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Biography

Head of Quantitative Strategies at DFIC

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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Alert Green Termite

14.762Net Profit

69.067PSR

0.919Sharpe Ratio

0.097Alpha

-0.092Beta

20.002CAR

5.8Drawdown

0Loss Rate

0Parameters

0Security Types

188Tradeable Dates

22Trades

-0.911Treynor Ratio

1.74Win Rate

Upgraded Fluorescent Yellow Jaguar

-8.824Net Profit

2.186PSR

-1.043Sharpe Ratio

-0.114Alpha

0.129Beta

-7.088CAR

20.8Drawdown

-2.92Loss Rate

0Parameters

0Security Types

314Tradeable Dates

52Trades

-0.772Treynor Ratio

2.18Win Rate


Community

View More
Alert Green Termite

14.762Net Profit

69.067PSR

0.919Sharpe Ratio

0.097Alpha

-0.092Beta

20.002CAR

5.8Drawdown

0Loss Rate

0Parameters

0Security Types

188Tradeable Dates

22Trades

-0.911Treynor Ratio

1.74Win Rate

Upgraded Fluorescent Yellow Jaguar

-8.824Net Profit

2.186PSR

-1.043Sharpe Ratio

-0.114Alpha

0.129Beta

-7.088CAR

20.8Drawdown

-2.92Loss Rate

0Parameters

0Security Types

314Tradeable Dates

52Trades

-0.772Treynor Ratio

2.18Win Rate