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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 (1)

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Emotional Green Bat

5.542Net Profit

67.943PSR

2.5Sharpe Ratio

0.242Alpha

-0.226Beta

39.119CAR

3.9Drawdown

-0.02Loss Rate

3Parameters

0Security Types

3.45Sortino Ratio

41Tradeable Dates

3Trades

-1.713Treynor Ratio

0Win Rate


Community

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Frank started the discussion Cannot get local data to work

I am attempting to run the code from the options tutorial on local SPY data (purchased from QC and...

3 years ago

Frank left a comment in the discussion Cannot get local data to work

Ok, got it to work. I ran your CLI command, and it looks like it added the trade data in addition...

3 years ago

Frank left a comment in the discussion Cannot get local data to work

I had actually already thought of that and downloaded the SPY data. It still doesn't work. Here is...

3 years ago

Frank started the discussion Weekly options in python

I've been testing with BasicTemplateOptionsAlgorithm in python. I noticed I'm only...

7 years ago

Emotional Green Bat

5.542Net Profit

67.943PSR

2.5Sharpe Ratio

0.242Alpha

-0.226Beta

39.119CAR

3.9Drawdown

-0.02Loss Rate

3Parameters

0Security Types

3.45Sortino Ratio

41Tradeable Dates

3Trades

-1.713Treynor Ratio

0Win Rate

Frank started the discussion Cannot get local data to work

I am attempting to run the code from the options tutorial on local SPY data (purchased from QC and...

3 years ago

Frank left a comment in the discussion Cannot get local data to work

Ok, got it to work. I ran your CLI command, and it looks like it added the trade data in addition...

3 years ago

Frank left a comment in the discussion Cannot get local data to work

I had actually already thought of that and downloaded the SPY data. It still doesn't work. Here is...

3 years ago

Frank started the discussion Weekly options in python

I've been testing with BasicTemplateOptionsAlgorithm in python. I noticed I'm only...

7 years ago