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Biography

I have traded as a profession for Australian prop firms in short term interest rate and bond futures markets. The core strategies I used were based on quantitative yield curve spread analysis and outright momentum during fundamental / news events. I have completed a Masters Degree in Applied Finance and certifications in Data Science. My systems are quantitative and predominantly utilise fundamental factor models.

Activity on QuantConnect

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Kieran started the discussion Futures data in research notebooks

Could somebody please detail how to access historical futures data in the research environment and...

3 years ago

Kieran started the discussion Weight portfolio after coarse universe selection

I would like to know how to actually weight a portfolio with the symbols returned by a coarse...

5 years ago

Kieran started the discussion Bitfinex Derivatives

I have checked the Data library and cannot find Bitfinex's derivative contracts (BTCF0/USDt0). 

5 years ago

Kieran started the discussion Correct Insight Use

Assuming my algorithm forecasts that a security x will rise for y hours; is this the correct way to...

5 years ago

Kieran left a comment in the discussion Correct Insight Use

Should InsightDirection.Flat be used to emit the flat insight?

5 years ago

Kieran started the discussion Futures data in research notebooks

Could somebody please detail how to access historical futures data in the research environment and...

3 years ago

Kieran started the discussion Weight portfolio after coarse universe selection

I would like to know how to actually weight a portfolio with the symbols returned by a coarse...

5 years ago

Kieran started the discussion Bitfinex Derivatives

I have checked the Data library and cannot find Bitfinex's derivative contracts (BTCF0/USDt0). 

5 years ago

Kieran started the discussion Correct Insight Use

Assuming my algorithm forecasts that a security x will rise for y hours; is this the correct way to...

5 years ago

Kieran left a comment in the discussion Correct Insight Use

Should InsightDirection.Flat be used to emit the flat insight?

5 years ago

Kieran left a comment in the discussion 9 Ways to Get Your Alpha Rejected!

Is there an example on github which shows the correct usage of emitting insights from a classic...

5 years ago

Kieran left a comment in the discussion 9 Ways to Get Your Alpha Rejected!

Should a benchmark be set to suit the style of the strategy? If yes, what benchmark would be...

5 years ago

Kieran left a comment in the discussion 9 Ways to Get Your Alpha Rejected!

Are firms able to modify their leverage for a strategy that they are licensing to set their own...

5 years ago

Kieran left a comment in the discussion New Data Source! Tiingo News Data

What is the time resolution of news events? 

5 years ago

Kieran left a comment in the discussion Alpha Five: ETF Universe Alpha Streams Competition

Does "active each day" mean that some position turnover must occur each day, or only that the...

5 years ago

Kieran started the discussion Alpha Streams

How are systems selected to be licensed via alpha streams? What metrics are assesed? 

6 years ago

Kieran started the discussion Alpha Stream Rejected: Sorry, this backtest does not use the algorithm framework.

I want to submit an algorithm to Alpha Streams but get the error message: 

6 years ago

Kieran started the discussion Guide to general tips to improve backtest speeds

I recently worked on single asset backtests with daily resolution without any problems. I was...

6 years ago

Kieran started the discussion How can I call CoarseSelectionFunction the from OnData function?

import numpy as np class BasicTemplateAlgorithm(QCAlgorithm): def Initialize(self): ...

6 years ago

Kieran started the discussion ConstantAlphaModel Parameters

self.SetAlpha(ConstantAlphaModel(InsightType.Price, InsightDirection.Up, TimeSpan.FromMinutes(20),...

6 years ago

Kieran started the discussion SetHoldings method

Does the SetHoldings method use market orders in live trading?

6 years ago