cover
  • Profile
  • Backtests
  • Community

Biography

I have been coding in pinescript for a while (4+ years) mostly focusing on volume, volatility, and ichimoku type strategies. I am now learning python and am excited about the Quantconnect platform!

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)

View More
Alert Tan Scorpion

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

3Parameters

2Security Types

7.9228162514264E+28Sortino Ratio

177Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate


Community

View More

Josh started the discussion Error in LEAN for Slice

Any suggestions?

2 years ago

Josh started the discussion Ultra Long Time Frame Backtest (looking for a bonds in all the wrong places)

I'm looking to test some strategies built to react to long term changes in interest rates,...

3 years ago

Josh started the discussion Algorithmic Framework and Options

Not sure exactly what is wrong with my code here; hoping someone more familiar with the options...

3 years ago

Josh left a comment in the discussion Does anyone know what this error message means?

Colton Sellers Martin Molinero 

3 years ago

Josh left a comment in the discussion Does anyone know what this error message means?

Hey Martin, I'll post a block of code of a base algorithm as the next post in this series. (cant...

3 years ago

Alert Tan Scorpion

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

3Parameters

2Security Types

7.9228162514264E+28Sortino Ratio

177Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Josh started the discussion Error in LEAN for Slice

Any suggestions?

2 years ago

Josh started the discussion Ultra Long Time Frame Backtest (looking for a bonds in all the wrong places)

I'm looking to test some strategies built to react to long term changes in interest rates,...

3 years ago

Josh started the discussion Algorithmic Framework and Options

Not sure exactly what is wrong with my code here; hoping someone more familiar with the options...

3 years ago

Josh left a comment in the discussion Does anyone know what this error message means?

Colton Sellers Martin Molinero 

3 years ago

Josh left a comment in the discussion Does anyone know what this error message means?

Hey Martin, I'll post a block of code of a base algorithm as the next post in this series. (cant...

3 years ago

Josh left a comment in the discussion Does anyone know what this error message means?

I got a similar error regardless of if it was calls or puts I was using the emit insights and...

3 years ago

Josh left a comment in the discussion Does anyone know what this error message means?

Any update on this? 

3 years ago

Josh left a comment in the discussion Algorithmic Framework and Options

Louis…. you're the best!

3 years ago

Josh left a comment in the discussion Creating our own Index Fund!

Cool stuff good work!

3 years ago

Josh started the discussion WILR example

I am looking for a way to add a technical indicator, specifically WILR, to my fundamental screener....

4 years ago

Josh started the discussion Help With Sector Allocation Risk Module in the Algo Framework

# QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals. # Lean Algorithmic Trading...

4 years ago

Josh started the discussion Alpha Revenues Question

I'm wondering how funds decide what alphas to rent/subscribe to? My live Sharpe Ratio is decent...

4 years ago

Josh started the discussion Changes to 'My Alpha's' tab?

Seems like there was an update to the 'My Alpha's' tab? Perhaps the view is just different from a...

4 years ago

Josh started the discussion 'live sharpe ratio' is now listed as - on market but has a value when I look at the 'my alphas' tab

Not sure why the market place is bugged with one of my alphas? Anyone else experiencing this issue?

4 years ago

Josh started the discussion Black Litterman Optimization Portfolio Construction Model

I was hoping someone could provide an example code of a strategy utilizing this portfolio...

4 years ago

Josh started the discussion Reducing Dynamic Time Warping (DTW)

So the weekly alpha competition requires DTW to be pretty low (I think less than 25%) 

4 years ago

Josh started the discussion Delisting ETN effect on alphas

What happens to an alpha once one of its components gets delisted from major exchanges onto OTC...

4 years ago

Josh started the discussion Hard To Borrow Fees

I was wondering if anyone had implemented hard to borrow fees into their backtesting?

4 years ago

Josh started the discussion Mutual Funds?

Looking to model vanguard funds that I have in my own 401k so I can best assess what allocation to...

4 years ago

Josh started the discussion ESG in Model Portfolios -- Looking for ESG universe

This ESG trend is pretty new -- hard to find ETFs / a universe that is in existance for >5...

4 years ago