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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 (2)

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MultiSymbolEMACrossFramework-47-NeedHelp

-21.954Net Profit

4.704PSR

0.095Sharpe Ratio

0.054Alpha

-0.055Beta

-10.108CAR

99.7Drawdown

74Loss Rate

9Parameters

1Security Types

0.2345Sortino Ratio

0Tradeable Dates

2009Trades

-0.878Treynor Ratio

26Win Rate

Energetic Asparagus Hornet

-0.81Net Profit

17.242PSR

-1.265Sharpe Ratio

-0.064Alpha

-0.058Beta

-6.139CAR

3.1Drawdown

38Loss Rate

2Parameters

2Security Types

0.2913Sortino Ratio

481Tradeable Dates

12Trades

1.084Treynor Ratio

62Win Rate


Community

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Ke started the discussion Can't set brokerageModel for GDAX while using ExecutionModel and PortfolioConstructionModel

I wrote a simple algo for crypto trading using GDAX. I used ImmediateExecutionModel() and wrote my...

4 years ago

Ke started the discussion Crypto trading gave me weird backtest result

Hi, I have a simple crypto trading algorithm that trades BTC, ETH and LTC. The backtest attached...

4 years ago

Ke left a comment in the discussion Crypto trading gave me weird backtest result

Another thing I found was that if I change the backtest duration to be July 1 through Aug 28, the...

4 years ago

Ke left a comment in the discussion Crypto trading gave me weird backtest result

If it's flash crash, wouldn't my account value spike down instead of up? My strategy is long only...

4 years ago

Ke left a comment in the discussion Can't set brokerageModel for GDAX while using ExecutionModel and PortfolioConstructionModel

I have answers to my own questions now. 

4 years ago

MultiSymbolEMACrossFramework-47-NeedHelp

-21.954Net Profit

4.704PSR

0.095Sharpe Ratio

0.054Alpha

-0.055Beta

-10.108CAR

99.7Drawdown

74Loss Rate

9Parameters

1Security Types

0.2345Sortino Ratio

0Tradeable Dates

2009Trades

-0.878Treynor Ratio

26Win Rate

Energetic Asparagus Hornet

-0.81Net Profit

17.242PSR

-1.265Sharpe Ratio

-0.064Alpha

-0.058Beta

-6.139CAR

3.1Drawdown

38Loss Rate

2Parameters

2Security Types

0.2913Sortino Ratio

481Tradeable Dates

12Trades

1.084Treynor Ratio

62Win Rate

Ke started the discussion Can't set brokerageModel for GDAX while using ExecutionModel and PortfolioConstructionModel

I wrote a simple algo for crypto trading using GDAX. I used ImmediateExecutionModel() and wrote my...

4 years ago

Ke started the discussion Crypto trading gave me weird backtest result

Hi, I have a simple crypto trading algorithm that trades BTC, ETH and LTC. The backtest attached...

4 years ago

Ke left a comment in the discussion Crypto trading gave me weird backtest result

Another thing I found was that if I change the backtest duration to be July 1 through Aug 28, the...

4 years ago

Ke left a comment in the discussion Crypto trading gave me weird backtest result

If it's flash crash, wouldn't my account value spike down instead of up? My strategy is long only...

4 years ago

Ke left a comment in the discussion Can't set brokerageModel for GDAX while using ExecutionModel and PortfolioConstructionModel

I have answers to my own questions now. 

4 years ago

Ke started the discussion Why does my option algo get runtime error?

I'm new to QuantConnect and C# programming. I modified the 

5 years ago

Ke left a comment in the discussion Why does my option algo get runtime error?

Gabriel, after you opened your support case, was there a place you can track the progress? I...

5 years ago