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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 (3)

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Muscular Red Kangaroo

3.999Net Profit

3.894Sharpe Ratio

1.24Alpha

-0.191Beta

498.333CAR

2.8Drawdown

0Loss Rate

4Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

33Trades

-6.722Treynor Ratio

0Win Rate

Fat Tan Hornet

3Parameters

1Security Types

0Tradeable Dates

Retrospective Yellow-Green Pigeon

2.222Net Profit

0.192Sharpe Ratio

0.026Alpha

0.176Beta

2.292CAR

20.1Drawdown

49Loss Rate

5Parameters

1Security Types

0.0144Sortino Ratio

245Tradeable Dates

442Trades

0.212Treynor Ratio

51Win Rate


Community

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joe started the discussion Am i developing my algorithm using the right environment?

presently i'm trying to learn python and write an algorithm in parallel and as a result i'm...

5 years ago

joe started the discussion Is it possible to define our own functions in python within our algo class?

i'm trying to define this:

5 years ago

joe started the discussion Improved autocorrect

anybody tried using Deep TabNine while developing locally in VS? https://tabnine.com/blog/deep

5 years ago

joe started the discussion Need help using alphamodel with a universe

hi, 

5 years ago

joe started the discussion Collaboration

is there a way to share a notebook between users? i'm interested in collaborating with a friend of...

5 years ago

Muscular Red Kangaroo

3.999Net Profit

3.894Sharpe Ratio

1.24Alpha

-0.191Beta

498.333CAR

2.8Drawdown

0Loss Rate

4Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

33Trades

-6.722Treynor Ratio

0Win Rate

Fat Tan Hornet

3Parameters

1Security Types

0Tradeable Dates

Retrospective Yellow-Green Pigeon

2.222Net Profit

0.192Sharpe Ratio

0.026Alpha

0.176Beta

2.292CAR

20.1Drawdown

49Loss Rate

5Parameters

1Security Types

0.0144Sortino Ratio

245Tradeable Dates

442Trades

0.212Treynor Ratio

51Win Rate

joe started the discussion Am i developing my algorithm using the right environment?

presently i'm trying to learn python and write an algorithm in parallel and as a result i'm...

5 years ago

joe started the discussion Is it possible to define our own functions in python within our algo class?

i'm trying to define this:

5 years ago

joe started the discussion Improved autocorrect

anybody tried using Deep TabNine while developing locally in VS? https://tabnine.com/blog/deep

5 years ago

joe started the discussion Need help using alphamodel with a universe

hi, 

5 years ago

joe started the discussion Collaboration

is there a way to share a notebook between users? i'm interested in collaborating with a friend of...

5 years ago

joe left a comment in the discussion Need help using alphamodel with a universe

ended up answering my own question: need to define a portfolio construction model to hook into the...

5 years ago

joe left a comment in the discussion Is it possible to define our own functions in python within our algo class?

ahh gotta do self.CustomFunction() nm all good

5 years ago

joe left a comment in the discussion New Member: QuantConnect and LEAN

nevermind, i had some poorly nested for loops. all good

5 years ago

joe left a comment in the discussion New Member: QuantConnect and LEAN

were you ever to get this running? i resolved the clr/pythonnet conflict so addreference gets...

5 years ago

joe left a comment in the discussion Am i developing my algorithm using the right environment?

hi ian,

5 years ago

joe left a comment in the discussion Am i developing my algorithm using the right environment?

hi douglas,

5 years ago