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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 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.

8 years ago

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 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 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.

8 years ago

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 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