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 (3)

View More
Alert Fluorescent Yellow Fox

1436.849Net Profit

41.913PSR

1.096Sharpe Ratio

0.161Alpha

0.265Beta

43.747CAR

35.2Drawdown

60Loss Rate

7Parameters

1Security Types

0.6958Sortino Ratio

2749Tradeable Dates

382Trades

1.323Treynor Ratio

40Win Rate

Calm Green Zebra

-0.81Net Profit

36.95PSR

0.126Sharpe Ratio

0.131Alpha

0.338Beta

-7.655CAR

17.5Drawdown

75Loss Rate

4Parameters

1Security Types

0.0701Sortino Ratio

38Tradeable Dates

8Trades

0.182Treynor Ratio

25Win Rate

Crying Asparagus Wolf

-3.132Net Profit

27.055PSR

-0.353Sharpe Ratio

0.049Alpha

0.189Beta

-20.381CAR

11.5Drawdown

-3.73Loss Rate

3Parameters

0Security Types

-0.661Sortino Ratio

51Tradeable Dates

8Trades

-0.564Treynor Ratio

2.25Win Rate


Community

View More

Franky started the discussion Slice.Price vs Slice.Bar.Close

I'm trying to understand why the following values are different if OnData happens once per hour...

3 years ago

Franky started the discussion Simple Donchian Channel Strategy Assistance

I'm still learning Quant Connect, coming from a Metatrader background.  One of the things that are...

3 years ago

Franky started the discussion GUI for Lean

Are there any updates regarding this discussion ?

3 years ago

Franky started the discussion Stop Orders on 1 Hour Backtest - Filling price

How are stop market orders executed when testing on one hour timeframe ?  In my opinion it's...

3 years ago

Franky started the discussion Withdraw cash for Tax purposes (loss) - Backtesting

Is there a function like SetCash() to withdraw or sacrifice/ cash ?  I need this in order to...

3 years ago

Alert Fluorescent Yellow Fox

1436.849Net Profit

41.913PSR

1.096Sharpe Ratio

0.161Alpha

0.265Beta

43.747CAR

35.2Drawdown

60Loss Rate

7Parameters

1Security Types

0.6958Sortino Ratio

2749Tradeable Dates

382Trades

1.323Treynor Ratio

40Win Rate

Calm Green Zebra

-0.81Net Profit

36.95PSR

0.126Sharpe Ratio

0.131Alpha

0.338Beta

-7.655CAR

17.5Drawdown

75Loss Rate

4Parameters

1Security Types

0.0701Sortino Ratio

38Tradeable Dates

8Trades

0.182Treynor Ratio

25Win Rate

Crying Asparagus Wolf

-3.132Net Profit

27.055PSR

-0.353Sharpe Ratio

0.049Alpha

0.189Beta

-20.381CAR

11.5Drawdown

-3.73Loss Rate

3Parameters

0Security Types

-0.661Sortino Ratio

51Tradeable Dates

8Trades

-0.564Treynor Ratio

2.25Win Rate

Franky started the discussion Slice.Price vs Slice.Bar.Close

I'm trying to understand why the following values are different if OnData happens once per hour...

3 years ago

Franky started the discussion Simple Donchian Channel Strategy Assistance

I'm still learning Quant Connect, coming from a Metatrader background.  One of the things that are...

3 years ago

Franky started the discussion GUI for Lean

Are there any updates regarding this discussion ?

3 years ago

Franky started the discussion Stop Orders on 1 Hour Backtest - Filling price

How are stop market orders executed when testing on one hour timeframe ?  In my opinion it's...

3 years ago

Franky started the discussion Withdraw cash for Tax purposes (loss) - Backtesting

Is there a function like SetCash() to withdraw or sacrifice/ cash ?  I need this in order to...

3 years ago

Franky started the discussion Bitfinex Derivates Trading and Live Trading Questions

Hi everyone,

3 years ago

Franky started the discussion Understanding tick data for crypto

I'm trying to understand how data of the format:

3 years ago

Franky started the discussion LEAN Optimize Results

I'm using LEAN desktop as it's a lot easier to build strategies in Visual Studio.  I'm trying to...

3 years ago

Franky started the discussion Deploying multiple algorithms on same account

I'm trading live on Bitfinex.  However, would like to trade about 5 agorithms on the same account...

3 years ago

Franky left a comment in the discussion Stop Orders on 1 Hour Backtest - Filling price

Hi Louis,

3 years ago

Franky left a comment in the discussion Is it just me or is it painfully slow and complicated to develop on QC ?

A quant framework that I used in a quant community about 10 years ago could do around 20 backtests...

3 years ago

Franky left a comment in the discussion LEAN Optimize Results

Ok thanks I guess it's not that difficult to parse the console lines.  I will use that

3 years ago

Franky left a comment in the discussion Understanding tick data for crypto

Hi Louis,

3 years ago

Franky left a comment in the discussion Bitfinex Derivates Trading and Live Trading Questions

It seems like only Margin is supported, not Derivatives.  Thus the initial post is irrelevant and...

3 years ago

Franky left a comment in the discussion Bitfinex Derivates Trading and Live Trading Questions

It seems like this is a bug.  I sent an email to support.

3 years ago