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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.


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Marc started the discussion This backtest result is too large to be visualized in a web browser, please use this Link to download

Sorry this isn't about a particular strategy. When a backtest is "too large to be visualized in a...

8 years ago

Marc left a comment in the discussion Is there a way I can do a sentiment analysis of stocks from Twitter?

If anyone wants a small sample of Twitter sentiment on around 100 stocks over the last 5 weeks or...

8 years ago

Marc left a comment in the discussion Does slippage really matter?

Slippage will definitely matter and I'd say one key element that you'd want to account for...

8 years ago

Marc left a comment in the discussion Do moving averages actually work in identifying stock market trends? Can one ride them profitably?

Personally I could never get comfortable with MA techniques for this purpose- Sharpe too low,...

8 years ago

Marc left a comment in the discussion This backtest result is too large to be visualized in a web browser, please use this Link to download

On another backtest, the following popped out:

8 years ago

Marc started the discussion This backtest result is too large to be visualized in a web browser, please use this Link to download

Sorry this isn't about a particular strategy. When a backtest is "too large to be visualized in a...

8 years ago

Marc left a comment in the discussion Is there a way I can do a sentiment analysis of stocks from Twitter?

If anyone wants a small sample of Twitter sentiment on around 100 stocks over the last 5 weeks or...

8 years ago

Marc left a comment in the discussion Does slippage really matter?

Slippage will definitely matter and I'd say one key element that you'd want to account for...

8 years ago

Marc left a comment in the discussion Do moving averages actually work in identifying stock market trends? Can one ride them profitably?

Personally I could never get comfortable with MA techniques for this purpose- Sharpe too low,...

8 years ago

Marc left a comment in the discussion This backtest result is too large to be visualized in a web browser, please use this Link to download

On another backtest, the following popped out:

8 years ago

Marc left a comment in the discussion Trouble with implementing slippage

I don't know why the code didn't copy well... for(int i=0;i

8 years ago

Marc left a comment in the discussion Trouble with implementing slippage

I've set the slippage and I'm not seeing an effect on the backtest results... for(int i=0;i

8 years ago