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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 (2)

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Calculating Light Brown Ant

-0.259Net Profit

14.522PSR

-0.965Sharpe Ratio

0Alpha

0Beta

-1.287CAR

0.7Drawdown

-0.01Loss Rate

38Parameters

0Security Types

-1.499Sortino Ratio

0Tradeable Dates

12Trades

0Treynor Ratio

0.01Win Rate

Hipster Light Brown Owl

-7.509Net Profit

20.38PSR

-0.5Sharpe Ratio

0Alpha

0Beta

-32.316CAR

17.4Drawdown

-0.16Loss Rate

9Parameters

0Security Types

-0.912Sortino Ratio

0Tradeable Dates

51Trades

0Treynor Ratio

0.29Win Rate


Community

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John left a comment in the discussion Reset live trading

I have a similiar problem.  The live trading is still displaying the paper trades which had a much...

2 years ago

John left a comment in the discussion Algo: Flock

I'm trying to read the C code, so i can try this in python.  Can someone help my understanding of...

2 years ago

John started the discussion How to implement a rolling closeWindow in my code with a universe of stocks?

I've been trying for days without success and I can't quite figure it out.  I have indicators...

3 years ago

John started the discussion I can't get SPX option data to work

I saw the blog post that said quantconnect has index options but I can't get them to work.  Is...

3 years ago

John started the discussion Appending symbols to Coasre Universe

I'm trying to append the symbols I'm currently invested in, into the coarse universe function....

3 years ago

Calculating Light Brown Ant

-0.259Net Profit

14.522PSR

-0.965Sharpe Ratio

0Alpha

0Beta

-1.287CAR

0.7Drawdown

-0.01Loss Rate

38Parameters

0Security Types

-1.499Sortino Ratio

0Tradeable Dates

12Trades

0Treynor Ratio

0.01Win Rate

Hipster Light Brown Owl

-7.509Net Profit

20.38PSR

-0.5Sharpe Ratio

0Alpha

0Beta

-32.316CAR

17.4Drawdown

-0.16Loss Rate

9Parameters

0Security Types

-0.912Sortino Ratio

0Tradeable Dates

51Trades

0Treynor Ratio

0.29Win Rate

John left a comment in the discussion Reset live trading

I have a similiar problem.  The live trading is still displaying the paper trades which had a much...

2 years ago

John left a comment in the discussion Algo: Flock

I'm trying to read the C code, so i can try this in python.  Can someone help my understanding of...

2 years ago

John started the discussion How to implement a rolling closeWindow in my code with a universe of stocks?

I've been trying for days without success and I can't quite figure it out.  I have indicators...

3 years ago

John started the discussion I can't get SPX option data to work

I saw the blog post that said quantconnect has index options but I can't get them to work.  Is...

3 years ago

John started the discussion Appending symbols to Coasre Universe

I'm trying to append the symbols I'm currently invested in, into the coarse universe function....

3 years ago

John left a comment in the discussion Appending symbols to Coasre Universe

Thanks Fred, I think that was it.

3 years ago

John left a comment in the discussion Appending symbols to Coasre Universe

I removed the code that sells the securities to help illustrate the issue.  As the algorithm buys...

3 years ago

John left a comment in the discussion Appending symbols to Coasre Universe

Take a look at the last backtest I attached and let me know if you need something else.  That one...

3 years ago

John left a comment in the discussion Appending symbols to Coasre Universe

Thanks for taking a look at this, but I'm still having trouble…

3 years ago