discussion How to create the cheapest market-neutral portfolio?

I'd like to create some market-neurtal portfolio that always stays flat, e.g. buy VOO sell SPY.

4 years ago

artemiusgreat left a comment in the discussion Shorting Puts Sample Code in C#

This discussion is old, but you could take a look here

4 years ago

artemiusgreat left a comment in the discussion Suggest Trading Strategies for Us to Implement!

Not exactly a strategy, but would be good to get more ideas of how to find deply cointegrated...

4 years ago

artemiusgreat started the discussion Moving from Metatrader / NinjaTrader to QuantConnect - C#

Hi, I tried to implement some simple RSI strategy in QuantConnect, targeting MSFT and Interactive...

6 years ago

artemiusgreat started the discussion Something wrong with StopMarketOrder

Hi, could somebody explain to me behavior of this 5-line script?

6 years ago

artemiusgreat started the discussion Can't make charting working

I need to check correctness of my orders according to signals from indicator.

6 years ago

artemiusgreat started the discussion Can't compile indicator for Pairs Trading

Hi,

6 years ago

artemiusgreat started the discussion Two Stop Market Orders open at the same time like regular Market Orders

1. Every day set two Stop Market Orders, first - $1 above the price, second - $1 below the price,...

6 years ago

artemiusgreat started the discussion Can't start project in VS

Hi, I'm trying to move deveopment to my local laptop.

6 years ago

artemiusgreat started the discussion Renko Consolidator - unpredictable behavior

Hi, trying to use Renko Consolidator, but it doesn't work as expected. Specifically, when I use...

6 years ago

artemiusgreat started the discussion How to detect that position was closed / liquidated

Say, I create MarketOrder, broker fills it and I have open position, I add Stop Loss and Take...

6 years ago

artemiusgreat started the discussion Check if portfolio has shares or options separately

Hi, is there some method that can tell me when I own some stock or only its options?

6 years ago

artemiusgreat started the discussion Option strategy - Long butterfly

Hi, testing Long Butterfly on SPY.

6 years ago

artemiusgreat started the discussion How to re-use only Option Chain Provider in a separate C# application?

As far as I can see, Lean is provided as multiple C# packages in Nuget repository. 

6 years ago

artemiusgreat left a comment in the discussion IQFeed for live trading in LEAN

Actually, I had error about "unzipping" when I tried to use LEAN as a "desktop"...

6 years ago

artemiusgreat left a comment in the discussion Unable to set custom/constant Transaction Fee Models for Options Contracts

Not sure if it works for options, but for underlying you should use FeeModel instead of...

6 years ago

artemiusgreat left a comment in the discussion OptionChainProvider.GetOptionContractList example in C#

Some strategies are harder to implement, because I can't see how to compare Bid / Ask prices of...

6 years ago

artemiusgreat left a comment in the discussion OptionChainProvider.GetOptionContractList example in C#

8. Short Condor

6 years ago