cover
  • Profile
  • Backtests
  • Community

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 (38)

View More
Ugly Yellow Rabbit

3.211Net Profit

65.53PSR

1.989Sharpe Ratio

0.091Alpha

0.709Beta

43.401CAR

3.7Drawdown

0Loss Rate

0Parameters

0Security Types

27Tradeable Dates

3Trades

0.343Treynor Ratio

0Win Rate

Retrospective Red Orange Parrot

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

27Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Retrospective Sky Blue Galago

3.276Net Profit

67.045PSR

2.109Sharpe Ratio

0Alpha

0Beta

44.434CAR

3.6Drawdown

0Loss Rate

0Parameters

0Security Types

27Tradeable Dates

3Trades

0Treynor Ratio

0Win Rate

Formal Fluorescent Pink Badger

3.069Net Profit

64.117PSR

1.858Sharpe Ratio

0Alpha

0Beta

41.168CAR

3.9Drawdown

0Loss Rate

0Parameters

0Security Types

27Tradeable Dates

3Trades

0Treynor Ratio

0Win Rate

Crawling Asparagus Leopard

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

124Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate


Community

View More

Jhonathan left a comment in the discussion Existing Session with IB Broker

Hi Alberto_Papel We have pushed an improvement for IB Gateway shutdown. If anyone experiences this...

10 months ago

Jhonathan started the discussion Algorithm API Normalization and Parameter Renaming

Hi QC community!We are working on normalizing the Algorithm API, starting by the following...

1 years ago

Jhonathan left a comment in the discussion Custom Dataset Limitation

Hi Tom Frew! I have updated this issue with some demo algorithms you can refer to about importing...

1 years ago

Jhonathan left a comment in the discussion Adding extended market hours parameter to every method in the History API

Hi everyone, just announcing the changes will be going live starting from version 15436. 

1 years ago

Jhonathan left a comment in the discussion Adding extended market hours parameter to every method in the History API

Hi Yuri, no, we are renaming extendedMarket parameters to the longer extendedMarketHours. 

1 years ago

Ugly Yellow Rabbit

3.211Net Profit

65.53PSR

1.989Sharpe Ratio

0.091Alpha

0.709Beta

43.401CAR

3.7Drawdown

0Loss Rate

0Parameters

0Security Types

27Tradeable Dates

3Trades

0.343Treynor Ratio

0Win Rate

Retrospective Red Orange Parrot

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

27Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Retrospective Sky Blue Galago

3.276Net Profit

67.045PSR

2.109Sharpe Ratio

0Alpha

0Beta

44.434CAR

3.6Drawdown

0Loss Rate

0Parameters

0Security Types

27Tradeable Dates

3Trades

0Treynor Ratio

0Win Rate

Formal Fluorescent Pink Badger

3.069Net Profit

64.117PSR

1.858Sharpe Ratio

0Alpha

0Beta

41.168CAR

3.9Drawdown

0Loss Rate

0Parameters

0Security Types

27Tradeable Dates

3Trades

0Treynor Ratio

0Win Rate

Crawling Asparagus Leopard

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

124Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Master - Selecting all

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

124Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Branch - Not selecting

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

124Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Branch - Selecting all

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

124Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

v16617 - SPX - 20180101 - 20220101 - 10 selected

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

1008Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

v16614 - SPX - 20180101 - 20220101 - 10 selected

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

1008Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

v16614 - SPX - 20180101 - 20220101 - 0 selected

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

1008Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

v16617 - SPX - 20180101 - 20220101 - 0 selected

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

1008Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

v16617 - SPX - 20180101 - 20220101 - 0 selected

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

1008Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

v16606 - 80 underlyings - 0 selected

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

2Security Types

0Sortino Ratio

4446Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Logical Yellow Green Crocodile

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

21Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Logical Tan Hornet

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

1Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Virtual Yellow Dragonfly

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

2Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Calculating Red Seahorse

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

8Parameters

0Security Types

5Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Pensive Tan Pigeon

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Parameters

0Security Types

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Formal Fluorescent Pink Bear

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Parameters

0Security Types

8Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Sleepy Fluorescent Pink Anguilline

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Parameters

0Security Types

14Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Well Dressed Tan Dinosaur

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Parameters

0Security Types

14Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Calm Violet Jaguar

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

2Parameters

0Security Types

19Tradeable Dates

2Trades

0Treynor Ratio

0Win Rate

Upgraded Red Camel

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

2Parameters

0Security Types

19Tradeable Dates

2Trades

0Treynor Ratio

0Win Rate

Virtual Magenta Dinosaur

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

12Parameters

0Security Types

2Tradeable Dates

2Trades

0Treynor Ratio

0Win Rate

Casual Fluorescent Orange Dinosaur

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

12Parameters

0Security Types

2Tradeable Dates

2Trades

0Treynor Ratio

0Win Rate

Logical Asparagus Galago

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

18Parameters

0Security Types

2Tradeable Dates

4Trades

0Treynor Ratio

0Win Rate

Determined Apricot Alligator

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

4Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Crawling Apricot Dinosaur

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

4Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Hipster Violet Sardine

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

4Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Jhonathan left a comment in the discussion Existing Session with IB Broker

Hi Alberto_Papel We have pushed an improvement for IB Gateway shutdown. If anyone experiences this...

10 months ago

Jhonathan started the discussion Algorithm API Normalization and Parameter Renaming

Hi QC community!We are working on normalizing the Algorithm API, starting by the following...

1 years ago

Jhonathan left a comment in the discussion Custom Dataset Limitation

Hi Tom Frew! I have updated this issue with some demo algorithms you can refer to about importing...

1 years ago

Jhonathan left a comment in the discussion Adding extended market hours parameter to every method in the History API

Hi everyone, just announcing the changes will be going live starting from version 15436. 

1 years ago

Jhonathan left a comment in the discussion Adding extended market hours parameter to every method in the History API

Hi Yuri, no, we are renaming extendedMarket parameters to the longer extendedMarketHours. 

1 years ago

Jhonathan left a comment in the discussion Lean live stop not working

Hi Renata,

1 years ago

Jhonathan left a comment in the discussion Lean CLI local live trading problem

Hi Shaohua Lu ,

1 years ago

Jhonathan started the discussion Extended market hours support for futures

Hi community,

2 years ago