cover
  • Profile
  • Backtests
  • Community

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 (21)

View More
Pensive Sky Blue Mule

18Parameters

0Security Types

2Tradeable Dates

6-9'18; -8_-18; 7.80

7.803Net Profit

1.337Sharpe Ratio

0.298Alpha

-2.479Beta

34.8CAR

8.3Drawdown

0Loss Rate

2Security Types

0Sortino Ratio

65Tradeable Dates

59Trades

-0.104Treynor Ratio

100Win Rate

Calm Brown Hornet

-0.088Net Profit

-9.165Sharpe Ratio

0.032Alpha

-5.739Beta

-8.041CAR

0.1Drawdown

0Loss Rate

2Security Types

0Sortino Ratio

1Tradeable Dates

4Trades

0.013Treynor Ratio

0Win Rate

Jumping Brown Bat

-0.259Net Profit

-3.384Sharpe Ratio

-0.047Alpha

1.127Beta

-3.898CAR

0.4Drawdown

0Loss Rate

2Security Types

0Sortino Ratio

18Tradeable Dates

3Trades

-0.026Treynor Ratio

0Win Rate

Retrospective Violet Frog

-0.54Net Profit

-2.973Sharpe Ratio

-0.029Alpha

-6.262Beta

-15.368CAR

1Drawdown

0Loss Rate

2Security Types

0Sortino Ratio

8Tradeable Dates

8Trades

0.02Treynor Ratio

100Win Rate


Community

View More

Christian started the discussion Removing options from universe

Hello everyone,

4 years ago

Christian started the discussion 'NoneType' object is not iterable

I get that error when working with options on certain stocks on certain dates.

5 years ago

Christian started the discussion Option on strange stock being traded

In the attached backtest on the 14th of June 2018 an option is traded on VRX

5 years ago

Christian started the discussion Increasing the maximum of data subscribtions

When trying to go into live trading with my options algorithm using my Interactive Brokers account...

5 years ago

Christian started the discussion Accessing fill price of options

Right now I'm placing orders and store the fill price in a dictionary with the following code:

