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Biography

BSc and MSc Economics. Specialised in econometrics.

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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Adaptable Green Albatross

13.757Net Profit

38.994PSR

0.802Sharpe Ratio

0.093Alpha

-0.288Beta

14.527CAR

10.7Drawdown

-0.31Loss Rate

659Parameters

1Security Types

1.244Sortino Ratio

296Tradeable Dates

1195Trades

-0.377Treynor Ratio

0.11Win Rate


Community

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Malcolm started the discussion Algorithm trading forex instead of SPY?

Hi, I am fairly new to algorithmic trading and just wanted to learn more from others' codes. In the...

2 years ago

Malcolm left a comment in the discussion Alpha Streams Refactoring 2.0

Looks good!

2 years ago

Adaptable Green Albatross

13.757Net Profit

38.994PSR

0.802Sharpe Ratio

0.093Alpha

-0.288Beta

14.527CAR

10.7Drawdown

-0.31Loss Rate

659Parameters

1Security Types

1.244Sortino Ratio

296Tradeable Dates

1195Trades

-0.377Treynor Ratio

0.11Win Rate

Malcolm started the discussion Algorithm trading forex instead of SPY?

Hi, I am fairly new to algorithmic trading and just wanted to learn more from others' codes. In the...

2 years ago

Malcolm left a comment in the discussion Alpha Streams Refactoring 2.0

Looks good!

2 years ago