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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 (1)

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Measured Fluorescent Yellow Mule

-13.619Net Profit

0PSR

-1.658Sharpe Ratio

-0.101Alpha

0Beta

-14.504CAR

14.9Drawdown

58Loss Rate

13Parameters

1Security Types

-0.2581Sortino Ratio

291Tradeable Dates

96Trades

425.859Treynor Ratio

42Win Rate


Community

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Jayakumar left a comment in the discussion Scheduling after market open

for reference to other folks running into this in the future.. I just ran into this, and looks like...

27 days ago

Jayakumar left a comment in the discussion Buy SPX futures over the weekend

Hi J,

1 years ago

Jayakumar left a comment in the discussion Suggest Trading Strategies for Us to Implement!

I would love to see a non time bar with continious futures, like Renko with E-Mini.

4 years ago

Jayakumar left a comment in the discussion [Update] Python Library Support

+1 for keras, theano and tensorflow 

7 years ago

Measured Fluorescent Yellow Mule

-13.619Net Profit

0PSR

-1.658Sharpe Ratio

-0.101Alpha

0Beta

-14.504CAR

14.9Drawdown

58Loss Rate

13Parameters

1Security Types

-0.2581Sortino Ratio

291Tradeable Dates

96Trades

425.859Treynor Ratio

42Win Rate

Jayakumar left a comment in the discussion Scheduling after market open

for reference to other folks running into this in the future.. I just ran into this, and looks like...

27 days ago

Jayakumar left a comment in the discussion Buy SPX futures over the weekend

Hi J,

1 years ago

Jayakumar left a comment in the discussion Suggest Trading Strategies for Us to Implement!

I would love to see a non time bar with continious futures, like Renko with E-Mini.

4 years ago

Jayakumar left a comment in the discussion [Update] Python Library Support

+1 for keras, theano and tensorflow 

7 years ago