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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 (5)

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Calculating Fluorescent Orange Zebra

57.935Net Profit

0.857Sharpe Ratio

0.186Alpha

-2.606Beta

12.922CAR

14.9Drawdown

45Loss Rate

1Security Types

0.10902789433756Sortino Ratio

948Tradeable Dates

672Trades

-0.051Treynor Ratio

55Win Rate

Focused Green Baboon

1376Tradeable Dates

Logical Tan Frog

614Tradeable Dates

Upgraded Fluorescent Yellow Alligator

0Tradeable Dates

Upgraded Apricot Goshawk

129Tradeable Dates


Community

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Gene started the discussion Plot Indicator on 15m timeframe

Hi,

9 years ago

Gene started the discussion Accord.NET Machine Learning

Hi,

9 years ago

Gene started the discussion Quandl Problem

I cloned the "How do I import Quandl data" algorithm from QC University and tried to run a...

9 years ago

Gene left a comment in the discussion Does QuantConnect get the latest day's data from Quandl during live trading?

Is this true that Quandl has a 2 day delay? I haven't checked.

9 years ago

Gene left a comment in the discussion Moving LinearRegression

The Accord.NET framework has linear regression. I've used it previously, perhaps it is what you...

9 years ago

Calculating Fluorescent Orange Zebra

57.935Net Profit

0.857Sharpe Ratio

0.186Alpha

-2.606Beta

12.922CAR

14.9Drawdown

45Loss Rate

1Security Types

0.10902789433756Sortino Ratio

948Tradeable Dates

672Trades

-0.051Treynor Ratio

55Win Rate

Focused Green Baboon

1376Tradeable Dates

Logical Tan Frog

614Tradeable Dates

Upgraded Fluorescent Yellow Alligator

0Tradeable Dates

Upgraded Apricot Goshawk

129Tradeable Dates

Gene started the discussion Plot Indicator on 15m timeframe

Hi,

9 years ago

Gene started the discussion Accord.NET Machine Learning

Hi,

9 years ago

Gene started the discussion Quandl Problem

I cloned the "How do I import Quandl data" algorithm from QC University and tried to run a...

9 years ago

Gene left a comment in the discussion Does QuantConnect get the latest day's data from Quandl during live trading?

Is this true that Quandl has a 2 day delay? I haven't checked.

9 years ago

Gene left a comment in the discussion Moving LinearRegression

The Accord.NET framework has linear regression. I've used it previously, perhaps it is what you...

9 years ago

Gene left a comment in the discussion Hull Moving Average implementation

@Juan Thanks for the Hull Moving Average. Very useful indicator!

9 years ago

Gene left a comment in the discussion Machine Learning for Equity Price Trend Prediction

So I realized the stop-loss function was not working as intended in the original code because I was...

9 years ago

Gene left a comment in the discussion Python Integration

Yeah, I did see that. It looks promising, but I'd be a little concerned about depending on it long...

9 years ago

Gene left a comment in the discussion Python Integration

Python.NET uses CPython, so it doesn't suffer from compatibility issues with NumPy, SciPy and other...

9 years ago