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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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Data Error

66.244Net Profit

24.026PSR

0.707Sharpe Ratio

0.044Alpha

1.227Beta

18.445CAR

32.7Drawdown

-0.67Loss Rate

0Parameters

0Security Types

1.106Sortino Ratio

0Tradeable Dates

490Trades

0.122Treynor Ratio

0.82Win Rate

Sleepy Apricot Dinosaur

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

4Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

2015Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate


Community

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Justin started the discussion Logging Lists and Dictionaries

Hey all, excited to be here! 

2 years ago

Justin started the discussion Understanding the price error when buying in OnSecuritiesChanged

I have a simple algorithm that is similar to the Liquid Universe selection in the Boot Camp...

2 years ago

Justin started the discussion Are indicator periods for all calendar days or only trading days?

When using an indicator such as…

2 years ago

Justin started the discussion Custom indicator throws runtime error when registered with Field.Volume

I created a custom volatility indicator that's throwing only “Runtime Error:” with no other...

2 years ago

Justin started the discussion Price data error even though checking data.ContainsKey

I've attached an algorithm that uses coarse and fine filters to select a universe and rebalances...

2 years ago

Data Error

66.244Net Profit

24.026PSR

0.707Sharpe Ratio

0.044Alpha

1.227Beta

18.445CAR

32.7Drawdown

-0.67Loss Rate

0Parameters

0Security Types

1.106Sortino Ratio

0Tradeable Dates

490Trades

0.122Treynor Ratio

0.82Win Rate

Sleepy Apricot Dinosaur

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

4Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

2015Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Justin started the discussion Logging Lists and Dictionaries

Hey all, excited to be here! 

2 years ago

Justin started the discussion Understanding the price error when buying in OnSecuritiesChanged

I have a simple algorithm that is similar to the Liquid Universe selection in the Boot Camp...

2 years ago

Justin started the discussion Are indicator periods for all calendar days or only trading days?

When using an indicator such as…

2 years ago

Justin started the discussion Custom indicator throws runtime error when registered with Field.Volume

I created a custom volatility indicator that's throwing only “Runtime Error:” with no other...

2 years ago

Justin started the discussion Price data error even though checking data.ContainsKey

I've attached an algorithm that uses coarse and fine filters to select a universe and rebalances...

2 years ago

Justin left a comment in the discussion Price data error even though checking data.ContainsKey

Thanks, Varad. Now that I'm seeing it, that makes total sense. Appreciate the help! 

2 years ago

Justin left a comment in the discussion Price data error even though checking data.ContainsKey

Thanks for the info on dictionary sorting! That's super helpful. 

2 years ago

Justin left a comment in the discussion Custom indicator throws runtime error when registered with Field.Volume

Thanks, Fred! I had wanted to take advantage of the automatic warmup but I can do that manually. 

2 years ago

Justin left a comment in the discussion Are indicator periods for all calendar days or only trading days?

Thanks, Mak! For anyone else landing on this, here's the solution I came up with using...

2 years ago

Justin left a comment in the discussion Understanding the price error when buying in OnSecuritiesChanged

Hey Fred, thanks for clarifying that. I'll stick to buying in onData. Appreciate the help! 

2 years ago

Justin left a comment in the discussion Understanding the price error when buying in OnSecuritiesChanged

Here's the algorithm for reference.

2 years ago