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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 (4)

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Example GOOG

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

11Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

48Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Backtest example 2

-7.004Net Profit

8.9PSR

-0.344Sharpe Ratio

0Alpha

0Beta

-6.973CAR

17.8Drawdown

-0.15Loss Rate

25Parameters

0Security Types

-0.733Sortino Ratio

253Tradeable Dates

1808Trades

0Treynor Ratio

0.35Win Rate

Geeky Sky Blue Cormorant

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

253Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Sleepy Blue Viper

1.522Net Profit

42.61PSR

0.657Sharpe Ratio

0.063Alpha

-0.006Beta

6.705CAR

4.1Drawdown

-0.14Loss Rate

3Parameters

0Security Types

0.775Sortino Ratio

0Tradeable Dates

303Trades

-9.518Treynor Ratio

0.15Win Rate


Community

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Big started the discussion Manually change universe / assets / parameters when algorithm is running live

Hi, I am new to quantconnect and python so would appreciate more beginner-oriented responses. 

3 years ago

Big started the discussion Hourly Bar End Time Inaccurate

Hi, I was writing my algorithm that subscribes to hourly data when I realized that the end time of...

3 years ago

Big started the discussion Symbol Data class variables not working properly with multiple securities

Hi, I am trying to use a SymbolData class to store securities specific values but am not able to...

3 years ago

Big started the discussion Runtime statistics questions

hi, can someone please help me understand how lean calculates runtime statstics. Not sure if it's...

3 years ago

Big started the discussion Reset live trading

Hi, is there a way we can reset live trading stats? Right now, I know live testing was...

3 years ago

Example GOOG

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

11Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

48Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Backtest example 2

-7.004Net Profit

8.9PSR

-0.344Sharpe Ratio

0Alpha

0Beta

-6.973CAR

17.8Drawdown

-0.15Loss Rate

25Parameters

0Security Types

-0.733Sortino Ratio

253Tradeable Dates

1808Trades

0Treynor Ratio

0.35Win Rate

Geeky Sky Blue Cormorant

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

253Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Sleepy Blue Viper

1.522Net Profit

42.61PSR

0.657Sharpe Ratio

0.063Alpha

-0.006Beta

6.705CAR

4.1Drawdown

-0.14Loss Rate

3Parameters

0Security Types

0.775Sortino Ratio

0Tradeable Dates

303Trades

-9.518Treynor Ratio

0.15Win Rate

Big started the discussion Manually change universe / assets / parameters when algorithm is running live

Hi, I am new to quantconnect and python so would appreciate more beginner-oriented responses. 

3 years ago

Big started the discussion Hourly Bar End Time Inaccurate

Hi, I was writing my algorithm that subscribes to hourly data when I realized that the end time of...

3 years ago

Big started the discussion Symbol Data class variables not working properly with multiple securities

Hi, I am trying to use a SymbolData class to store securities specific values but am not able to...

3 years ago

Big started the discussion Runtime statistics questions

hi, can someone please help me understand how lean calculates runtime statstics. Not sure if it's...

3 years ago

Big started the discussion Reset live trading

Hi, is there a way we can reset live trading stats? Right now, I know live testing was...

3 years ago

Big left a comment in the discussion Runtime statistics questions

Thanks Aruthur, do you know whether slippage has a big impact on returns usually? Let's say for...

3 years ago

Big left a comment in the discussion Reset live trading

Got it. I guess I was assuming there'd be a way to just reset the live trading session, thought it...

3 years ago

Big left a comment in the discussion Symbol Data class variables not working properly with multiple securities

Thanks Shile. I realized what was wrong, I wasn't initiating the symboldata class instances...

3 years ago

Big left a comment in the discussion Hourly Bar End Time Inaccurate

Hi Derek, thanks for your response. However, this will create 30 min bars rather than hourly bars....

3 years ago

Big left a comment in the discussion Manually change universe / assets / parameters when algorithm is running live

Thanks Derek. Does it have to be from Dropbox? Can it be done on QC instead?

3 years ago