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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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Smooth Fluorescent Pink Buffalo

1.521Net Profit

91.9893PSR

3.561Sharpe Ratio

0.208Alpha

-0.221Beta

21.74CAR

0Drawdown

0Loss Rate

2Parameters

1Security Types

0Sortino Ratio

19Tradeable Dates

2Trades

-0.867Treynor Ratio

100Win Rate


Community

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Marcus started the discussion GetMarginRemaining Methods Changed (no code changed)

My code started showing an error two days ago for the following line:

4 years ago

Marcus left a comment in the discussion GetMarginRemaining Methods Changed (no code changed)

I can definitely refactor to remove that, I just had a simple check in my execution model to make...

4 years ago

Marcus started the discussion Programmatic trendlines

Is there anything built into QuantConnect (Like an indicator or something) where you could create a...

5 years ago

Marcus started the discussion Security marked as non-tradable

This error in the console while backtesting is driving me batty!  I get quite a few of the...

5 years ago

Marcus left a comment in the discussion Programmatic trendlines

Thanks for the answers so far, I think what I am hearing is that there isn't something currently in...

5 years ago

Smooth Fluorescent Pink Buffalo

1.521Net Profit

91.9893PSR

3.561Sharpe Ratio

0.208Alpha

-0.221Beta

21.74CAR

0Drawdown

0Loss Rate

2Parameters

1Security Types

0Sortino Ratio

19Tradeable Dates

2Trades

-0.867Treynor Ratio

100Win Rate

Marcus started the discussion GetMarginRemaining Methods Changed (no code changed)

My code started showing an error two days ago for the following line:

4 years ago

Marcus left a comment in the discussion GetMarginRemaining Methods Changed (no code changed)

I can definitely refactor to remove that, I just had a simple check in my execution model to make...

4 years ago

Marcus started the discussion Programmatic trendlines

Is there anything built into QuantConnect (Like an indicator or something) where you could create a...

5 years ago

Marcus started the discussion Security marked as non-tradable

This error in the console while backtesting is driving me batty!  I get quite a few of the...

5 years ago

Marcus left a comment in the discussion Programmatic trendlines

Thanks for the answers so far, I think what I am hearing is that there isn't something currently in...

5 years ago