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Biography

Graduated with a Masters in Mechanical Engineering. Spent 2 years in Equity Derivatives Structuring at a large investment bank. Now working full-time on developing a multi-asset, multi-strategy algorithm with QuantConnect.

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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Virtual Yellow-Green Butterfly

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

3Parameters

1Security Types

0Sortino Ratio

2Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Muscular Asparagus Gaur

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

5Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate


Community

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Douglas started the discussion Trading futures - capital requirements, margins and costs

Hi,

5 years ago

Douglas started the discussion Advice: Withdraw funds from account without disrupting algorithm

Hi,

5 years ago

Douglas started the discussion Release: Zoned Time Of Day QuoteBar Consolidator

Hi,

5 years ago

Douglas started the discussion 1) Unable to access logs and 2) Charting should return full range via API

Hi,

5 years ago

Douglas started the discussion Difference between `Securities` and `ActiveSecurities`

Hi,

5 years ago

Virtual Yellow-Green Butterfly

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

3Parameters

1Security Types

0Sortino Ratio

2Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Muscular Asparagus Gaur

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

5Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Douglas started the discussion Trading futures - capital requirements, margins and costs

Hi,

5 years ago

Douglas started the discussion Advice: Withdraw funds from account without disrupting algorithm

Hi,

5 years ago

Douglas started the discussion Release: Zoned Time Of Day QuoteBar Consolidator

Hi,

5 years ago

Douglas started the discussion 1) Unable to access logs and 2) Charting should return full range via API

Hi,

5 years ago

Douglas started the discussion Difference between `Securities` and `ActiveSecurities`

Hi,

5 years ago

Douglas started the discussion Difference between `Log` and `Debug` in live (local and terminal) deployments?

Hi,

5 years ago

Douglas started the discussion Telegram bot for QuantConnect algorithms

Hi,

5 years ago

Douglas started the discussion Suggestion: Display of Logs start at the end

Hi,

5 years ago

Douglas left a comment in the discussion Extending Backtesting Data Range

Hi Caleb,

5 years ago

Douglas left a comment in the discussion Request for help

Line 65. A symbol does not have a "historicalPERatio" property. Looks like you meant to...

5 years ago

Douglas left a comment in the discussion "wasn't found in the Slice object"..."data.ContainsKey(" ")"

Hi Gmamuze,

5 years ago

Douglas left a comment in the discussion How to stop a backtest?

There is a "Cancel" option in the "See Result" window under "Chart" - this should stop your...

5 years ago

Douglas left a comment in the discussion Example tick futures.

Hi Lorrrr,

5 years ago

Douglas left a comment in the discussion Library strategy errors

Hi Johnny,

5 years ago

Douglas started the discussion Passing a Slice to another object (generally: running algorithm logic outside of starting object)

Hi,

6 years ago

Douglas started the discussion How to expose portfolio statistics at end of backtest

Hi,

6 years ago

Douglas started the discussion Editing Algorithm's BacktestId to prevent threads writing to same file

Hi,

6 years ago

Douglas started the discussion Various questions on Consolidators

Hi there,

6 years ago

Douglas started the discussion Understanding "lotsize" for forex, FXCM vs Oanda

Hi,

6 years ago

Douglas started the discussion Fastest way to get Brokerage support for IG Markets?

Hi,

6 years ago

Douglas started the discussion Timezone treatment for QuoteBar data

Hi,

6 years ago

Douglas started the discussion Counting number of Alphas present in a CompositeAlphaModel

Hi,

6 years ago

Douglas started the discussion Execution model with delay/sleep

Hi,

6 years ago