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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 (3)

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Measured Brown Hyena

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

3171Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Calm Tan Antelope

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

3169Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Upgraded Fluorescent Pink Wolf

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

627Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate


Community

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BigCityTrader started the discussion ES FrontMonth() changes often early 2018

I'm using the `FrontMonth()` filter to only get the front-month ES contract in `OnData()`, but it...

5 years ago

BigCityTrader left a comment in the discussion ES FrontMonth() changes often early 2018

Hi Xin,

5 years ago

BigCityTrader left a comment in the discussion Benchmark Plot in Visual Studio?

Same problem here, I followed these instructions: 

7 years ago

Measured Brown Hyena

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

3171Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Calm Tan Antelope

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

3169Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Upgraded Fluorescent Pink Wolf

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

627Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

BigCityTrader started the discussion ES FrontMonth() changes often early 2018

I'm using the `FrontMonth()` filter to only get the front-month ES contract in `OnData()`, but it...

5 years ago

BigCityTrader left a comment in the discussion ES FrontMonth() changes often early 2018

Hi Xin,

5 years ago

BigCityTrader left a comment in the discussion Benchmark Plot in Visual Studio?

Same problem here, I followed these instructions: 

7 years ago