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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 (3)

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Adaptable Fluorescent Yellow Hamster

-0.765Net Profit

-0.367Sharpe Ratio

0.188Alpha

-10.525Beta

-1.831CAR

2.5Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

105Tradeable Dates

3Trades

0.002Treynor Ratio

0Win Rate

Emotional Sky Blue Jaguar

-0.499Net Profit

-0.285Sharpe Ratio

-0.002Alpha

-0.545Beta

-1.485CAR

2.8Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

104Tradeable Dates

11Trades

0.02Treynor Ratio

0Win Rate

Sleepy Brown Galago

-10.742Net Profit

-1.91Sharpe Ratio

-1.041Alpha

8.623Beta

-72.642CAR

17.3Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

26Tradeable Dates

11Trades

-0.105Treynor Ratio

0Win Rate


Community

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Hal started the discussion How to use RollingWindow[ ] on multiple equities and indicators?

I am new to QC and I am trying to understand how to use RollingWindow[ ] to get previous data for...

6 years ago

Hal started the discussion Add another Resolution and Indicator to the MultipleSymbolConsolidatonAlgorithm.Py QCAlgorithm

First I want to thank Jared Broad, the QC Staff and also the entire QC community for all of the...

6 years ago

Hal started the discussion How to access previous SMA data in the MultipleSymbolConsolidationAlgorithm.py algorithm.

I am trying to access the previous period SMA indicator values. As an example, I want to get the...

6 years ago

Hal started the discussion Help needed in adding RollingWindow for SMA indicator.

I am working with a clone of the MultipleSymbolConsolidatonAlgorithm.py algorithm.I am attempting...

6 years ago

Hal left a comment in the discussion Reducing position size

I want to thank everyone for their support of here on this forum at QC.

6 years ago

Adaptable Fluorescent Yellow Hamster

-0.765Net Profit

-0.367Sharpe Ratio

0.188Alpha

-10.525Beta

-1.831CAR

2.5Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

105Tradeable Dates

3Trades

0.002Treynor Ratio

0Win Rate

Emotional Sky Blue Jaguar

-0.499Net Profit

-0.285Sharpe Ratio

-0.002Alpha

-0.545Beta

-1.485CAR

2.8Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

104Tradeable Dates

11Trades

0.02Treynor Ratio

0Win Rate

Sleepy Brown Galago

-10.742Net Profit

-1.91Sharpe Ratio

-1.041Alpha

8.623Beta

-72.642CAR

17.3Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

26Tradeable Dates

11Trades

-0.105Treynor Ratio

0Win Rate

Hal started the discussion How to use RollingWindow[ ] on multiple equities and indicators?

I am new to QC and I am trying to understand how to use RollingWindow[ ] to get previous data for...

6 years ago

Hal started the discussion Add another Resolution and Indicator to the MultipleSymbolConsolidatonAlgorithm.Py QCAlgorithm

First I want to thank Jared Broad, the QC Staff and also the entire QC community for all of the...

6 years ago

Hal started the discussion How to access previous SMA data in the MultipleSymbolConsolidationAlgorithm.py algorithm.

I am trying to access the previous period SMA indicator values. As an example, I want to get the...

6 years ago

Hal started the discussion Help needed in adding RollingWindow for SMA indicator.

I am working with a clone of the MultipleSymbolConsolidatonAlgorithm.py algorithm.I am attempting...

6 years ago

Hal left a comment in the discussion Reducing position size

I want to thank everyone for their support of here on this forum at QC.

6 years ago

Hal left a comment in the discussion Add another Resolution and Indicator to the MultipleSymbolConsolidatonAlgorithm.Py QCAlgorithm

Thanjk you, Jing Wu for the the examples and ideas.  I will be trying out the ideas and...

6 years ago

Hal left a comment in the discussion How to use RollingWindow[ ] on multiple equities and indicators?

Michael,  I cloned you algorithm above and when I run the backtest I get an error on the...

6 years ago

Hal left a comment in the discussion How to use RollingWindow[ ] on multiple equities and indicators?

Jing Wu and Michael Manus I really appreciate your work.

6 years ago

Hal left a comment in the discussion How to use RollingWindow[ ] on multiple equities and indicators?

Michael,

6 years ago

Hal left a comment in the discussion How to use RollingWindow[ ] on multiple equities and indicators?

Thank you for the reply Michael and Jared.

6 years ago