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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 (2)

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Ugly Yellow Green Gull

56740.371Net Profit

71.648PSR

1.236Sharpe Ratio

0Alpha

0Beta

52.553CAR

33.1Drawdown

0Loss Rate

0Parameters

1Security Types

2.661Sortino Ratio

3776Tradeable Dates

93Trades

0Treynor Ratio

0Win Rate

Well Dressed Violet Buffalo

623.218Net Profit

20.314PSR

0.722Sharpe Ratio

0.023Alpha

0.719Beta

14.237CAR

21.6Drawdown

12Loss Rate

0Parameters

1Security Types

0.756Sortino Ratio

3739Tradeable Dates

17Trades

0.122Treynor Ratio

88Win Rate


Community

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Henrik left a comment in the discussion SPY vs. SPY

Hi Ezra Citron ,

3 months ago

Henrik started the discussion SPY vs. SPY

Can you beat SPY with SPY? And I'm not talking about these two guys. 

4 months ago

Henrik started the discussion When is a strategy "good enough" to go live?

Hi QC Community,

1 years ago

Henrik started the discussion Trading strategies with QuantConnect scripts

I'm looking for web sites that lists trading strategies with QuantConnect scripts. The only one...

1 years ago

Henrik left a comment in the discussion When is a strategy "good enough" to go live?

Thanks Jared Broad 

1 years ago

Ugly Yellow Green Gull

56740.371Net Profit

71.648PSR

1.236Sharpe Ratio

0Alpha

0Beta

52.553CAR

33.1Drawdown

0Loss Rate

0Parameters

1Security Types

2.661Sortino Ratio

3776Tradeable Dates

93Trades

0Treynor Ratio

0Win Rate

Well Dressed Violet Buffalo

623.218Net Profit

20.314PSR

0.722Sharpe Ratio

0.023Alpha

0.719Beta

14.237CAR

21.6Drawdown

12Loss Rate

0Parameters

1Security Types

0.756Sortino Ratio

3739Tradeable Dates

17Trades

0.122Treynor Ratio

88Win Rate

Henrik left a comment in the discussion SPY vs. SPY

Hi Ezra Citron ,

3 months ago

Henrik started the discussion SPY vs. SPY

Can you beat SPY with SPY? And I'm not talking about these two guys. 

4 months ago

Henrik started the discussion When is a strategy "good enough" to go live?

Hi QC Community,

1 years ago

Henrik started the discussion Trading strategies with QuantConnect scripts

I'm looking for web sites that lists trading strategies with QuantConnect scripts. The only one...

1 years ago

Henrik left a comment in the discussion When is a strategy "good enough" to go live?

Thanks Jared Broad 

1 years ago

Henrik left a comment in the discussion When is a strategy "good enough" to go live?

No martingale stuff at all. Max 1 active order.

1 years ago