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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 (3)

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Upgraded Magenta Bear

-0.035Net Profit

0Sharpe Ratio

0Alpha

0Beta

-17.276CAR

0.2Drawdown

83Loss Rate

1Security Types

0.42360371497104Sortino Ratio

1Tradeable Dates

24Trades

0Treynor Ratio

17Win Rate

Ugly Yellow-Green Pig

1628Tradeable Dates

Hipster Black Goat

1602Tradeable Dates


Community

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nik started the discussion Vix3 ?

Hello,

6 years ago

nik started the discussion OptionChainProvider.GetOptionContractList example in C#

Hi All,

6 years ago

nik started the discussion Realistic backtesting question

HI guys,

6 years ago

nik left a comment in the discussion Realistic backtesting question

HI Jared and Stefano, Thanks for looking at this issue! Filling on last and carried over old bar...

6 years ago

nik left a comment in the discussion Realistic backtesting question

Hi Stefano,

6 years ago

Upgraded Magenta Bear

-0.035Net Profit

0Sharpe Ratio

0Alpha

0Beta

-17.276CAR

0.2Drawdown

83Loss Rate

1Security Types

0.42360371497104Sortino Ratio

1Tradeable Dates

24Trades

0Treynor Ratio

17Win Rate

Ugly Yellow-Green Pig

1628Tradeable Dates

Hipster Black Goat

1602Tradeable Dates

nik started the discussion Vix3 ?

Hello,

6 years ago

nik started the discussion OptionChainProvider.GetOptionContractList example in C#

Hi All,

6 years ago

nik started the discussion Realistic backtesting question

HI guys,

6 years ago

nik left a comment in the discussion Realistic backtesting question

HI Jared and Stefano, Thanks for looking at this issue! Filling on last and carried over old bar...

6 years ago

nik left a comment in the discussion Realistic backtesting question

Hi Stefano,

6 years ago

nik left a comment in the discussion Realistic backtesting question

HI Stefano, Thanks for the clarification that the artificially copied bar will not be used for...

6 years ago

nik left a comment in the discussion Realistic backtesting question

HI Stefano, Thanks for the quick response! So, since the limit order fills on next bar, you think...

6 years ago

nik left a comment in the discussion T+3 rule for equitues on an IB cash account.

One side note when simulating and executing market orders on IB CASH account:

6 years ago

nik left a comment in the discussion T+3 rule for equitues on an IB cash account.

Hi Nick,

6 years ago

nik started the discussion SMA/EMA in algos with Fundametlal universes

Hi All,

7 years ago

nik started the discussion Using daily VIX and minutes SPY

Hi All,

7 years ago

nik started the discussion IB order execution delayed ?!

Hi All,

8 years ago

nik started the discussion Live Mode Questions

Hi All,

9 years ago

nik started the discussion Algorithm Result Differences with Latest Server Deploy

Hi All,

9 years ago

nik started the discussion Portfolio running multiple algos

Hi All,

9 years ago

nik started the discussion OnData(Slice s) event trigger granularity

Hi All,

9 years ago

nik started the discussion SetHoldings question

Hi All,

9 years ago

nik started the discussion IDE for the web

Hi All,

9 years ago

nik started the discussion BackTest Error

Hi All,

9 years ago

nik started the discussion IB data stream question

It seems that many QC members have extensive experience with IB platform and trading IB account.

9 years ago

nik started the discussion Minute bar closing price

Hi all

9 years ago

nik started the discussion Paper/live Autotrading IB or Tradier

Hi All,

9 years ago

nik started the discussion Survivorship Bias

Hello all

10 years ago

nik started the discussion Backtests in Date Ranges Where Data Doesn't Exist

Hi All,

10 years ago

nik started the discussion "Expectancy" meaning on the Overview tab

Does anybody know what the "Expectancy" definition is (on Overview tab of the results)?

10 years ago