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Biography

Datascience student from Denmark

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 (11)

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Logical Yellow Rabbit

31.842Net Profit

72.346PSR

1.667Sharpe Ratio

0.021Alpha

0.942Beta

31.842CAR

9.5Drawdown

-0.23Loss Rate

24Parameters

0Security Types

252Tradeable Dates

267Trades

0.235Treynor Ratio

0.31Win Rate

Adaptable Asparagus Mule

-18.275Net Profit

0.005PSR

-0.335Sharpe Ratio

-0.021Alpha

-0.003Beta

-3.321CAR

20.2Drawdown

-0.06Loss Rate

6Parameters

0Security Types

-0.655Sortino Ratio

0Tradeable Dates

28803Trades

7.366Treynor Ratio

0.06Win Rate

Measured Tan Armadillo

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Crying Tan Coyote

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Parameters

1Security Types

7.9228162514264E+28Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Crying Blue Bat

163.375Net Profit

13.535PSR

0.672Sharpe Ratio

0.072Alpha

0.596Beta

16.897CAR

35.7Drawdown

48Loss Rate

24Parameters

1Security Types

0.0985Sortino Ratio

1562Tradeable Dates

1724Trades

0.23Treynor Ratio

52Win Rate


Community

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Lucas left a comment in the discussion GPU Backtesting & Research Compute in Beta

Hi JaredThank you for the feature! Think that a lot of people will benefit from his new feature. I...

1 years ago

Lucas left a comment in the discussion [Question] How do I request history data for every security in my universe?

Hi William

1 years ago

Lucas left a comment in the discussion Backtest upper limit changed from 3?

Hi Craig

1 years ago

Lucas started the discussion Alphamodel, Update method

Hello

2 years ago

Lucas started the discussion Momentum with framework, and risk module

Hey QC forum

2 years ago

Logical Yellow Rabbit

31.842Net Profit

72.346PSR

1.667Sharpe Ratio

0.021Alpha

0.942Beta

31.842CAR

9.5Drawdown

-0.23Loss Rate

24Parameters

0Security Types

252Tradeable Dates

267Trades

0.235Treynor Ratio

0.31Win Rate

Adaptable Asparagus Mule

-18.275Net Profit

0.005PSR

-0.335Sharpe Ratio

-0.021Alpha

-0.003Beta

-3.321CAR

20.2Drawdown

-0.06Loss Rate

6Parameters

0Security Types

-0.655Sortino Ratio

0Tradeable Dates

28803Trades

7.366Treynor Ratio

0.06Win Rate

Measured Tan Armadillo

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Crying Tan Coyote

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Parameters

1Security Types

7.9228162514264E+28Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Crying Blue Bat

163.375Net Profit

13.535PSR

0.672Sharpe Ratio

0.072Alpha

0.596Beta

16.897CAR

35.7Drawdown

48Loss Rate

24Parameters

1Security Types

0.0985Sortino Ratio

1562Tradeable Dates

1724Trades

0.23Treynor Ratio

52Win Rate

old pcm rebalance

7.461Net Profit

55.692PSR

1.541Sharpe Ratio

0.404Alpha

0.595Beta

51.725CAR

8.8Drawdown

-0.33Loss Rate

53Parameters

0Security Types

0.531Sortino Ratio

0Tradeable Dates

121Trades

0.64Treynor Ratio

0.59Win Rate

QC v2

564.823Net Profit

20.321PSR

0.845Sharpe Ratio

0.082Alpha

0.546Beta

18.829CAR

23Drawdown

-0.3Loss Rate

0Parameters

1Security Types

1.093Sortino Ratio

2762Tradeable Dates

2572Trades

0.261Treynor Ratio

0.48Win Rate

Momentum framework, EMA cross risk model

507.939Net Profit

9.643PSR

0.718Sharpe Ratio

0.08Alpha

0.562Beta

17.904CAR

32.4Drawdown

-0.36Loss Rate

17Parameters

1Security Types

0.885Sortino Ratio

2756Tradeable Dates

3090Trades

0.254Treynor Ratio

0.49Win Rate

QC community

46.445Net Profit

74.105PSR

1.744Sharpe Ratio

0.317Alpha

0.239Beta

46.293CAR

16Drawdown

-0.97Loss Rate

13Parameters

0Security Types

2.195Sortino Ratio

0Tradeable Dates

116Trades

1.353Treynor Ratio

1.37Win Rate

QC forum

-11.664Net Profit

0.097PSR

-0.145Sharpe Ratio

-0.006Alpha

-0.063Beta

-2.446CAR

22.4Drawdown

-0.11Loss Rate

13Parameters

0Security Types

-0.252Sortino Ratio

0Tradeable Dates

1863Trades

0.208Treynor Ratio

0.16Win Rate

For QC support

10.557Net Profit

29.836PSR

0.541Sharpe Ratio

0.101Alpha

0.071Beta

10.497CAR

12.8Drawdown

-0.19Loss Rate

13Parameters

0Security Types

0.506Sortino Ratio

0Tradeable Dates

300Trades

1.521Treynor Ratio

0.39Win Rate

Lucas left a comment in the discussion GPU Backtesting & Research Compute in Beta

Hi JaredThank you for the feature! Think that a lot of people will benefit from his new feature. I...

1 years ago

Lucas left a comment in the discussion [Question] How do I request history data for every security in my universe?

Hi William

1 years ago

Lucas left a comment in the discussion Backtest upper limit changed from 3?

Hi Craig

1 years ago

Lucas started the discussion Alphamodel, Update method

Hello

2 years ago

Lucas started the discussion Momentum with framework, and risk module

Hey QC forum

2 years ago

Lucas started the discussion Pairs trading with framework and portfolio

Hey QC forum

2 years ago

Lucas started the discussion Getting fundamental data with loop

Hi

2 years ago

Lucas started the discussion Feature request for vscode

Hi QC forum.

2 years ago

Lucas started the discussion How to view dataframe in new IDE

Hi QC forum

2 years ago

Lucas started the discussion Getting returns merged with fundamental dataframe

Hi QC forum

2 years ago

Lucas started the discussion Algorithmic framework and PCM

Hi QC forum

2 years ago

Lucas left a comment in the discussion Trailing Stops - Specifying a security within kvp list

HI Axist

2 years ago

Lucas left a comment in the discussion Beginner query - getting price at start of day

Hi TobyQCan you share your script?I think the reason that you are getting the data with a day...

2 years ago

Lucas left a comment in the discussion How to allow partial shares trading?

Hi Panda Trader

2 years ago

Lucas started the discussion SWPCM model

Hey!

3 years ago

Lucas started the discussion Risk model and alpha

Hello

3 years ago

Lucas started the discussion Removing symbols in alpha

Hey!

3 years ago