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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 (1)

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Muscular Light Brown Bear

-48.12Net Profit

0.005PSR

-1.011Sharpe Ratio

-0.185Alpha

-0.004Beta

-27.59CAR

53Drawdown

-1.19Loss Rate

16Parameters

1Security Types

-1.061Sortino Ratio

742Tradeable Dates

396Trades

42.509Treynor Ratio

1.01Win Rate


Community

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Crypto started the discussion Least squares linear regression

Hi There. Any idea how in Python can I get least squares linear regression? 

3 years ago

Crypto started the discussion Simple TK Cross Algo on Ichimoku

I am trying to implement a simple ichimoku tk-cross algorithm on  4 hour chart time frame. 

3 years ago

Crypto left a comment in the discussion RSI and Resistance Strategy

have you had any success with this  Gurumeher Sawhney  ? 

3 years ago

Crypto left a comment in the discussion Making a trailing stop with StopMarketOrder()?

Vncne  have you found the solution? I also need some kind of "Sell evrything if price goes up 7%...

3 years ago

Crypto left a comment in the discussion Least squares linear regression

In tradingview there is a function linereg 

3 years ago

Muscular Light Brown Bear

-48.12Net Profit

0.005PSR

-1.011Sharpe Ratio

-0.185Alpha

-0.004Beta

-27.59CAR

53Drawdown

-1.19Loss Rate

16Parameters

1Security Types

-1.061Sortino Ratio

742Tradeable Dates

396Trades

42.509Treynor Ratio

1.01Win Rate

Crypto started the discussion Least squares linear regression

Hi There. Any idea how in Python can I get least squares linear regression? 

3 years ago

Crypto started the discussion Simple TK Cross Algo on Ichimoku

I am trying to implement a simple ichimoku tk-cross algorithm on  4 hour chart time frame. 

3 years ago

Crypto left a comment in the discussion RSI and Resistance Strategy

have you had any success with this  Gurumeher Sawhney  ? 

3 years ago

Crypto left a comment in the discussion Making a trailing stop with StopMarketOrder()?

Vncne  have you found the solution? I also need some kind of "Sell evrything if price goes up 7%...

3 years ago

Crypto left a comment in the discussion Least squares linear regression

In tradingview there is a function linereg 

3 years ago

Crypto left a comment in the discussion Least squares linear regression

 Thank you for your answers  Vladimir . I have found suddenly this 

3 years ago

Crypto left a comment in the discussion Least squares linear regression

Ok I found this  https://www.quantconnect.com/lean/documentation/topic28935.html

3 years ago

Crypto left a comment in the discussion Least squares linear regression

 Vladimir  But how to use it in onData function? How to feed it also data?  

3 years ago