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 (9)

View More
Crying Yellow Green Goat

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

206Parameters

0Security Types

0Tradeable Dates

3Trades

0Treynor Ratio

0Win Rate

Creative Green Zebra

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

22Parameters

0Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Calm Violet Badger

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

30Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Measured Blue Mule

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

9Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Swimming Sky Blue Falcon

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

6Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate


Community

View More

dahui started the discussion Easily set backtest date to an entire month

I've been setting the date range of my backtests like the following:

1 years ago

dahui started the discussion Slow backtest speeds over the past few days?

I'm testing an intraday strategy which I usually test by running each backtest over a monthly...

1 years ago

dahui started the discussion Backtest Daily Log not refreshing

I've been using QuantConnect for the past few years now. I outputted backtest logs yesterday until...

1 years ago

dahui left a comment in the discussion What is this error?

I am also getting the error.

1 years ago

dahui left a comment in the discussion Slow backtest speeds over the past few days?

Issue seems to be slightly different actually… I've run it a few times and it always seems to...

1 years ago

Crying Yellow Green Goat

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

206Parameters

0Security Types

0Tradeable Dates

3Trades

0Treynor Ratio

0Win Rate

Creative Green Zebra

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

22Parameters

0Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Calm Violet Badger

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

30Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Measured Blue Mule

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

9Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Swimming Sky Blue Falcon

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

6Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Ugly Light Brown Pig

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

44Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Emotional Fluorescent Yellow Monkey

-0.244Net Profit

0PSR

-8.838Sharpe Ratio

-0.075Alpha

-0.075Beta

-25.747CAR

0.4Drawdown

-0.03Loss Rate

47Parameters

0Security Types

-10.892Sortino Ratio

0Tradeable Dates

79Trades

1.362Treynor Ratio

0.05Win Rate

Sleepy Light Brown Pony

17Parameters

0Security Types

0Tradeable Dates

Square Tan Hyena

17Parameters

0Security Types

0Tradeable Dates

dahui started the discussion Easily set backtest date to an entire month

I've been setting the date range of my backtests like the following:

1 years ago

dahui started the discussion Slow backtest speeds over the past few days?

I'm testing an intraday strategy which I usually test by running each backtest over a monthly...

1 years ago

dahui started the discussion Backtest Daily Log not refreshing

I've been using QuantConnect for the past few years now. I outputted backtest logs yesterday until...

1 years ago

dahui left a comment in the discussion What is this error?

I am also getting the error.

1 years ago

dahui left a comment in the discussion Slow backtest speeds over the past few days?

Issue seems to be slightly different actually… I've run it a few times and it always seems to...

1 years ago

dahui started the discussion Multiple strategies intraday

It's been a few years but I may finally be at the point of having a profitable intraday strategy. I...

2 years ago

dahui started the discussion IBKR vs Tradier live trading equities

I'm wondering why anyone would choose IBKR vs Tradier for trading equities intraday. The fees for...

2 years ago

dahui started the discussion Unable to use Xgboost model trained locally

Hi, I've been using QuantConnect for the past couple years and am very pleased with its...

2 years ago

dahui started the discussion How/when does the daily amount of backtest log reset?

I'm wondering how the daily amount of backtest log (3072kb total max) resets, e.g., is it all at...

2 years ago

dahui left a comment in the discussion Unable to use Xgboost model trained locally

I just tried calibrating the model directly within QuantConnect with some dummy data and it seemed...

2 years ago

dahui left a comment in the discussion Unable to use Xgboost model trained locally

Thanks a lot for the help Louis. Below is the code I use for encoding and outputting the base64...

2 years ago

dahui started the discussion When doing History request getting error "AttributeError : 'Series' object has no attribute 'volume'"

Hi, when doing a History request I am getting an error: `AttributeError : 'Series' object has no...

3 years ago

dahui started the discussion Calculate difference between market buy and market sell volume over some interval

I have been using Quantconnect for about a year and am really pleased with its functionality. I am...

3 years ago

dahui started the discussion Allow more lines to be output in console

I've been using Quantconnect for about a year now and am very pleased with its functionality. I am...

3 years ago

dahui left a comment in the discussion Allow more lines to be output in console

Thank you both for the comments. However I am not trying to log an entire data frame, just print...

3 years ago

dahui left a comment in the discussion Calculate difference between market buy and market sell volume over some interval

Hi Louis, 

3 years ago

dahui started the discussion Confused about MarketOrder() and StopMarketOrder()

Hi, I am trying to buy stock using a market order, and then have a stop-loss using a stop market...

4 years ago

dahui started the discussion Difficulty adding leverage when using CoarseSelectionFunction

Hi, I've just started using the QuantConnect platform and am impressed with the functionality. I am...

4 years ago

dahui started the discussion How fast can Quantconnect run for live day trading?

For instance, can a bot created using Quantconnect's platform have some 200 stocks in its universe...

4 years ago

dahui started the discussion Reset VWAP after each trading day

Hi, I am trying to calculate VWAP where it uses all data from the beginning of each day (including...

4 years ago

dahui started the discussion List is a tuple of "QuantConnect.Algorithm.QCAlgorithm" and the list

I created a dictionary of lists, with symbols as keys. When I try to pass one of the lists to a...

4 years ago