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
Muscular Sky Blue Dragonfly

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

15Parameters

1Security Types

0Sortino Ratio

257Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate


Community

View More

meneo left a comment in the discussion From Research To Production: Hidden Markov Models

CarstenĀ  Thanks, will try out the OneClassSVM model.The main concern for my post though is why...

3 years ago

meneo left a comment in the discussion From Research To Production: Hidden Markov Models

Hi Jack,Great post! The idea, backed by the research looks promising.However I find a disconnect...

3 years ago

Muscular Sky Blue Dragonfly

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

15Parameters

1Security Types

0Sortino Ratio

257Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

meneo left a comment in the discussion From Research To Production: Hidden Markov Models

CarstenĀ  Thanks, will try out the OneClassSVM model.The main concern for my post though is why...

3 years ago

meneo left a comment in the discussion From Research To Production: Hidden Markov Models

Hi Jack,Great post! The idea, backed by the research looks promising.However I find a disconnect...

3 years ago