cover
  • Profile
  • Backtests
  • Community

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 (2)

View More
Formal Yellow-Green Duck

-33.07Net Profit

4.959PSR

-0.282Sharpe Ratio

-0.084Alpha

1.856Beta

-30.052CAR

50.4Drawdown

-0.12Loss Rate

10Parameters

1Security Types

-0.997Sortino Ratio

0Tradeable Dates

2931Trades

-0.071Treynor Ratio

0.12Win Rate

Determined Yellow-Green Dolphin

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate


Community

View More

Mark started the discussion QC500 anomaly

Hi

2 years ago

Mark started the discussion Runtime Error: Cannot implicitly convert type 'Python.Runtime.PyObject' to 'decimal' in PythonIndicator.cs:line 144

Hi

2 years ago

Mark started the discussion Problem implementing exponential regression as custom indicator

I have atarted a new topic as although about the same algo, it is a completely different issue:

2 years ago

Mark started the discussion Trying to do Bootcamp Tiingo lesson, getting error:

Trying to do Bootcamp Tiingo lesson, getting error:

2 years ago

Mark left a comment in the discussion Trying to do Bootcamp Tiingo lesson, getting error:

Ok. Thanks for the answer.

2 years ago

Formal Yellow-Green Duck

-33.07Net Profit

4.959PSR

-0.282Sharpe Ratio

-0.084Alpha

1.856Beta

-30.052CAR

50.4Drawdown

-0.12Loss Rate

10Parameters

1Security Types

-0.997Sortino Ratio

0Tradeable Dates

2931Trades

-0.071Treynor Ratio

0.12Win Rate

Determined Yellow-Green Dolphin

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Mark started the discussion QC500 anomaly

Hi

2 years ago

Mark started the discussion Runtime Error: Cannot implicitly convert type 'Python.Runtime.PyObject' to 'decimal' in PythonIndicator.cs:line 144

Hi

2 years ago

Mark started the discussion Problem implementing exponential regression as custom indicator

I have atarted a new topic as although about the same algo, it is a completely different issue:

2 years ago

Mark started the discussion Trying to do Bootcamp Tiingo lesson, getting error:

Trying to do Bootcamp Tiingo lesson, getting error:

2 years ago

Mark left a comment in the discussion Trying to do Bootcamp Tiingo lesson, getting error:

Ok. Thanks for the answer.

2 years ago

Mark left a comment in the discussion Problem implementing exponential regression as custom indicator

Apologies. I have finally solved the issue myself

2 years ago

Mark left a comment in the discussion Runtime Error: Cannot implicitly convert type 'Python.Runtime.PyObject' to 'decimal' in PythonIndicator.cs:line 144

sorry, forgot the backtest

2 years ago

Mark left a comment in the discussion Runtime Error: Cannot implicitly convert type 'Python.Runtime.PyObject' to 'decimal' in PythonIndicator.cs:line 144

Regarding the issue with RIDE:

2 years ago

Mark left a comment in the discussion Runtime Error: Cannot implicitly convert type 'Python.Runtime.PyObject' to 'decimal' in PythonIndicator.cs:line 144

Thanks Derek,

2 years ago

Mark left a comment in the discussion Runtime Error: Cannot implicitly convert type 'Python.Runtime.PyObject' to 'decimal' in PythonIndicator.cs:line 144

To avoid this error that occurs as well although handled:

2 years ago