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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 (3)

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Measured Yellow-Green Goshawk

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

16Parameters

1Security Types

0Sortino Ratio

10Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Well Dressed Orange Owl

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

12Parameters

3Security Types

0Sortino Ratio

11Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Crawling Red-Orange Ant

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

26Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate


Community

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Eugene left a comment in the discussion Improving continuous futures prices

The mentioned issue was closed today:

3 years ago

Eugene started the discussion Backtest Statistics: Calculation of Beta

Hello,

4 years ago

Eugene started the discussion Universe Warmup Feature/Workaround

Hi,

4 years ago

Eugene started the discussion Framework Algorithm Style

Hi all,

4 years ago

Eugene started the discussion Framework Question MeanVarianceOptimizationPortfolioConstructionModel

Hi,

4 years ago

Measured Yellow-Green Goshawk

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

16Parameters

1Security Types

0Sortino Ratio

10Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Well Dressed Orange Owl

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

12Parameters

3Security Types

0Sortino Ratio

11Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Crawling Red-Orange Ant

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

26Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Eugene left a comment in the discussion Improving continuous futures prices

The mentioned issue was closed today:

3 years ago

Eugene started the discussion Backtest Statistics: Calculation of Beta

Hello,

4 years ago

Eugene started the discussion Universe Warmup Feature/Workaround

Hi,

4 years ago

Eugene started the discussion Framework Algorithm Style

Hi all,

4 years ago

Eugene started the discussion Framework Question MeanVarianceOptimizationPortfolioConstructionModel

Hi,

4 years ago

Eugene started the discussion Daily Consolidator on Exchange Hours

Hello,

4 years ago

Eugene left a comment in the discussion Quantopian closing down.

Its a pity for Quantopian users. Hopefully, as many as possible will join here :)

4 years ago

Eugene left a comment in the discussion Futures Price Data

Sry for reopening an old post. 

4 years ago

Eugene left a comment in the discussion Custom Scheduling for Coarse Fundamental Universe Selection

Thats not possible according to this post:

4 years ago

Eugene left a comment in the discussion Gold, Minute The issue starts from Jul 12th, 2020 06:00 PM; and continues until Aug 30th, 2020 08:00 PM

Problem also exists for second resolution data

4 years ago

Eugene left a comment in the discussion Custom Scheduling for Coarse Fundamental Universe Selection

The easiest way is to filter the universe selection for a specific time/interval/event. 

4 years ago

Eugene started the discussion Indicator Values Change with Resolution of Equity

Hello,

5 years ago

Eugene started the discussion Thank you

Hi,

5 years ago

Eugene started the discussion Setting "Start of trading day" to 22:00 UTC

Hi,

5 years ago

Eugene started the discussion Data.ContainsKey returns false, even though it contains the symbol

Hi,

5 years ago

Eugene started the discussion Momentum Strategy, SymbolChangedEvents, Indicators

Hey Quants,

5 years ago

Eugene started the discussion The starting date for symbol - Deactivate Log Message

Hi,

5 years ago