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
Square Yellow-Green Guanaco

5.608Net Profit

0.019PSR

0.105Sharpe Ratio

0.002Alpha

0.146Beta

0.504CAR

12.9Drawdown

-0.01Loss Rate

30Parameters

0Security Types

0.14Sortino Ratio

0Tradeable Dates

102439Trades

0.03Treynor Ratio

0.02Win Rate

0.5 Ratio 3 period Daily Resolution Risk 1.0 Margin Buffer 25 Fees New Mag 90

33.591Net Profit

0.004PSR

0.202Sharpe Ratio

0.006Alpha

0.162Beta

1.734CAR

29.5Drawdown

-0.44Loss Rate

34Parameters

0Security Types

0.141Sortino Ratio

0Tradeable Dates

1714Trades

0.09Treynor Ratio

0.5Win Rate

Ugly Yellow Kangaroo

4.274Net Profit

85.001PSR

6.702Sharpe Ratio

0.9Alpha

0.663Beta

177.644CAR

2.3Drawdown

0Loss Rate

13Parameters

0Security Types

38.076Sortino Ratio

0Tradeable Dates

93Trades

1.74Treynor Ratio

0.04Win Rate


Community

View More

Garrett started the discussion Rolling Window Error

Has anyone ever encountered the error below before? I have run hundreds of backtests on variations...

1 years ago

Garrett left a comment in the discussion Run lean cli with error

Got it working by running the post-install script in Admin mode.

1 years ago

Garrett left a comment in the discussion Run lean cli with error

I am encountering the same error as originally stated above. I tried to follow the instructions:...

1 years ago

Garrett left a comment in the discussion Walk Forward Optimization - Can we have this too?

Wow! We're get walk-forward this year. I can't wait! 

1 years ago

Garrett started the discussion How to avoid redundant orders when multiple share classes exist

Hello. Does anyone know of an easy way for me to prevent my algo from issuing multiple simultaneous...

2 years ago

Square Yellow-Green Guanaco

5.608Net Profit

0.019PSR

0.105Sharpe Ratio

0.002Alpha

0.146Beta

0.504CAR

12.9Drawdown

-0.01Loss Rate

30Parameters

0Security Types

0.14Sortino Ratio

0Tradeable Dates

102439Trades

0.03Treynor Ratio

0.02Win Rate

0.5 Ratio 3 period Daily Resolution Risk 1.0 Margin Buffer 25 Fees New Mag 90

33.591Net Profit

0.004PSR

0.202Sharpe Ratio

0.006Alpha

0.162Beta

1.734CAR

29.5Drawdown

-0.44Loss Rate

34Parameters

0Security Types

0.141Sortino Ratio

0Tradeable Dates

1714Trades

0.09Treynor Ratio

0.5Win Rate

Ugly Yellow Kangaroo

4.274Net Profit

85.001PSR

6.702Sharpe Ratio

0.9Alpha

0.663Beta

177.644CAR

2.3Drawdown

0Loss Rate

13Parameters

0Security Types

38.076Sortino Ratio

0Tradeable Dates

93Trades

1.74Treynor Ratio

0.04Win Rate

Garrett started the discussion Rolling Window Error

Has anyone ever encountered the error below before? I have run hundreds of backtests on variations...

1 years ago

Garrett left a comment in the discussion Run lean cli with error

Got it working by running the post-install script in Admin mode.

1 years ago

Garrett left a comment in the discussion Run lean cli with error

I am encountering the same error as originally stated above. I tried to follow the instructions:...

1 years ago

Garrett left a comment in the discussion Walk Forward Optimization - Can we have this too?

Wow! We're get walk-forward this year. I can't wait! 

1 years ago

Garrett started the discussion How to avoid redundant orders when multiple share classes exist

Hello. Does anyone know of an easy way for me to prevent my algo from issuing multiple simultaneous...

2 years ago

Garrett started the discussion Insights are sometimes missing reference values

Hello All,

2 years ago

Garrett started the discussion NYT price data issue on 10/5/2004

NYT price data suddenly drops by 50% on 10/5/2004. TradingView adjusted price data shows no such...

2 years ago

Garrett started the discussion Possible to queue jobs in backtest nodes?

Hello All. Is it possible to queue up a job or series of jobs on a backtest node to automatically...

2 years ago

Garrett started the discussion Optimization tool not recognizing parameters

Would anyone be able to tell me why the optimization tool is not recognizing my parameters? As you...

2 years ago

Garrett started the discussion Plans for more than two parameters in the Optimization Wizard?

Hello. Is there currently any plan to allow for more than parameters in the Optimization Wizard? It...

2 years ago

Garrett started the discussion Querying historical data timestamps

Hello All,

2 years ago

Garrett started the discussion Any suggestions on which live trading node I should subscribe to?

Hi All,

2 years ago

Garrett started the discussion Implementing Time Deltas for Time in Force

Hello. 

2 years ago

Garrett started the discussion Feature Request: TD Sequential Indicator

I was a little surprised that the TD Sequential Indicator by Tom Demark isn't available. It would...

2 years ago

Garrett started the discussion How to add a symbol to universe

Hello, All. What is the best way to add a single symbol (SPY in my case) to an existing universe...

2 years ago

Garrett left a comment in the discussion How to add a symbol to universe

No. I'm not using a filter. Just calling the QC500 universe as follows:...

2 years ago

Garrett left a comment in the discussion Any suggestions on which live trading node I should subscribe to?

Thanks for the response, Adam. I have been using the QC500 universe and, I do leverage historical...

2 years ago

Garrett left a comment in the discussion Loading forever

Yes. My algorithm lab page page says I have no projects. It seems to be stuck in loading, as you...

2 years ago

Garrett started the discussion Should Insights Close Themselves?

Hello All,

3 years ago

Garrett started the discussion Export more insights?

Hello All,

3 years ago

Garrett started the discussion Accessing data from prior candles.

Hello All,

4 years ago

Garrett started the discussion How to warm up indicators when using universe selection

Hello,

4 years ago

Garrett started the discussion Rolling Window Questions

Hello All,

4 years ago

Garrett started the discussion Warming up an indicator rolling window

Hello All,

4 years ago

Garrett started the discussion Novice struggling to use rolling window

Hello All,

5 years ago

Garrett started the discussion QuantConnect advantages over TradeStation

Hello All,

5 years ago