cover
  • Profile
  • Backtests
  • Community

Biography

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 (7)

View More
Emotional Fluorescent Orange Gaur

47.059Net Profit

65.197PSR

1.647Sharpe Ratio

0.553Alpha

0.014Beta

52.612CAR

16.7Drawdown

70Loss Rate

0Parameters

1Security Types

2.895Sortino Ratio

333Tradeable Dates

286Trades

42.298Treynor Ratio

30Win Rate

Muscular Green Hamster

0Parameters

1Security Types

313Tradeable Dates

Crying Apricot Galago

1395.55Net Profit

47.826PSR

1.026Sharpe Ratio

0.181Alpha

0.565Beta

31.576CAR

24.6Drawdown

22Loss Rate

0Parameters

1Security Types

0.206Sortino Ratio

2480Tradeable Dates

575Trades

0.391Treynor Ratio

78Win Rate

Geeky Orange Jaguar

865.359Net Profit

32.882PSR

0.894Sharpe Ratio

0.15Alpha

0.422Beta

25.869CAR

32.5Drawdown

31Loss Rate

0Parameters

1Security Types

0.1696Sortino Ratio

2479Tradeable Dates

625Trades

0.428Treynor Ratio

69Win Rate

Crawling Black Salmon

2083.645Net Profit

60.007PSR

1.132Sharpe Ratio

0.228Alpha

0.414Beta

36.775CAR

28.3Drawdown

42Loss Rate

0Parameters

1Security Types

0.4125Sortino Ratio

2478Tradeable Dates

398Trades

0.622Treynor Ratio

58Win Rate


Community

View More

Kristofferson left a comment in the discussion TEMA crypto on Bybit live paper trading

I followed the suggestion above. No improvements at all.

21 days ago

Kristofferson started the discussion TEMA crypto on Bybit live paper trading

This is a simple algorithm for crypto using the ByBit brokerage model. The backtest shows positions...

22 days ago

Kristofferson started the discussion Simple FOREX trading strategy - Haults trading for some reason?

Hi everyone,

5 months ago

Kristofferson started the discussion Crowd sourcing for live trading intraday strategies (to learn/try)

Hello,

1 years ago

Kristofferson started the discussion Discrepancy between trading logic and logged values

Hello everyone,

1 years ago

Emotional Fluorescent Orange Gaur

47.059Net Profit

65.197PSR

1.647Sharpe Ratio

0.553Alpha

0.014Beta

52.612CAR

16.7Drawdown

70Loss Rate

0Parameters

1Security Types

2.895Sortino Ratio

333Tradeable Dates

286Trades

42.298Treynor Ratio

30Win Rate

Muscular Green Hamster

0Parameters

1Security Types

313Tradeable Dates

Crying Apricot Galago

1395.55Net Profit

47.826PSR

1.026Sharpe Ratio

0.181Alpha

0.565Beta

31.576CAR

24.6Drawdown

22Loss Rate

0Parameters

1Security Types

0.206Sortino Ratio

2480Tradeable Dates

575Trades

0.391Treynor Ratio

78Win Rate

Geeky Orange Jaguar

865.359Net Profit

32.882PSR

0.894Sharpe Ratio

0.15Alpha

0.422Beta

25.869CAR

32.5Drawdown

31Loss Rate

0Parameters

1Security Types

0.1696Sortino Ratio

2479Tradeable Dates

625Trades

0.428Treynor Ratio

69Win Rate

Crawling Black Salmon

2083.645Net Profit

60.007PSR

1.132Sharpe Ratio

0.228Alpha

0.414Beta

36.775CAR

28.3Drawdown

42Loss Rate

0Parameters

1Security Types

0.4125Sortino Ratio

2478Tradeable Dates

398Trades

0.622Treynor Ratio

58Win Rate

Adaptable Violet Parrot

37.194Net Profit

55.422PSR

1.191Sharpe Ratio

0.243Alpha

1.315Beta

52.163CAR

17.9Drawdown

41Loss Rate

0Parameters

1Security Types

0.9122Sortino Ratio

188Tradeable Dates

45Trades

0.271Treynor Ratio

59Win Rate

Casual Apricot Rabbit

1864.122Net Profit

64.03PSR

1.157Sharpe Ratio

0.139Alpha

0.195Beta

21.492CAR

24.2Drawdown

-3.13Loss Rate

0Parameters

1Security Types

3848Tradeable Dates

108Trades

0.79Treynor Ratio

10.71Win Rate

Kristofferson left a comment in the discussion TEMA crypto on Bybit live paper trading

I followed the suggestion above. No improvements at all.

21 days ago

Kristofferson started the discussion TEMA crypto on Bybit live paper trading

This is a simple algorithm for crypto using the ByBit brokerage model. The backtest shows positions...

22 days ago

Kristofferson started the discussion Simple FOREX trading strategy - Haults trading for some reason?

Hi everyone,

5 months ago

Kristofferson started the discussion Crowd sourcing for live trading intraday strategies (to learn/try)

Hello,

1 years ago

Kristofferson started the discussion Discrepancy between trading logic and logged values

Hello everyone,

1 years ago

Kristofferson started the discussion QC Community Brainstorm re: Swing trading algorithm BB-ROC model

Hello everyone,

1 years ago

Kristofferson left a comment in the discussion QC Community Brainstorm re: Swing trading algorithm BB-ROC model

Implemented SPY ETF constituents filtering top 20 by weight with dynamic universe selection.

1 years ago

Kristofferson left a comment in the discussion Has anyone tried to migrate this amazing "Long only non day trading for live" algo from Quantopian?

from AlgorithmImports import * class MovingAverageAlgorithm(QCAlgorithm): def...

1 years ago

Kristofferson left a comment in the discussion Has anyone tried to migrate this amazing "Long only non day trading for live" algo from Quantopian?

Here is another iteration of the same Quantopian model.

1 years ago

Kristofferson left a comment in the discussion Has anyone tried to migrate this amazing "Long only non day trading for live" algo from Quantopian?

I don't know why an error is returned when I try to post the backtest. I posted the code above...

1 years ago

Kristofferson left a comment in the discussion Has anyone tried to migrate this amazing "Long only non day trading for live" algo from Quantopian?

from AlgorithmImports import * class MovingAverageAlgorithm(QCAlgorithm): def...

1 years ago

Kristofferson started the discussion Asking for kind feedback on my simple intraday trading strategy and coding.

Hi,

2 years ago

Kristofferson started the discussion Need Feedback: performance issue with Algorithm Framework

Hi,

2 years ago