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Biography

A data science enthusiast that and enjoys looking for alpha and market inefficiencies.

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 Orange Frog

-6.512Net Profit

-1.257Sharpe Ratio

-0.046Alpha

0.009Beta

-6.512CAR

7.7Drawdown

54Loss Rate

5Parameters

1Security Types

-0.1399Sortino Ratio

313Tradeable Dates

512Trades

-4.977Treynor Ratio

46Win Rate

Upgraded Black Dogfish

-6.512Net Profit

-1.257Sharpe Ratio

-0.046Alpha

0.009Beta

-6.512CAR

7.7Drawdown

54Loss Rate

5Parameters

1Security Types

-0.1399Sortino Ratio

313Tradeable Dates

512Trades

-4.977Treynor Ratio

46Win Rate


Community

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Jason started the discussion Identifying a Stop Loss Hit

In the 'Identifying a Stop Loss Hit' Boot Camp lesson, the code snippet for Order Ticket tracking...

5 years ago

Jason started the discussion Calculating Market Capitalization in FineFundamentalFunction

The market cap filter code on this page does not work:

5 years ago

Jason started the discussion OnSecuritiesChanged Questions

Question 1.) After initializing

5 years ago

Jason started the discussion Self.Schedule.On and Control Flow

Given a Coarse and Fine resolution of daily that occurs at 12:00am i.e.

5 years ago

Jason started the discussion Unable to remotely retrieve data

I did the following:

5 years ago

Ugly Orange Frog

-6.512Net Profit

-1.257Sharpe Ratio

-0.046Alpha

0.009Beta

-6.512CAR

7.7Drawdown

54Loss Rate

5Parameters

1Security Types

-0.1399Sortino Ratio

313Tradeable Dates

512Trades

-4.977Treynor Ratio

46Win Rate

Upgraded Black Dogfish

-6.512Net Profit

-1.257Sharpe Ratio

-0.046Alpha

0.009Beta

-6.512CAR

7.7Drawdown

54Loss Rate

5Parameters

1Security Types

-0.1399Sortino Ratio

313Tradeable Dates

512Trades

-4.977Treynor Ratio

46Win Rate

Jason started the discussion Identifying a Stop Loss Hit

In the 'Identifying a Stop Loss Hit' Boot Camp lesson, the code snippet for Order Ticket tracking...

5 years ago

Jason started the discussion Calculating Market Capitalization in FineFundamentalFunction

The market cap filter code on this page does not work:

5 years ago

Jason started the discussion OnSecuritiesChanged Questions

Question 1.) After initializing

5 years ago

Jason started the discussion Self.Schedule.On and Control Flow

Given a Coarse and Fine resolution of daily that occurs at 12:00am i.e.

5 years ago

Jason started the discussion Unable to remotely retrieve data

I did the following:

5 years ago

Jason started the discussion Correlation Between Fundamental Metrics and Stock Prices

Just out of curiosity, which fundamental metrics have you guys found to me most correlated with the...

5 years ago

Jason left a comment in the discussion Running Lean Locally on MAC with Python?

I got LEAN working on my MacBook Pro using following the instructions:

5 years ago

Jason left a comment in the discussion Self.Schedule.On and Control Flow

I just reanalyzed. You are correct about this

5 years ago

Jason left a comment in the discussion Unable to remotely retrieve data

After setting up a local LEAN development environment and...

5 years ago

Jason left a comment in the discussion Running tests on a local Windows 10/Visual Studio dev environment

I'm planning on setting up a local development environment too but on a MacBook Pro. I'm a mobile...

5 years ago

Jason left a comment in the discussion DateTime & DayOfWeek test

Hi Gmamuze,

5 years ago

Jason left a comment in the discussion Self.Schedule.On and Control Flow

Hi Alethea,

5 years ago