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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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Calculating Black Butterfly

-19.894Net Profit

9.496PSR

-0.052Sharpe Ratio

-0.007Alpha

-1.488Beta

-18.474CAR

52.7Drawdown

8.47Loss Rate

16Parameters

0Security Types

-0.42Sortino Ratio

283Tradeable Dates

224Trades

0.017Treynor Ratio

0Win Rate


Community

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Joseph left a comment in the discussion Is TD Ameritrade fully supported by Quant Connect?

There's a pull request:

1 years ago

Calculating Black Butterfly

-19.894Net Profit

9.496PSR

-0.052Sharpe Ratio

-0.007Alpha

-1.488Beta

-18.474CAR

52.7Drawdown

8.47Loss Rate

16Parameters

0Security Types

-0.42Sortino Ratio

283Tradeable Dates

224Trades

0.017Treynor Ratio

0Win Rate

Joseph left a comment in the discussion Is TD Ameritrade fully supported by Quant Connect?

There's a pull request:

1 years ago