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Biography

UW-Madison Economics Alum -- Volatility Trader -- Derivatives Academy

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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Calm Fluorescent Orange Armadillo

79.705Net Profit

17.738PSR

0.52Sharpe Ratio

0.067Alpha

0.802Beta

17.845CAR

35Drawdown

44Loss Rate

0Parameters

1Security Types

0.691Sortino Ratio

896Tradeable Dates

310Trades

0.151Treynor Ratio

56Win Rate

Ugly Brown Hornet

72.231Net Profit

18.643PSR

0.529Sharpe Ratio

0.076Alpha

0.777Beta

17.79CAR

36.1Drawdown

-1.3Loss Rate

27Parameters

0Security Types

834Tradeable Dates

149Trades

0.157Treynor Ratio

1.72Win Rate


Community

View More
Calm Fluorescent Orange Armadillo

79.705Net Profit

17.738PSR

0.52Sharpe Ratio

0.067Alpha

0.802Beta

17.845CAR

35Drawdown

44Loss Rate

0Parameters

1Security Types

0.691Sortino Ratio

896Tradeable Dates

310Trades

0.151Treynor Ratio

56Win Rate

Ugly Brown Hornet

72.231Net Profit

18.643PSR

0.529Sharpe Ratio

0.076Alpha

0.777Beta

17.79CAR

36.1Drawdown

-1.3Loss Rate

27Parameters

0Security Types

834Tradeable Dates

149Trades

0.157Treynor Ratio

1.72Win Rate