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Biography

Investment experience of >15 years. Studied quantitative finance in undergraduate and quant-to-be.

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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Dancing Brown Owlet

12.083Net Profit

0.086PSR

0.148Sharpe Ratio

0.026Alpha

0.045Beta

1.04CAR

59.6Drawdown

55Loss Rate

23Parameters

1Security Types

-0.0092Sortino Ratio

4024Tradeable Dates

3755Trades

0.699Treynor Ratio

45Win Rate

Energetic Red-Orange Dolphin

6Parameters

0Security Types

180Tradeable Dates


Community

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DC started the discussion Futures stopped trading since June

Dear all,

4 years ago

DC started the discussion How do I check objectstore limit I still have as a whole/per algo?

As per title, thank you.

4 years ago

DC started the discussion What is the time when backtest can be done for the trading day before?

Example:

4 years ago

DC left a comment in the discussion Runtime Error, No security definition during live trading

Thanks Derek.

4 years ago

DC left a comment in the discussion What is the time when backtest can be done for the trading day before?

Thank you.

4 years ago

Dancing Brown Owlet

12.083Net Profit

0.086PSR

0.148Sharpe Ratio

0.026Alpha

0.045Beta

1.04CAR

59.6Drawdown

55Loss Rate

23Parameters

1Security Types

-0.0092Sortino Ratio

4024Tradeable Dates

3755Trades

0.699Treynor Ratio

45Win Rate

Energetic Red-Orange Dolphin

6Parameters

0Security Types

180Tradeable Dates

DC started the discussion Futures stopped trading since June

Dear all,

4 years ago

DC started the discussion How do I check objectstore limit I still have as a whole/per algo?

As per title, thank you.

4 years ago

DC started the discussion What is the time when backtest can be done for the trading day before?

Example:

4 years ago

DC left a comment in the discussion Runtime Error, No security definition during live trading

Thanks Derek.

4 years ago

DC left a comment in the discussion What is the time when backtest can be done for the trading day before?

Thank you.

4 years ago

DC left a comment in the discussion How do I check objectstore limit I still have as a whole/per algo?

Thank you so much, your reply is appreciated.

4 years ago

DC left a comment in the discussion Futures stopped trading since June

Hi Shile,

4 years ago

DC left a comment in the discussion Futures stopped trading since June

Thank you, Shile! Your comment resolves the issue.

4 years ago