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
Creative Brown Jaguar

85.256Net Profit

31.709PSR

0.84Sharpe Ratio

0Alpha

0Beta

23.073CAR

46Drawdown

-0.26Loss Rate

43Parameters

1Security Types

1.392Sortino Ratio

923Tradeable Dates

5218Trades

0Treynor Ratio

0.59Win Rate

Calm Fluorescent Yellow Bull

28Parameters

1Security Types

611Tradeable Dates


Community

View More

Echoes started the discussion Error when Adding VIX

So I'm getting a bit of an issue, I have code setup for SetContract that works well with my ES...

1 years ago

Echoes started the discussion Live Trading Question - Why does my default chart not update in Extended Hours?

I have a rather basic question but just want to clarify.

1 years ago

Echoes started the discussion Futures Runtime error, incorrect symbol change when market was closed at new years on initializing new live algo

I'm trying to push a new live algo (ES Futures, set to change successfully in backtests on contract...

1 years ago

Echoes started the discussion Indicators in a continuous universe - best practices question

I'm thinking about the best practices here. I've got a futures continuous universe set up. It rolls...

1 years ago

Echoes started the discussion Consolidator + Indicator Help Needed in Futures Universe

So I have a consolidator that is setup in initialize:

1 years ago

Creative Brown Jaguar

85.256Net Profit

31.709PSR

0.84Sharpe Ratio

0Alpha

0Beta

23.073CAR

46Drawdown

-0.26Loss Rate

43Parameters

1Security Types

1.392Sortino Ratio

923Tradeable Dates

5218Trades

0Treynor Ratio

0.59Win Rate

Calm Fluorescent Yellow Bull

28Parameters

1Security Types

611Tradeable Dates

Echoes started the discussion Error when Adding VIX

So I'm getting a bit of an issue, I have code setup for SetContract that works well with my ES...

1 years ago

Echoes started the discussion Live Trading Question - Why does my default chart not update in Extended Hours?

I have a rather basic question but just want to clarify.

1 years ago

Echoes started the discussion Futures Runtime error, incorrect symbol change when market was closed at new years on initializing new live algo

I'm trying to push a new live algo (ES Futures, set to change successfully in backtests on contract...

1 years ago

Echoes started the discussion Indicators in a continuous universe - best practices question

I'm thinking about the best practices here. I've got a futures continuous universe set up. It rolls...

1 years ago

Echoes started the discussion Consolidator + Indicator Help Needed in Futures Universe

So I have a consolidator that is setup in initialize:

1 years ago

Echoes started the discussion ADX values between TradingView and QC - Discrepancies

Is anyone able to help me understand the differences between the ADX calculations in Tradingview...

1 years ago

Echoes started the discussion Rolling Window size that impacts (but seemingly shouldn't) manual update of manual indicator

I've been trying to port over a Tradingview strategy for a few weeks now and struggled immensely....

1 years ago

Echoes started the discussion Futures Options Subscription Question/Issue?

Hey Community,

1 years ago

Echoes started the discussion Accessing ATR from within ADX - Is it possible?

So I see how the ADX is derived in lean -  But is it possible to access the smoothedTrueRange...

1 years ago

Echoes left a comment in the discussion AfterMarketOpen scheduled event error for futures?

Hey Haakon, 

1 years ago

Echoes left a comment in the discussion Algorithm API Normalization and Parameter Renaming

Hey Jared, Is this to say that the code within the AddFuture subscription that is:

1 years ago

Echoes left a comment in the discussion Futures Options Subscription Question/Issue?

Hey Louis, 

1 years ago

Echoes left a comment in the discussion Quantconnect on Brave

Yup I just gave up on Brave outta frustration. Chrome is all that worked. Not sure why either.

1 years ago

Echoes left a comment in the discussion Future Options weekly

I was wondering if we had any update on the Futures Options access for Weeklies (particularly those...

1 years ago

Echoes left a comment in the discussion ADX values between TradingView and QC - Discrepancies

I can't answer what the smoothing factor is but I was able to rectify most of the differences with...

1 years ago