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Biography

UMass, MIT, Bell Labs, Analog Devices Inc.

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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Smooth Tan Shark

9.078Net Profit

33.968PSR

0.752Sharpe Ratio

0.001Alpha

0.157Beta

4.436CAR

8.9Drawdown

-0.2Loss Rate

0Parameters

0Security Types

0.858Sortino Ratio

505Tradeable Dates

1010Trades

0.199Treynor Ratio

0.17Win Rate


Community

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Bill started the discussion ERROR:: MarketOnClose

Hello:I am backtesting off-line (not in the cloud) and I see this.20221123 17:58:04.478 ERROR::...

1 years ago

Bill started the discussion Premature line wrapping

Hello:I am running lean from a bash command line on MINGW64.It appears to be arbitrarily wrapping...

1 years ago

Bill started the discussion Boot Camp

No response. Apparently the boot camp education system has been turned off for the USA Thanksgiving...

1 years ago

Bill started the discussion Where does the output go.

Hello:If I print to Debug() during an online backtest/run, where does the output go?

1 years ago

Bill started the discussion Testing under a specific price action.

I have a Bull Put Spread which needs to be tested as the price makes specific moves around the...

1 years ago

Smooth Tan Shark

9.078Net Profit

33.968PSR

0.752Sharpe Ratio

0.001Alpha

0.157Beta

4.436CAR

8.9Drawdown

-0.2Loss Rate

0Parameters

0Security Types

0.858Sortino Ratio

505Tradeable Dates

1010Trades

0.199Treynor Ratio

0.17Win Rate

Bill started the discussion ERROR:: MarketOnClose

Hello:I am backtesting off-line (not in the cloud) and I see this.20221123 17:58:04.478 ERROR::...

1 years ago

Bill started the discussion Premature line wrapping

Hello:I am running lean from a bash command line on MINGW64.It appears to be arbitrarily wrapping...

1 years ago

Bill started the discussion Boot Camp

No response. Apparently the boot camp education system has been turned off for the USA Thanksgiving...

1 years ago

Bill started the discussion Where does the output go.

Hello:If I print to Debug() during an online backtest/run, where does the output go?

1 years ago

Bill started the discussion Testing under a specific price action.

I have a Bull Put Spread which needs to be tested as the price makes specific moves around the...

1 years ago

Bill left a comment in the discussion ERROR:: MarketOnClose

Very good. Thanks.

1 years ago

Bill left a comment in the discussion Why the console window is not shown in my browser?

Back with a new issue. Submitted a support ticket. 

1 years ago

Bill left a comment in the discussion Credit Spread Execution -Single Order?

If one or more brokers support it then Lean should support it. You should have to state your intent...

1 years ago

Bill left a comment in the discussion Boot Camp

Sent a response to your tech support.

1 years ago

Bill left a comment in the discussion Lean GUI subscription

I guess “lean gui” is obsolete, even though I just watched a related presentation on YouTube.If...

1 years ago

Bill left a comment in the discussion Backtest runner very flaky?

Ok. The work around is to press the browser “Reload this page” button and then reselect the...

1 years ago