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Biography

10+ years as a Data Scientist with numerous models in Cloud-scale production; looking to apply some of those skills to Algorithmic Trading for fun.

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.


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Jake left a comment in the discussion Opening Range Breakout for Stocks in Play

I'm seeing the same difference. I use TradeStation. Were you able to resolve this issue?

1 months ago

Jake left a comment in the discussion Opening Range Breakout for Stocks in Play

Although I don't have data to back up that core assumption haha, so I'm be happy to be challenged...

2 months ago

Jake left a comment in the discussion Opening Range Breakout for Stocks in Play

I've mentally accepted issue 1... My core assumption is that the top 1000 symbols sorted by volume...

2 months ago

Jake left a comment in the discussion Opening Range Breakout for Stocks in Play

Can confirm; I backtested from 2016-2025 and shortening opening_range_minutes to 1 improved Sharpe,...

2 months ago

Jake left a comment in the discussion Opening Range Breakout for Stocks in Play

Thanks for that info Lex. I'm happy to report that Yuri's Python code is still running on an L1-1...

3 months ago

Jake left a comment in the discussion Opening Range Breakout for Stocks in Play

I'm seeing the same difference. I use TradeStation. Were you able to resolve this issue?

1 months ago

Jake left a comment in the discussion Opening Range Breakout for Stocks in Play

Although I don't have data to back up that core assumption haha, so I'm be happy to be challenged...

2 months ago

Jake left a comment in the discussion Opening Range Breakout for Stocks in Play

I've mentally accepted issue 1... My core assumption is that the top 1000 symbols sorted by volume...

2 months ago

Jake left a comment in the discussion Opening Range Breakout for Stocks in Play

Can confirm; I backtested from 2016-2025 and shortening opening_range_minutes to 1 improved Sharpe,...

2 months ago

Jake left a comment in the discussion Opening Range Breakout for Stocks in Play

Thanks for that info Lex. I'm happy to report that Yuri's Python code is still running on an L1-1...

3 months ago

Jake left a comment in the discussion Opening Range Breakout for Stocks in Play

FYI I was able to deploy @Yuri's Python code on L1-1 (lowest+1 tier) tier after it OOM'ed on...

3 months ago