cover
  • Profile
  • Backtests
  • Community

Biography

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)

View More
Crawling Sky Blue Penguin

-0.48Net Profit

1.078PSR

0.156Sharpe Ratio

0.056Alpha

-0.081Beta

-0.096CAR

51Drawdown

-0.55Loss Rate

24Parameters

0Security Types

0Tradeable Dates

5455Trades

-0.607Treynor Ratio

0.54Win Rate

Virtual Brown Pony

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

3Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

251Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Well Dressed Black Bull

9.244Net Profit

1.172PSR

0.166Sharpe Ratio

0.017Alpha

0.023Beta

1.784CAR

18.4Drawdown

-0.68Loss Rate

63Parameters

0Security Types

0.156Sortino Ratio

1259Tradeable Dates

1110Trades

0.795Treynor Ratio

1.1Win Rate


Community

View More

Papa started the discussion Qty. for Market Orders using remaining margin

If you're not using alpha framework and looking for a way to order quantity based on a percentage...

1 years ago

Papa started the discussion Chart Quotas Custom charts - way to increase quotas?

Dear QC Community,

1 years ago

Papa started the discussion Market Breadth Indicator question

Hi QC Community, Web developer turned novice here trying to get average momentum percentage from a...

1 years ago

Papa started the discussion TrSum Volatility Indicator Implementation

I'd like to share an implementation of the trSum indicator, which is a useful measure of volatility...

1 years ago

Papa started the discussion Extended Hours Overnight Trading 24/5

Wondering if QC is looking into extending extended hours for select securities? specifically: (...

1 years ago

Crawling Sky Blue Penguin

-0.48Net Profit

1.078PSR

0.156Sharpe Ratio

0.056Alpha

-0.081Beta

-0.096CAR

51Drawdown

-0.55Loss Rate

24Parameters

0Security Types

0Tradeable Dates

5455Trades

-0.607Treynor Ratio

0.54Win Rate

Virtual Brown Pony

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

3Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

251Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Well Dressed Black Bull

9.244Net Profit

1.172PSR

0.166Sharpe Ratio

0.017Alpha

0.023Beta

1.784CAR

18.4Drawdown

-0.68Loss Rate

63Parameters

0Security Types

0.156Sortino Ratio

1259Tradeable Dates

1110Trades

0.795Treynor Ratio

1.1Win Rate

Papa started the discussion Qty. for Market Orders using remaining margin

If you're not using alpha framework and looking for a way to order quantity based on a percentage...

1 years ago

Papa started the discussion Chart Quotas Custom charts - way to increase quotas?

Dear QC Community,

1 years ago

Papa started the discussion Market Breadth Indicator question

Hi QC Community, Web developer turned novice here trying to get average momentum percentage from a...

1 years ago

Papa started the discussion TrSum Volatility Indicator Implementation

I'd like to share an implementation of the trSum indicator, which is a useful measure of volatility...

1 years ago

Papa started the discussion Extended Hours Overnight Trading 24/5

Wondering if QC is looking into extending extended hours for select securities? specifically: (...

1 years ago

Papa left a comment in the discussion Crypto Coarse Universe Selection is now Available

any update on the market cap data set?

1 years ago

Papa left a comment in the discussion Crypto market cap

anu update here?

1 years ago

Papa left a comment in the discussion Algorithm Framework with multiple alpha and universe selection models

Hi Shile, what about chained universes within the algorithm framework?

1 years ago

Papa left a comment in the discussion Finviz screener with Quantconnect

Yes, you can use Finviz screeners to filter stocks based on your criteria and then use QuantConnect...

1 years ago

Papa left a comment in the discussion Bollinger Band with EMA

Hey Zheng,

1 years ago

Papa left a comment in the discussion Using self.ActiveSecurities paired with candlestick alpha model

Big thanks ^

1 years ago