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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 Survivorship Bias

Hello all

9 years ago

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

Hi All,

9 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)?

9 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