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Biography

Yet another engineer exploring the world of finance.

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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2008-2020 time_constant=85

1296.248Net Profit

87.659PSR

1.408Sharpe Ratio

0.18Alpha

0.125Beta

22.462CAR

16.5Drawdown

-1.18Loss Rate

13Parameters

1Security Types

2.169Sortino Ratio

3274Tradeable Dates

162Trades

1.54Treynor Ratio

4.58Win Rate

Muscular Red-Orange Butterfly

23.245Net Profit

0.86PSR

0.271Sharpe Ratio

0.019Alpha

0.981Beta

2.284CAR

70.5Drawdown

-4.44Loss Rate

4Parameters

0Security Types

0.084Sortino Ratio

2329Tradeable Dates

128Trades

0.117Treynor Ratio

0.61Win Rate


Community

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Nate started the discussion Newbie post - basic covered call on .spy

Hi everyone,

3 years ago

Nate left a comment in the discussion Newbie post - basic covered call on .spy

Hi Derek,

3 years ago

Nate left a comment in the discussion Intersection of ROC comparison using OUT_DAY approach

Thanks Vladimir and Ikezi Kamanu for the info! Very hepful indeed.

3 years ago

Nate left a comment in the discussion Intersection of ROC comparison using OUT_DAY approach

Hi Vladimir,

3 years ago

Nate left a comment in the discussion Using Greeks

Thanks all for the info. I ended up adjusting my `OnData` method to pull in greeks 1x per day and...

3 years ago

2008-2020 time_constant=85

1296.248Net Profit

87.659PSR

1.408Sharpe Ratio

0.18Alpha

0.125Beta

22.462CAR

16.5Drawdown

-1.18Loss Rate

13Parameters

1Security Types

2.169Sortino Ratio

3274Tradeable Dates

162Trades

1.54Treynor Ratio

4.58Win Rate

Muscular Red-Orange Butterfly

23.245Net Profit

0.86PSR

0.271Sharpe Ratio

0.019Alpha

0.981Beta

2.284CAR

70.5Drawdown

-4.44Loss Rate

4Parameters

0Security Types

0.084Sortino Ratio

2329Tradeable Dates

128Trades

0.117Treynor Ratio

0.61Win Rate

Nate started the discussion Newbie post - basic covered call on .spy

Hi everyone,

3 years ago

Nate left a comment in the discussion Newbie post - basic covered call on .spy

Hi Derek,

3 years ago

Nate left a comment in the discussion Intersection of ROC comparison using OUT_DAY approach

Thanks Vladimir and Ikezi Kamanu for the info! Very hepful indeed.

3 years ago

Nate left a comment in the discussion Intersection of ROC comparison using OUT_DAY approach

Hi Vladimir,

3 years ago

Nate left a comment in the discussion Using Greeks

Thanks all for the info. I ended up adjusting my `OnData` method to pull in greeks 1x per day and...

3 years ago

Nate left a comment in the discussion Using Greeks

Hi Rahul,

3 years ago