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Biography

Background in full stack web SWE using C# and MVC.

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 (6)

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Calm Blue Bat

0Parameters

1Security Types

0Sortino Ratio

635Tradeable Dates

Retrospective Apricot Albatross

253.162Net Profit

95.835PSR

91.875Sharpe Ratio

115.617Alpha

9.828Beta

15709.764CAR

34.8Drawdown

0Loss Rate

0Parameters

0Security Types

209.289Sortino Ratio

77Tradeable Dates

3Trades

12.331Treynor Ratio

160.21Win Rate

Fat Light Brown Chinchilla

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

9Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

1Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Creative Green Pig

149.942Net Profit

64.335PSR

4.454Sharpe Ratio

4.29Alpha

10.8Beta

149.942CAR

82.4Drawdown

-7.3Loss Rate

8Parameters

0Security Types

1.019Sortino Ratio

310Tradeable Dates

15Trades

0.647Treynor Ratio

80.25Win Rate

Energetic Black Goat

149.942Net Profit

64.335PSR

4.454Sharpe Ratio

4.29Alpha

10.8Beta

149.942CAR

82.4Drawdown

-7.3Loss Rate

8Parameters

0Security Types

1.019Sortino Ratio

310Tradeable Dates

15Trades

0.647Treynor Ratio

80.25Win Rate


Community

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Austin started the discussion How to initialize Futures using History in the Initialize method?

I'm working on a code template for buy-and-holding a futures contract, and since it's a template I...

3 years ago

Austin started the discussion Using a TradeBar Consolidator for multiple Futures contracts as they roll over

Hey,

3 years ago

Austin left a comment in the discussion Using a TradeBar Consolidator for multiple Futures contracts as they roll over

I've solved my issue with .. a solution that feels a bit bodgey. I'm not even sure what the name...

3 years ago

Austin left a comment in the discussion Using a TradeBar Consolidator for multiple Futures contracts as they roll over

I'm just now realizing that QC won't let me share a backtest that contains a runtime error... To...

3 years ago

Austin left a comment in the discussion How to initialize Futures using History in the Initialize method?

Okay, thanks for your response Derek Melchin! Appreciated.

3 years ago

Calm Blue Bat

0Parameters

1Security Types

0Sortino Ratio

635Tradeable Dates

Retrospective Apricot Albatross

253.162Net Profit

95.835PSR

91.875Sharpe Ratio

115.617Alpha

9.828Beta

15709.764CAR

34.8Drawdown

0Loss Rate

0Parameters

0Security Types

209.289Sortino Ratio

77Tradeable Dates

3Trades

12.331Treynor Ratio

160.21Win Rate

Fat Light Brown Chinchilla

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

9Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

1Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Creative Green Pig

149.942Net Profit

64.335PSR

4.454Sharpe Ratio

4.29Alpha

10.8Beta

149.942CAR

82.4Drawdown

-7.3Loss Rate

8Parameters

0Security Types

1.019Sortino Ratio

310Tradeable Dates

15Trades

0.647Treynor Ratio

80.25Win Rate

Energetic Black Goat

149.942Net Profit

64.335PSR

4.454Sharpe Ratio

4.29Alpha

10.8Beta

149.942CAR

82.4Drawdown

-7.3Loss Rate

8Parameters

0Security Types

1.019Sortino Ratio

310Tradeable Dates

15Trades

0.647Treynor Ratio

80.25Win Rate

Crying Yellow Rabbit

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

5Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

310Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Austin started the discussion How to initialize Futures using History in the Initialize method?

I'm working on a code template for buy-and-holding a futures contract, and since it's a template I...

3 years ago

Austin started the discussion Using a TradeBar Consolidator for multiple Futures contracts as they roll over

Hey,

3 years ago

Austin left a comment in the discussion Using a TradeBar Consolidator for multiple Futures contracts as they roll over

I've solved my issue with .. a solution that feels a bit bodgey. I'm not even sure what the name...

3 years ago

Austin left a comment in the discussion Using a TradeBar Consolidator for multiple Futures contracts as they roll over

I'm just now realizing that QC won't let me share a backtest that contains a runtime error... To...

3 years ago

Austin left a comment in the discussion How to initialize Futures using History in the Initialize method?

Okay, thanks for your response Derek Melchin! Appreciated.

3 years ago

Austin left a comment in the discussion How to initialize Futures using History in the Initialize method?

Just tried using the FuturesChain constuctor, unsucessfully.. Perhaps I'm using the wrong type of...

3 years ago

Austin left a comment in the discussion How to initialize Futures using History in the Initialize method?

For what its worth, I've gotten buy-and-hold futures with rollover to mostly work by putting an...

3 years ago

Austin left a comment in the discussion How to initialize Futures using History in the Initialize method?

Derek Melchin thanks for the help! Sorry about the late reply, didn't have time to work these past...

3 years ago

Austin started the discussion How? - Python Autocomplete for local Skylight development in VS Code

I'm transitioning to QuantConnect after Quantopian's closing, and would be able to learn the...

4 years ago

Austin started the discussion Python Dev Productivity Tip: get autocompletion (Intellisense) to "always" work by using Annotations

I've been looking for ways to set up my QuantConnect Python environment so that coding is as fast...

4 years ago

Austin started the discussion Lean Optimizer - code examples/api docs?

I've seen a couple forum comments mention this pull request as a new feature for LEAN/QuantConnect,...

4 years ago

Austin started the discussion New Optimizer Feature Discussion Thread

Hey, figured I'd start a thread for the community to discuss the new optimizer feature. If nothing...

4 years ago