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 (2)

View More
Square Yellow-Green Jellyfish

0.197Net Profit

90.982PSR

5.086Sharpe Ratio

0.007Alpha

0.021Beta

1.858CAR

0Drawdown

0Loss Rate

97Parameters

1Security Types

7.239Sortino Ratio

42Tradeable Dates

355Trades

0.701Treynor Ratio

0Win Rate

Geeky Tan Fly

1.732Net Profit

28.704PSR

0.279Sharpe Ratio

0.011Alpha

0.092Beta

3.466CAR

9.6Drawdown

-0.43Loss Rate

5Parameters

1Security Types

0.307Sortino Ratio

128Tradeable Dates

261Trades

0.414Treynor Ratio

0.53Win Rate


Community

View More

devsim left a comment in the discussion Object Store Upgrades and Behavior Change

This opens up some very interesting possibilties for ML/RL.I'm excited to see how to be able to...

2 years ago

devsim left a comment in the discussion Looking for options collaborators to work on machine learning

I am interested!

2 years ago

devsim left a comment in the discussion About demo algorithm 12044

I was working with this example last night so thanks to Varad Kabade for sharing work.

3 years ago

devsim left a comment in the discussion How to store a value?

Here is one method to save some data in your object store. You can test this out in a research...

3 years ago

Square Yellow-Green Jellyfish

0.197Net Profit

90.982PSR

5.086Sharpe Ratio

0.007Alpha

0.021Beta

1.858CAR

0Drawdown

0Loss Rate

97Parameters

1Security Types

7.239Sortino Ratio

42Tradeable Dates

355Trades

0.701Treynor Ratio

0Win Rate

Geeky Tan Fly

1.732Net Profit

28.704PSR

0.279Sharpe Ratio

0.011Alpha

0.092Beta

3.466CAR

9.6Drawdown

-0.43Loss Rate

5Parameters

1Security Types

0.307Sortino Ratio

128Tradeable Dates

261Trades

0.414Treynor Ratio

0.53Win Rate

devsim left a comment in the discussion Object Store Upgrades and Behavior Change

This opens up some very interesting possibilties for ML/RL.I'm excited to see how to be able to...

2 years ago

devsim left a comment in the discussion Looking for options collaborators to work on machine learning

I am interested!

2 years ago

devsim left a comment in the discussion About demo algorithm 12044

I was working with this example last night so thanks to Varad Kabade for sharing work.

3 years ago

devsim left a comment in the discussion How to store a value?

Here is one method to save some data in your object store. You can test this out in a research...

3 years ago