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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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Upgraded Orange Bison

-82.413Net Profit

0PSR

-1.025Sharpe Ratio

0.594Alpha

-0.784Beta

-100CAR

82.4Drawdown

-0.04Loss Rate

10Parameters

0Security Types

-0.953Sortino Ratio

0Tradeable Dates

10001Trades

1.276Treynor Ratio

0.02Win Rate


Community

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Asher started the discussion Alpha Model: Object reference not set to an instance of an object.

Hey all,

3 years ago

Asher started the discussion Consistent Losses With Alpha Framework - Is It Slippage?

I've noticed a lot of my algorithms have consistent losses when using an alpha framework. To test...

3 years ago

Upgraded Orange Bison

-82.413Net Profit

0PSR

-1.025Sharpe Ratio

0.594Alpha

-0.784Beta

-100CAR

82.4Drawdown

-0.04Loss Rate

10Parameters

0Security Types

-0.953Sortino Ratio

0Tradeable Dates

10001Trades

1.276Treynor Ratio

0.02Win Rate

Asher started the discussion Alpha Model: Object reference not set to an instance of an object.

Hey all,

3 years ago

Asher started the discussion Consistent Losses With Alpha Framework - Is It Slippage?

I've noticed a lot of my algorithms have consistent losses when using an alpha framework. To test...

3 years ago