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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 (2)

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Crawling Fluorescent Yellow Hornet

-9.106Net Profit

0.039PSR

-1.601Sharpe Ratio

-0.08Alpha

-0.02Beta

-9.88CAR

11.9Drawdown

-0.16Loss Rate

4Parameters

0Security Types

-0.937Sortino Ratio

0Tradeable Dates

594Trades

4.027Treynor Ratio

0.16Win Rate

Well Dressed Green Dolphin

-6.322Net Profit

9.067PSR

-0.261Sharpe Ratio

-0.041Alpha

-0.077Beta

-6.868CAR

17.4Drawdown

-0.02Loss Rate

5Parameters

0Security Types

-0.511Sortino Ratio

0Tradeable Dates

5363Trades

0.568Treynor Ratio

0.04Win Rate


Community

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Daniel started the discussion How to properly liquidate positions within the Alpha Model?

Hello,

3 years ago

Daniel started the discussion Algorithm Framework Questions

I try to understand how the algorithm framework works. For this purpose, I experiment with boot...

3 years ago

Daniel left a comment in the discussion Algorithm Framework Questions

Thank you Derek,

3 years ago

Daniel left a comment in the discussion Algorithm Framework Questions

Hi Etienne,

3 years ago

Daniel left a comment in the discussion Call for Design Input - Documentation V2

Hi Jared,

3 years ago

Crawling Fluorescent Yellow Hornet

-9.106Net Profit

0.039PSR

-1.601Sharpe Ratio

-0.08Alpha

-0.02Beta

-9.88CAR

11.9Drawdown

-0.16Loss Rate

4Parameters

0Security Types

-0.937Sortino Ratio

0Tradeable Dates

594Trades

4.027Treynor Ratio

0.16Win Rate

Well Dressed Green Dolphin

-6.322Net Profit

9.067PSR

-0.261Sharpe Ratio

-0.041Alpha

-0.077Beta

-6.868CAR

17.4Drawdown

-0.02Loss Rate

5Parameters

0Security Types

-0.511Sortino Ratio

0Tradeable Dates

5363Trades

0.568Treynor Ratio

0.04Win Rate

Daniel started the discussion How to properly liquidate positions within the Alpha Model?

Hello,

3 years ago

Daniel started the discussion Algorithm Framework Questions

I try to understand how the algorithm framework works. For this purpose, I experiment with boot...

3 years ago

Daniel left a comment in the discussion Algorithm Framework Questions

Thank you Derek,

3 years ago

Daniel left a comment in the discussion Algorithm Framework Questions

Hi Etienne,

3 years ago

Daniel left a comment in the discussion Call for Design Input - Documentation V2

Hi Jared,

3 years ago