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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 (1)

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Calculating Sky Blue Kangaroo

23.947Net Profit

12.496PSR

0.568Sharpe Ratio

0.018Alpha

0.194Beta

4.575CAR

8Drawdown

-1.34Loss Rate

0Parameters

1Security Types

0.618Sortino Ratio

1208Tradeable Dates

76Trades

0.171Treynor Ratio

3.23Win Rate


Community

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Lars started the discussion Trailing Stop Loss, dynamic accesing issue

Hey guys,

2 years ago

Lars left a comment in the discussion Consolidators using QCAlgorithmFramework and SetUniverseSelection

Hey Jack this is really helpful, thanks!!!

2 years ago

Calculating Sky Blue Kangaroo

23.947Net Profit

12.496PSR

0.568Sharpe Ratio

0.018Alpha

0.194Beta

4.575CAR

8Drawdown

-1.34Loss Rate

0Parameters

1Security Types

0.618Sortino Ratio

1208Tradeable Dates

76Trades

0.171Treynor Ratio

3.23Win Rate

Lars started the discussion Trailing Stop Loss, dynamic accesing issue

Hey guys,

2 years ago

Lars left a comment in the discussion Consolidators using QCAlgorithmFramework and SetUniverseSelection

Hey Jack this is really helpful, thanks!!!

2 years ago