5 years ago

Pensive Sky Blue Mule

18Parameters

0Security Types

2Tradeable Dates

6-9'18; -8_-18; 7.80

7.803Net Profit

1.337Sharpe Ratio

0.298Alpha

-2.479Beta

34.8CAR

8.3Drawdown

0Loss Rate

2Security Types

0Sortino Ratio

65Tradeable Dates

59Trades

-0.104Treynor Ratio

100Win Rate

Calm Brown Hornet

-0.088Net Profit

-9.165Sharpe Ratio

0.032Alpha

-5.739Beta

-8.041CAR

0.1Drawdown

0Loss Rate

2Security Types

0Sortino Ratio

1Tradeable Dates

4Trades

0.013Treynor Ratio

0Win Rate

Jumping Brown Bat

-0.259Net Profit

-3.384Sharpe Ratio

-0.047Alpha

1.127Beta

-3.898CAR

0.4Drawdown

0Loss Rate

2Security Types

0Sortino Ratio

18Tradeable Dates

3Trades

-0.026Treynor Ratio

0Win Rate

Retrospective Violet Frog

-0.54Net Profit

-2.973Sharpe Ratio

-0.029Alpha

-6.262Beta

-15.368CAR

1Drawdown

0Loss Rate

2Security Types

0Sortino Ratio

8Tradeable Dates

8Trades

0.02Treynor Ratio

100Win Rate

Calculating Fluorescent Orange Jackal

-0.86Net Profit

-7.952Sharpe Ratio

-0.102Alpha

-5.283Beta

-21.792CAR

1.3Drawdown

0Loss Rate

2Security Types

0Sortino Ratio

9Tradeable Dates

10Trades

0.034Treynor Ratio

0Win Rate

Crying Yellow-Green Fox

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

5Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Hipster Tan Dinosaur

-2.537Net Profit

-5.737Sharpe Ratio

-0.728Alpha

0.541Beta

-57.38CAR

4.2Drawdown

58Loss Rate

1Security Types

0.0063074685850097Sortino Ratio

7Tradeable Dates

923Trades

-1.184Treynor Ratio

42Win Rate

Crawling Yellow Antelope

-0.162Net Profit

-0.013Sharpe Ratio

-0.047Alpha

0.669Beta

-0.757CAR

7.4Drawdown

50Loss Rate

1Security Types

0Sortino Ratio

54Tradeable Dates

6Trades

-0.002Treynor Ratio

50Win Rate

Swimming Orange Jackal

0.305Net Profit

1.697Sharpe Ratio

0.018Alpha

0.026Beta

3.225CAR

0.5Drawdown

30Loss Rate

1Security Types

0.1997315280623Sortino Ratio

24Tradeable Dates

66Trades

1.003Treynor Ratio

70Win Rate

Casual Fluorescent Orange Gorilla

-0.53Net Profit

-4.111Sharpe Ratio

-0.042Alpha

-0.009Beta

-5.388CAR

0.7Drawdown

88Loss Rate

1Security Types

-0.22334267488468Sortino Ratio

24Tradeable Dates

68Trades

4.934Treynor Ratio

12Win Rate

Calculating Green Gull

0.029Net Profit

0.076Sharpe Ratio

0.066Alpha

-0.213Beta

0.298CAR

1.6Drawdown

54Loss Rate

1Security Types

0.026419829332088Sortino Ratio

24Tradeable Dates

48Trades

-0.016Treynor Ratio

46Win Rate

Pensive Yellow Mosquito

-2.475Net Profit

-11.416Sharpe Ratio

-1.285Alpha

-0.31Beta

-83.947CAR

3.6Drawdown

69Loss Rate

1Security Types

0.017513519962507Sortino Ratio

3Tradeable Dates

399Trades

4.047Treynor Ratio

31Win Rate

Square Red Gaur

-0.31Net Profit

-0.765Sharpe Ratio

-0.073Alpha

-0.311Beta

-6.83CAR

1.4Drawdown

60Loss Rate

1Security Types

-0.018517873415127Sortino Ratio

12Tradeable Dates

175Trades

0.161Treynor Ratio

40Win Rate

Casual Blue Gull

-1.283Net Profit

-5.821Sharpe Ratio

-0.234Alpha

0.013Beta

-26.96CAR

1.7Drawdown

75Loss Rate

1Security Types

-0.32210671583688Sortino Ratio

11Tradeable Dates

152Trades

-18.233Treynor Ratio

25Win Rate

Square Yellow-Green Shark

-2.207Net Profit

-8.502Sharpe Ratio

-0.971Alpha

-1.524Beta

-74.271CAR

3.7Drawdown

60Loss Rate

1Security Types

-0.046262665073338Sortino Ratio

5Tradeable Dates

544Trades

0.524Treynor Ratio

40Win Rate

Pensive Violet Elephant

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

22Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Alert Violet Dinosaur

2.351Net Profit

1.098Sharpe Ratio

0.06Alpha

0.791Beta

11.538CAR

3.8Drawdown

33Loss Rate

1Security Types

7.7558486355438Sortino Ratio

54Tradeable Dates

13Trades

0.144Treynor Ratio

67Win Rate

Muscular Green Tapir

2.564Net Profit

1.163Sharpe Ratio

0.071Alpha

0.775Beta

12.635CAR

4.1Drawdown

33Loss Rate

1Security Types

4.9362592437371Sortino Ratio

54Tradeable Dates

15Trades

0.16Treynor Ratio

67Win Rate

Jumping Brown Fish

3.717Net Profit

1.407Sharpe Ratio

-0.106Alpha

0.84Beta

18.198CAR

6.6Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

56Tradeable Dates

7Trades

0.204Treynor Ratio

100Win Rate

Crawling Asparagus Viper

-2.69Net Profit

-1.413Sharpe Ratio

-0.228Alpha

0.786Beta

-17.834CAR

4.6Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

780Tradeable Dates

5Trades

-0.232Treynor Ratio

100Win Rate

Christian started the discussion Removing options from universe

Hello everyone,

4 years ago

Christian started the discussion 'NoneType' object is not iterable

I get that error when working with options on certain stocks on certain dates.

5 years ago

Christian started the discussion Option on strange stock being traded

In the attached backtest on the 14th of June 2018 an option is traded on VRX

5 years ago

Christian started the discussion Increasing the maximum of data subscribtions

When trying to go into live trading with my options algorithm using my Interactive Brokers account...

5 years ago

Christian started the discussion Accessing fill price of options

Right now I'm placing orders and store the fill price in a dictionary with the following code:

5 years ago

Christian started the discussion Accessing time in history data frame

Hello everyone,

5 years ago

Christian started the discussion 90-days average true ragne

Hello everyone,

5 years ago

Christian left a comment in the discussion 90-days average true ragne

Hello Daniel,

5 years ago

Christian left a comment in the discussion 90-days average true ragne

Hello Daniel,

5 years ago

Christian left a comment in the discussion 90-days average true ragne

Hello Daniel,

5 years ago

Christian left a comment in the discussion 90-days average true ragne

Hello Apollos,

5 years ago

Christian left a comment in the discussion Accessing time in history data frame

Hello Link,

5 years ago

Christian left a comment in the discussion Increasing the maximum of data subscribtions

Hello Alex,

5 years ago

Christian started the discussion Strange values for volume

Hello everyone,

6 years ago

Christian started the discussion Reducing position size

Hello everyone,

6 years ago

Christian started the discussion Average true range on five-second bars

Hello everyone,

6 years ago

Christian started the discussion Trading options for multiple symbols

Hello everyone,

6 years ago

Christian started the discussion Getting historical closing price

Hello everyone,

7 years ago

Christian started the discussion Creating rolling windows for multiple stocks

Hello everyone,

7 years ago

Christian started the discussion Speeding up backtests

Hello everyone,

7 years ago

Christian started the discussion Unnecessary logs and trades

Hello everyone,

7 years ago

Christian started the discussion Scheduling a function on market hours only

Hello everyone, 

7 years ago

Christian started the discussion Questions about VWAP

Hello everyone,

7 years ago

Christian started the discussion How to use the time object in Python?

Hello everyone,

7 years ago