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Biography

Associate Software Engineer at QuantConnect! B.S. in Computer Engineering from UW

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 (7)

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Daily

2.401Net Profit

71.129PSR

2.937Sharpe Ratio

0.014Alpha

0.994Beta

33.47CAR

1.2Drawdown

0Loss Rate

1Parameters

0Security Types

6.535Sortino Ratio

22Tradeable Dates

1Trades

0.234Treynor Ratio

0Win Rate

Hour

2.726Net Profit

69.448PSR

2.76Sharpe Ratio

0Alpha

0.997Beta

39.229CAR

1.9Drawdown

0Loss Rate

1Parameters

0Security Types

4.827Sortino Ratio

22Tradeable Dates

1Trades

0.22Treynor Ratio

0Win Rate

Minute

2.961Net Profit

69.447PSR

2.759Sharpe Ratio

0Alpha

0.995Beta

43.183CAR

2Drawdown

0Loss Rate

1Parameters

0Security Types

14.188Sortino Ratio

22Tradeable Dates

1Trades

0.22Treynor Ratio

0Win Rate

Pensive Orange Whale

38.216Net Profit

54.638PSR

1.25Sharpe Ratio

0.302Alpha

-0.069Beta

31.701CAR

21.6Drawdown

0Loss Rate

15Parameters

0Security Types

1.71Sortino Ratio

295Tradeable Dates

5Trades

-4.194Treynor Ratio

8.58Win Rate

Upgraded Red-Orange Bee

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

11Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate


Community

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Colton left a comment in the discussion Sampling and Statistics Update

Ah I see, These particular changes were focused on correcting some issues with our sampling period...

3 years ago

Colton left a comment in the discussion Sampling and Statistics Update

Hey Laurent Crouzet,

3 years ago

Colton left a comment in the discussion Does anyone know what this error message means?

The PR has been merged!

3 years ago

Colton left a comment in the discussion Does anyone know what this error message means?

Hey everybody,

3 years ago

Colton left a comment in the discussion Sampling and Statistics Update

Minute Resolution (Beta = 0.995)

3 years ago

Daily

2.401Net Profit

71.129PSR

2.937Sharpe Ratio

0.014Alpha

0.994Beta

33.47CAR

1.2Drawdown

0Loss Rate

1Parameters

0Security Types

6.535Sortino Ratio

22Tradeable Dates

1Trades

0.234Treynor Ratio

0Win Rate

Hour

2.726Net Profit

69.448PSR

2.76Sharpe Ratio

0Alpha

0.997Beta

39.229CAR

1.9Drawdown

0Loss Rate

1Parameters

0Security Types

4.827Sortino Ratio

22Tradeable Dates

1Trades

0.22Treynor Ratio

0Win Rate

Minute

2.961Net Profit

69.447PSR

2.759Sharpe Ratio

0Alpha

0.995Beta

43.183CAR

2Drawdown

0Loss Rate

1Parameters

0Security Types

14.188Sortino Ratio

22Tradeable Dates

1Trades

0.22Treynor Ratio

0Win Rate

Pensive Orange Whale

38.216Net Profit

54.638PSR

1.25Sharpe Ratio

0.302Alpha

-0.069Beta

31.701CAR

21.6Drawdown

0Loss Rate

15Parameters

0Security Types

1.71Sortino Ratio

295Tradeable Dates

5Trades

-4.194Treynor Ratio

8.58Win Rate

Upgraded Red-Orange Bee

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

11Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Pensive Red-Orange Llama

6.924Net Profit

12.4PSR

0.366Sharpe Ratio

-0.016Alpha

0.229Beta

2.039CAR

8.7Drawdown

-0.15Loss Rate

37Parameters

1Security Types

0.421Sortino Ratio

835Tradeable Dates

293Trades

0.099Treynor Ratio

0.12Win Rate

Crying Yellow Caterpillar

14.189Net Profit

60.848PSR

1.631Sharpe Ratio

0Alpha

0.997Beta

30.36CAR

9.7Drawdown

0Loss Rate

1Parameters

1Security Types

0Sortino Ratio

130Tradeable Dates

1Trades

0.334Treynor Ratio

0Win Rate

Colton left a comment in the discussion Sampling and Statistics Update

Ah I see, These particular changes were focused on correcting some issues with our sampling period...

3 years ago

Colton left a comment in the discussion Sampling and Statistics Update

Hey Laurent Crouzet,

3 years ago

Colton left a comment in the discussion Does anyone know what this error message means?

The PR has been merged!

3 years ago

Colton left a comment in the discussion Does anyone know what this error message means?

Hey everybody,

3 years ago

Colton left a comment in the discussion Sampling and Statistics Update

Minute Resolution (Beta = 0.995)

3 years ago

Colton left a comment in the discussion Sampling and Statistics Update

Hour Resolution (Beta = 0.997)

3 years ago