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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 (4)

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Square Tan Chimpanzee

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Square Blue Flamingo

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Crawling Blue Guanaco

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Crying Yellow-Green Fly

-0.003Net Profit

-1.65Sharpe Ratio

0.019Alpha

-2.266Beta

-0.373CAR

0Drawdown

33Loss Rate

1Security Types

0Sortino Ratio

3Tradeable Dates

6Trades

0.001Treynor Ratio

67Win Rate


Community

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Mark left a comment in the discussion How to set candlesticks to heiken ashi as default

Can you post an example of how you would consolidate HeikinAshi to 30 minute bars? Thanks

4 years ago

Mark started the discussion Volume direction?

Hello, not sure what exactly this is called, but on ThinkOrSwim, when I add the VolumeAvg study, it...

5 years ago

Mark started the discussion Confused on API doc

When I am in the editor and click on the left for "API". I expect to be able to type in...

6 years ago

Mark started the discussion Universe selection - Volume instead of DollarVolume

I would like one of my universe filters to be based on avg volume (shares) , not dollar volume. Is...

6 years ago

Mark started the discussion Coarse Universe Selection- Price < 50day SMA Give no results

In this algo I am basically trying to do a coarse selection of stocks that have Price < 50 day...

6 years ago

Square Tan Chimpanzee

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Square Blue Flamingo

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Crawling Blue Guanaco

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Crying Yellow-Green Fly

-0.003Net Profit

-1.65Sharpe Ratio

0.019Alpha

-2.266Beta

-0.373CAR

0Drawdown

33Loss Rate

1Security Types

0Sortino Ratio

3Tradeable Dates

6Trades

0.001Treynor Ratio

67Win Rate

Mark left a comment in the discussion How to set candlesticks to heiken ashi as default

Can you post an example of how you would consolidate HeikinAshi to 30 minute bars? Thanks

4 years ago

Mark started the discussion Volume direction?

Hello, not sure what exactly this is called, but on ThinkOrSwim, when I add the VolumeAvg study, it...

5 years ago

Mark started the discussion Confused on API doc

When I am in the editor and click on the left for "API". I expect to be able to type in...

6 years ago

Mark started the discussion Universe selection - Volume instead of DollarVolume

I would like one of my universe filters to be based on avg volume (shares) , not dollar volume. Is...

6 years ago

Mark started the discussion Coarse Universe Selection- Price < 50day SMA Give no results

In this algo I am basically trying to do a coarse selection of stocks that have Price < 50 day...

6 years ago

Mark started the discussion Any way to filter Universe Selection by Beta?

Beta is a pretty big deal with stocks. Just curious if there is any way to do coarse or fine...

6 years ago

Mark left a comment in the discussion Universe selector price meaning

Thank you so much Gurumeher.. that worked. 

6 years ago

Mark left a comment in the discussion Universe selector price meaning

I am also using a universe, not AddEquity. So specifically how would you tell the algo to return...

6 years ago

Mark left a comment in the discussion Any way to filter Universe Selection by Beta?

Thanks. This is basically what I ended up doing. Had to use Accord .NET etc to do the calculations...

6 years ago

Mark left a comment in the discussion Coarse Universe Selection- Price < 50day SMA Give no results

This added another issue.. when calling AddSecurity() in SelectionData - this triggers the...

6 years ago

Mark left a comment in the discussion Coarse Universe Selection- Price < 50day SMA Give no results

I ended up finding my answer in this post. Basically I needed to run the history inside the...

6 years ago