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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 (1)

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Focused Tan Duck

150.284Net Profit

28.369PSR

0.872Sharpe Ratio

0.041Alpha

0.276Beta

9.604CAR

21Drawdown

-0.66Loss Rate

30Parameters

0Security Types

2519Tradeable Dates

402Trades

0.245Treynor Ratio

0.71Win Rate


Community

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jam started the discussion Is anyone aware of an API for Shiller PE ratio data?

Up until now, I had been using the NasdaqDataLink within Quantconnect to access the Shiller PE...

5 months ago

jam started the discussion What's a good way to pull in FEDFUNDS rate data?

I'm looking to pull in the FEDFUNDS rate data into an algorithm. What's a good way to do that? I...

1 years ago

jam left a comment in the discussion What's a good way to pull in FEDFUNDS rate data?

I'm seeing this error when I try to pull FRED data via their API:

1 years ago

jam left a comment in the discussion The In & Out Strategy - Continued from Quantopian

Has anyone attempted backtesting this strategy in time periods before 2008? For example, the tech...

1 years ago

jam left a comment in the discussion Hybrid Asset Allocation

Tristan F  Curious if you made any more progress? Attached is my attempt. I also got caught in the...

1 years ago

Focused Tan Duck

150.284Net Profit

28.369PSR

0.872Sharpe Ratio

0.041Alpha

0.276Beta

9.604CAR

21Drawdown

-0.66Loss Rate

30Parameters

0Security Types

2519Tradeable Dates

402Trades

0.245Treynor Ratio

0.71Win Rate

jam started the discussion Is anyone aware of an API for Shiller PE ratio data?

Up until now, I had been using the NasdaqDataLink within Quantconnect to access the Shiller PE...

5 months ago

jam started the discussion What's a good way to pull in FEDFUNDS rate data?

I'm looking to pull in the FEDFUNDS rate data into an algorithm. What's a good way to do that? I...

1 years ago

jam left a comment in the discussion What's a good way to pull in FEDFUNDS rate data?

I'm seeing this error when I try to pull FRED data via their API:

1 years ago

jam left a comment in the discussion The In & Out Strategy - Continued from Quantopian

Has anyone attempted backtesting this strategy in time periods before 2008? For example, the tech...

1 years ago

jam left a comment in the discussion Hybrid Asset Allocation

Tristan F  Curious if you made any more progress? Attached is my attempt. I also got caught in the...

1 years ago