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Biography

I have 25 years Software Engineering experience mostly in C#. Now learning python as well. Interested in long term investing as well as swing trading.

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 (9)

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Measured Green Pig

17.809Net Profit

15.015PSR

0.458Sharpe Ratio

-0.017Alpha

0.397Beta

7.013CAR

63.9Drawdown

-3.42Loss Rate

4Parameters

0Security Types

0.129Sortino Ratio

610Tradeable Dates

26Trades

0.141Treynor Ratio

6.04Win Rate

Swimming Green Panda

-79.968Net Profit

0.25PSR

-0.444Sharpe Ratio

-0.157Alpha

-0.602Beta

-52.441CAR

80.5Drawdown

-3.18Loss Rate

7Parameters

0Security Types

-0.722Sortino Ratio

546Tradeable Dates

4Trades

0.437Treynor Ratio

2.1Win Rate

Virtual Blue Salamander

-93.581Net Profit

0.052PSR

-0.647Sharpe Ratio

-0.053Alpha

-2.325Beta

-71.896CAR

94.8Drawdown

-7.78Loss Rate

7Parameters

0Security Types

-1.201Sortino Ratio

546Tradeable Dates

28Trades

0.199Treynor Ratio

17.49Win Rate

Crawling Black Scorpion

0Parameters

0Security Types

0Tradeable Dates

Measured Fluorescent Yellow Falcon

0Parameters

0Security Types

0Tradeable Dates


Community

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Kevin started the discussion Options Call Diagonal Gets Margin Call (CSharp project)

I copied some CS code from LEAN repo, with insignificant changes.The idea is to trade diagonal call...

3 years ago

Kevin left a comment in the discussion Options Call Diagonal Gets Margin Call (CSharp project)

Running it with AAPL instead of GOOG avoids the margin call, and nets a profit.  There is an...

3 years ago

Kevin started the discussion What are general rules for how to hookup Framework components?

When one hooks up certain Framework Algorithm components using the project creating wizard, it will...

4 years ago

Kevin started the discussion C# version of G Score Flatlining

I made a C# version of the G Score Factor Investing example, but it is flatlining.  I am running...

4 years ago

Kevin left a comment in the discussion Strategy Library Addition: G-Score Factor Investing

Thanks again for the python version.  A few notes about the C# version in the backtest above. 

4 years ago

Measured Green Pig

17.809Net Profit

15.015PSR

0.458Sharpe Ratio

-0.017Alpha

0.397Beta

7.013CAR

63.9Drawdown

-3.42Loss Rate

4Parameters

0Security Types

0.129Sortino Ratio

610Tradeable Dates

26Trades

0.141Treynor Ratio

6.04Win Rate

Swimming Green Panda

-79.968Net Profit

0.25PSR

-0.444Sharpe Ratio

-0.157Alpha

-0.602Beta

-52.441CAR

80.5Drawdown

-3.18Loss Rate

7Parameters

0Security Types

-0.722Sortino Ratio

546Tradeable Dates

4Trades

0.437Treynor Ratio

2.1Win Rate

Virtual Blue Salamander

-93.581Net Profit

0.052PSR

-0.647Sharpe Ratio

-0.053Alpha

-2.325Beta

-71.896CAR

94.8Drawdown

-7.78Loss Rate

7Parameters

0Security Types

-1.201Sortino Ratio

546Tradeable Dates

28Trades

0.199Treynor Ratio

17.49Win Rate

Crawling Black Scorpion

0Parameters

0Security Types

0Tradeable Dates

Measured Fluorescent Yellow Falcon

0Parameters

0Security Types

0Tradeable Dates

Virtual Yellow-Green Rhinoceros

120.627Net Profit

14.652PSR

0.626Sharpe Ratio

0.269Alpha

-0.183Beta

15.437CAR

44.6Drawdown

30Loss Rate

14Parameters

1Security Types

0.0382Sortino Ratio

0Tradeable Dates

2797Trades

-1.335Treynor Ratio

70Win Rate

Crying Black Horse

-2.118Net Profit

5.768PSR

0.004Sharpe Ratio

0.056Alpha

-0.354Beta

-0.85CAR

14.2Drawdown

78Loss Rate

12Parameters

1Security Types

0.0036Sortino Ratio

0Tradeable Dates

3259Trades

-0.002Treynor Ratio

22Win Rate

Determined Orange Gull

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

13Parameters

1Security Types

0Sortino Ratio

108Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Well Dressed Apricot Pigeon

2Parameters

0Security Types

1262Tradeable Dates

Kevin started the discussion Options Call Diagonal Gets Margin Call (CSharp project)

I copied some CS code from LEAN repo, with insignificant changes.The idea is to trade diagonal call...

3 years ago

Kevin left a comment in the discussion Options Call Diagonal Gets Margin Call (CSharp project)

Running it with AAPL instead of GOOG avoids the margin call, and nets a profit.  There is an...

3 years ago

Kevin started the discussion What are general rules for how to hookup Framework components?

When one hooks up certain Framework Algorithm components using the project creating wizard, it will...

4 years ago

Kevin started the discussion C# version of G Score Flatlining

I made a C# version of the G Score Factor Investing example, but it is flatlining.  I am running...

4 years ago

Kevin left a comment in the discussion Strategy Library Addition: G-Score Factor Investing

Thanks again for the python version.  A few notes about the C# version in the backtest above. 

4 years ago

Kevin left a comment in the discussion Strategy Library Addition: G-Score Factor Investing

What interests me about the original Python version above is that it makes use of the Framework...

4 years ago

Kevin left a comment in the discussion C# version of G Score Flatlining

Found a blunder in my use of C# Queue.  Passing in a capacity to the constructor does nothing to...

4 years ago

Kevin left a comment in the discussion Random Walk and Worst Case Backtesting, and Major Historical Events

Partial solution using some hacks in the existing Lean repo:As a QC user I took a step back from...

4 years ago

Kevin left a comment in the discussion What are general rules for how to hookup Framework components?

I researched my own question and came up with some general rules/thought process for how to go...

4 years ago