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Biography

Multi-Frequency Cross Asset Portfolio Manager. email: qcap17 (at) gmail

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)

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Geeky Red-Orange Panda

1264Tradeable Dates

Upgraded Apricot Parrot

1004Tradeable Dates


Community

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Mark started the discussion Trading continuous time instead of 1 minute after the open following signal

I'm seeing this algo trade 1 minute after the open the following day after a signal is...

7 years ago

Mark started the discussion Do you have an intraday algo you think is worthy of a trading line allocation?

Beta: <.40

7 years ago

Mark started the discussion Optimum latency for equity HFT and MFT strategies

Does anyone have any data on latency for trading equities over LEAN?

7 years ago

Mark left a comment in the discussion Universe Based RSI Selection - Updated

You shouldn't

7 years ago

Mark left a comment in the discussion Universe Based RSI Selection - Updated

This seems to be an ideal model to replace the function which RSI serves with a "DeMark...

7 years ago

Geeky Red-Orange Panda

1264Tradeable Dates

Upgraded Apricot Parrot

1004Tradeable Dates

Mark started the discussion Trading continuous time instead of 1 minute after the open following signal

I'm seeing this algo trade 1 minute after the open the following day after a signal is...

7 years ago

Mark started the discussion Do you have an intraday algo you think is worthy of a trading line allocation?

Beta: <.40

7 years ago

Mark started the discussion Optimum latency for equity HFT and MFT strategies

Does anyone have any data on latency for trading equities over LEAN?

7 years ago

Mark left a comment in the discussion Universe Based RSI Selection - Updated

You shouldn't

7 years ago

Mark left a comment in the discussion Universe Based RSI Selection - Updated

This seems to be an ideal model to replace the function which RSI serves with a "DeMark...

7 years ago

Mark left a comment in the discussion Universe Based RSI Selection - Updated

Conceptually, what is the trade logic? 

7 years ago

Mark left a comment in the discussion Trying to import strategy, how to do EMA crosses based on minute data?

If you figure this out, please share with me. I'm in the same boat

7 years ago

Mark left a comment in the discussion Trying to import strategy, how to do EMA crosses based on minute data?

If you figure this out, please share with me. I'm in the same boat

7 years ago