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 (1)

View More
Well Dressed Fluorescent Pink Koala

-4.902Net Profit

38.154PSR

-0.167Sharpe Ratio

-0.47Alpha

-0.47Beta

-49.741CAR

32.9Drawdown

-10.7Loss Rate

3Parameters

0Security Types

-0.536Sortino Ratio

18Tradeable Dates

8Trades

-0.062Treynor Ratio

0Win Rate


Community

View More

Max started the discussion Do not buy the same stock for N days.

Is anybody knows how to read previous transactions from a broker to implement the "Do not buy the...

3 years ago

Max started the discussion Stop order do not release funds

Hello, I have an issue with backtesting and stop orders. Stop orders triggered properly on time and...

3 years ago

Max left a comment in the discussion Hedging Equities with Options in a Dynamic Universe

Hello all. One comment about frameworks. I do not think that this is a good idea to buy and sell...

3 years ago

Max left a comment in the discussion Stop order do not release funds

Hello Shile, If I understand properly there is a "free riding" rule when you can use funds for a...

3 years ago

Max left a comment in the discussion Stop order do not release funds

Thank you for the clarification Shile. Are 3 days configured? Can I change that setting for a Cash...

3 years ago

Well Dressed Fluorescent Pink Koala

-4.902Net Profit

38.154PSR

-0.167Sharpe Ratio

-0.47Alpha

-0.47Beta

-49.741CAR

32.9Drawdown

-10.7Loss Rate

3Parameters

0Security Types

-0.536Sortino Ratio

18Tradeable Dates

8Trades

-0.062Treynor Ratio

0Win Rate

Max started the discussion Do not buy the same stock for N days.

Is anybody knows how to read previous transactions from a broker to implement the "Do not buy the...

3 years ago

Max started the discussion Stop order do not release funds

Hello, I have an issue with backtesting and stop orders. Stop orders triggered properly on time and...

3 years ago

Max left a comment in the discussion Hedging Equities with Options in a Dynamic Universe

Hello all. One comment about frameworks. I do not think that this is a good idea to buy and sell...

3 years ago

Max left a comment in the discussion Stop order do not release funds

Hello Shile, If I understand properly there is a "free riding" rule when you can use funds for a...

3 years ago

Max left a comment in the discussion Stop order do not release funds

Thank you for the clarification Shile. Are 3 days configured? Can I change that setting for a Cash...

3 years ago

Max left a comment in the discussion Stop order do not release funds

Have more details and a backtest for that. Error happened only when I set cash account type for...

3 years ago

Max left a comment in the discussion Canadians not allowed to use Interactive Brokers API anymore?

I think IB Canada is not allowed to trade electronically on the Canadian market, but USA market...

3 years ago