cover
  • Profile
  • Backtests
  • Community

Biography

MS Comp SCi, MBA, Fledgling quant

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 (2)

View More
3-Years-100-Stocks-(aka-Sleepy-Red-Orange-Bear)

-77.465Net Profit

0PSR

-7.849Sharpe Ratio

-0.419Alpha

0.159Beta

-39.211CAR

77.5Drawdown

-0.01Loss Rate

29Parameters

0Security Types

-8.642Sortino Ratio

753Tradeable Dates

278652Trades

-2.469Treynor Ratio

0.01Win Rate

Crying Asparagus Elephant

-18.323Net Profit

0PSR

-9.047Sharpe Ratio

-0.18Alpha

0.092Beta

-18.158CAR

18.5Drawdown

-0.01Loss Rate

28Parameters

0Security Types

-10.779Sortino Ratio

254Tradeable Dates

33821Trades

-1.981Treynor Ratio

0.01Win Rate


Community

View More

Ben left a comment in the discussion VIX, Minute The issue starts from Jul 10th, 2023; and continues until now

Update:  Today I am not getting any VIX minute values in backtests or live using:

1 years ago

Ben left a comment in the discussion Interactive Brokers Deployments

Thanks for the support on this QC!  I am seeing IB deployments work smoothly now.

1 years ago

Ben started the discussion IB - no cash in account when paper trading

2021-04-22 21:52:00 : Launching analysis for L-c8f6e648e40843b74857347766a7f753 with LEAN Engine...

3 years ago

Ben started the discussion Minute-resolution price for RMNI on 2016-02-08

I'm seeing a very odd Minute-res price ($100000) for RMNI on 2016-02-08:

3 years ago

Ben left a comment in the discussion Net Core Upgrade / Scheduled Downtime / Thurs 6th May, 2021 / 4.15pm ET

When I try to Paper Trade, I now get this  error :   

3 years ago

3-Years-100-Stocks-(aka-Sleepy-Red-Orange-Bear)

-77.465Net Profit

0PSR

-7.849Sharpe Ratio

-0.419Alpha

0.159Beta

-39.211CAR

77.5Drawdown

-0.01Loss Rate

29Parameters

0Security Types

-8.642Sortino Ratio

753Tradeable Dates

278652Trades

-2.469Treynor Ratio

0.01Win Rate

Crying Asparagus Elephant

-18.323Net Profit

0PSR

-9.047Sharpe Ratio

-0.18Alpha

0.092Beta

-18.158CAR

18.5Drawdown

-0.01Loss Rate

28Parameters

0Security Types

-10.779Sortino Ratio

254Tradeable Dates

33821Trades

-1.981Treynor Ratio

0.01Win Rate

Ben left a comment in the discussion VIX, Minute The issue starts from Jul 10th, 2023; and continues until now

Update:  Today I am not getting any VIX minute values in backtests or live using:

1 years ago

Ben left a comment in the discussion Interactive Brokers Deployments

Thanks for the support on this QC!  I am seeing IB deployments work smoothly now.

1 years ago

Ben started the discussion IB - no cash in account when paper trading

2021-04-22 21:52:00 : Launching analysis for L-c8f6e648e40843b74857347766a7f753 with LEAN Engine...

3 years ago

Ben started the discussion Minute-resolution price for RMNI on 2016-02-08

I'm seeing a very odd Minute-res price ($100000) for RMNI on 2016-02-08:

3 years ago

Ben left a comment in the discussion Net Core Upgrade / Scheduled Downtime / Thurs 6th May, 2021 / 4.15pm ET

When I try to Paper Trade, I now get this  error :   

3 years ago