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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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Virtual Yellow-Green Manatee

1190.771Net Profit

90.36PSR

2.706Sharpe Ratio

1.123Alpha

0.377Beta

193.641CAR

34.9Drawdown

-0.08Loss Rate

13Parameters

1Security Types

4.444Sortino Ratio

867Tradeable Dates

15094Trades

3.721Treynor Ratio

0.11Win Rate

Smooth Green Dinosaur

468.636Net Profit

54.229PSR

1.601Sharpe Ratio

0.632Alpha

0.739Beta

108.051CAR

71Drawdown

-0.1Loss Rate

10Parameters

1Security Types

1.879Sortino Ratio

866Tradeable Dates

26323Trades

1.602Treynor Ratio

0.1Win Rate

Pensive Fluorescent Yellow Hyena

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

2Tradeable Dates

1Trades

0Treynor Ratio

0Win Rate


Community

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karamazov left a comment in the discussion QC developer

@irina_5 I'm an independent software engineer and I've done quite a lot of development on this...

5 months ago

karamazov started the discussion No insights in live trading

I am currently trying to run a live algorithm using the Alpha Streams brokerage model so I can send...

2 years ago

karamazov left a comment in the discussion Share: Rebalancing Premium in Mean-reverting Cryptocurrencies

Indeed it does Elsid Aliaj . Performance improves significantly when using a simple 25-50 EMA...

2 years ago

karamazov left a comment in the discussion Share: Rebalancing Premium in Mean-reverting Cryptocurrencies

This is an interesting idea. I re-ran this and it looks like after the recent general crypto market...

2 years ago

karamazov started the discussion Unexplained 66% loss in day that should have been neutral/slightly positive

I have been working on an opening-gap long/short algorithm, and believe I'm running into some...

3 years ago

Virtual Yellow-Green Manatee

1190.771Net Profit

90.36PSR

2.706Sharpe Ratio

1.123Alpha

0.377Beta

193.641CAR

34.9Drawdown

-0.08Loss Rate

13Parameters

1Security Types

4.444Sortino Ratio

867Tradeable Dates

15094Trades

3.721Treynor Ratio

0.11Win Rate

Smooth Green Dinosaur

468.636Net Profit

54.229PSR

1.601Sharpe Ratio

0.632Alpha

0.739Beta

108.051CAR

71Drawdown

-0.1Loss Rate

10Parameters

1Security Types

1.879Sortino Ratio

866Tradeable Dates

26323Trades

1.602Treynor Ratio

0.1Win Rate

Pensive Fluorescent Yellow Hyena

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

2Tradeable Dates

1Trades

0Treynor Ratio

0Win Rate

karamazov left a comment in the discussion QC developer

@irina_5 I'm an independent software engineer and I've done quite a lot of development on this...

5 months ago

karamazov started the discussion No insights in live trading

I am currently trying to run a live algorithm using the Alpha Streams brokerage model so I can send...

2 years ago

karamazov left a comment in the discussion Share: Rebalancing Premium in Mean-reverting Cryptocurrencies

Indeed it does Elsid Aliaj . Performance improves significantly when using a simple 25-50 EMA...

2 years ago

karamazov left a comment in the discussion Share: Rebalancing Premium in Mean-reverting Cryptocurrencies

This is an interesting idea. I re-ran this and it looks like after the recent general crypto market...

2 years ago

karamazov started the discussion Unexplained 66% loss in day that should have been neutral/slightly positive

I have been working on an opening-gap long/short algorithm, and believe I'm running into some...

3 years ago

karamazov started the discussion Security marked as non-tradable - can't liquidate

I've been having some trouble with a momentum "in and out" style strategy I have been working on.

3 years ago

karamazov started the discussion Using OnOrderEvent to check when an order has been filled

I am currently trying to write a crypto triangle arbitrage algorithm (testing out ETH/USD - BTC/USD...

3 years ago

karamazov left a comment in the discussion Unexplained 66% loss in day that should have been neutral/slightly positive

Sorry meant *03/09/2007.

3 years ago