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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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Jumping Yellow-Green Alpaca

249.914Net Profit

64.976PSR

1.882Sharpe Ratio

-0.15Alpha

0.706Beta

130.09CAR

41.1Drawdown

0Loss Rate

0Parameters

0Security Types

2.238Sortino Ratio

380Tradeable Dates

18Trades

1.602Treynor Ratio

15.11Win Rate


Community

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Jeffrey left a comment in the discussion Duplicate a project

Thanks - it is indeed down there at the bottom. I didn't even look there since it all seemed to...

2 years ago

Jeffrey left a comment in the discussion Duplicate a project

Was this ever completed? I saw a mention of “cloning a project” in the documentation, but when...

2 years ago

Jeffrey started the discussion Determining Historical High (e.g. 52-wk high) after a Split Event

My algorithm relies heavily on an accurate Historical High (HH) (52-wk-high is fine) to make...

3 years ago

Jumping Yellow-Green Alpaca

249.914Net Profit

64.976PSR

1.882Sharpe Ratio

-0.15Alpha

0.706Beta

130.09CAR

41.1Drawdown

0Loss Rate

0Parameters

0Security Types

2.238Sortino Ratio

380Tradeable Dates

18Trades

1.602Treynor Ratio

15.11Win Rate

Jeffrey left a comment in the discussion Duplicate a project

Thanks - it is indeed down there at the bottom. I didn't even look there since it all seemed to...

2 years ago

Jeffrey left a comment in the discussion Duplicate a project

Was this ever completed? I saw a mention of “cloning a project” in the documentation, but when...

2 years ago

Jeffrey started the discussion Determining Historical High (e.g. 52-wk high) after a Split Event

My algorithm relies heavily on an accurate Historical High (HH) (52-wk-high is fine) to make...

3 years ago