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Biography

Quantitative Finance Masters Student

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 (6)

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Fat Sky Blue Guanaco

1.097Net Profit

61.475PSR

1.651Sharpe Ratio

0.16Alpha

0.432Beta

28.946CAR

1.4Drawdown

0Loss Rate

0Parameters

1Security Types

3.218Sortino Ratio

11Tradeable Dates

6Trades

0.349Treynor Ratio

0Win Rate

Measured Magenta Cobra

0.089Net Profit

2.549PSR

-6.445Sharpe Ratio

-0.117Alpha

0.267Beta

3.013CAR

1.1Drawdown

0Loss Rate

0Parameters

2Security Types

-5.744Sortino Ratio

9Tradeable Dates

8Trades

-1.052Treynor Ratio

100Win Rate

Focused Red Elephant

6.79Net Profit

98.049PSR

6.405Sharpe Ratio

0.701Alpha

0.314Beta

135.473CAR

0.9Drawdown

33Loss Rate

0Parameters

2Security Types

26.623Sortino Ratio

24Tradeable Dates

21Trades

2.568Treynor Ratio

67Win Rate

Hyper Active Sky Blue Tapir

3.052Net Profit

88.2PSR

6.616Sharpe Ratio

0.643Alpha

0.149Beta

118.963CAR

1.4Drawdown

-0.29Loss Rate

0Parameters

0Security Types

14Tradeable Dates

48Trades

5.006Treynor Ratio

0.48Win Rate

Smooth Sky Blue Mule

6.115Net Profit

76.132PSR

0.801Sharpe Ratio

0.037Alpha

0.006Beta

13.44CAR

1.8Drawdown

-0.61Loss Rate

0Parameters

0Security Types

171Tradeable Dates

26Trades

6.806Treynor Ratio

1.02Win Rate


Community

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Fat Sky Blue Guanaco

1.097Net Profit

61.475PSR

1.651Sharpe Ratio

0.16Alpha

0.432Beta

28.946CAR

1.4Drawdown

0Loss Rate

0Parameters

1Security Types

3.218Sortino Ratio

11Tradeable Dates

6Trades

0.349Treynor Ratio

0Win Rate

Measured Magenta Cobra

0.089Net Profit

2.549PSR

-6.445Sharpe Ratio

-0.117Alpha

0.267Beta

3.013CAR

1.1Drawdown

0Loss Rate

0Parameters

2Security Types

-5.744Sortino Ratio

9Tradeable Dates

8Trades

-1.052Treynor Ratio

100Win Rate

Focused Red Elephant

6.79Net Profit

98.049PSR

6.405Sharpe Ratio

0.701Alpha

0.314Beta

135.473CAR

0.9Drawdown

33Loss Rate

0Parameters

2Security Types

26.623Sortino Ratio

24Tradeable Dates

21Trades

2.568Treynor Ratio

67Win Rate

Hyper Active Sky Blue Tapir

3.052Net Profit

88.2PSR

6.616Sharpe Ratio

0.643Alpha

0.149Beta

118.963CAR

1.4Drawdown

-0.29Loss Rate

0Parameters

0Security Types

14Tradeable Dates

48Trades

5.006Treynor Ratio

0.48Win Rate

Smooth Sky Blue Mule

6.115Net Profit

76.132PSR

0.801Sharpe Ratio

0.037Alpha

0.006Beta

13.44CAR

1.8Drawdown

-0.61Loss Rate

0Parameters

0Security Types

171Tradeable Dates

26Trades

6.806Treynor Ratio

1.02Win Rate

Smooth Fluorescent Orange Bear

1.36Net Profit

51.555PSR

-0.088Sharpe Ratio

0Alpha

0Beta

7.23CAR

1.9Drawdown

-0.72Loss Rate

87Parameters

0Security Types

0Tradeable Dates

10Trades

0Treynor Ratio

1.26Win Rate