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Biography

MS Financial Statistics, CQF

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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Creative Asparagus Whale

26.138Net Profit

2.828PSR

0.189Sharpe Ratio

0.022Alpha

0.111Beta

4.755CAR

41Drawdown

-0.71Loss Rate

10Parameters

0Security Types

1259Tradeable Dates

2487Trades

0.264Treynor Ratio

0.73Win Rate

Adaptable Green Zebra

26.138Net Profit

2.828PSR

0.189Sharpe Ratio

0.022Alpha

0.111Beta

4.755CAR

41Drawdown

-0.71Loss Rate

10Parameters

0Security Types

1259Tradeable Dates

2487Trades

0.264Treynor Ratio

0.73Win Rate


Community

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Pavel left a comment in the discussion Automating the Wheel Strategy

so it feels like the classic OTM put selling with a little risk mitigation but not enough to...

5 months ago

Pavel started the discussion Futures portfolio

in the same way as we have in stocks cross-sectional strategies where we select stocks from a...

1 years ago

Pavel started the discussion Backtest graph customization

does anyone know when you run the backtest and get the results -> request report -> open...

1 years ago

Pavel started the discussion Implied volatility in research environment

has anyone seen any example how we correctly get historical implied volatility options in the...

1 years ago

Pavel started the discussion CoarseSelection in the Research.ipynb environment

based on the documentation we can use qb.History and qb.GetFundamental to assemble a dataset by...

1 years ago

Creative Asparagus Whale

26.138Net Profit

2.828PSR

0.189Sharpe Ratio

0.022Alpha

0.111Beta

4.755CAR

41Drawdown

-0.71Loss Rate

10Parameters

0Security Types

1259Tradeable Dates

2487Trades

0.264Treynor Ratio

0.73Win Rate

Adaptable Green Zebra

26.138Net Profit

2.828PSR

0.189Sharpe Ratio

0.022Alpha

0.111Beta

4.755CAR

41Drawdown

-0.71Loss Rate

10Parameters

0Security Types

1259Tradeable Dates

2487Trades

0.264Treynor Ratio

0.73Win Rate

Pavel left a comment in the discussion Automating the Wheel Strategy

so it feels like the classic OTM put selling with a little risk mitigation but not enough to...

5 months ago

Pavel started the discussion Futures portfolio

in the same way as we have in stocks cross-sectional strategies where we select stocks from a...

1 years ago

Pavel started the discussion Backtest graph customization

does anyone know when you run the backtest and get the results -> request report -> open...

1 years ago

Pavel started the discussion Implied volatility in research environment

has anyone seen any example how we correctly get historical implied volatility options in the...

1 years ago

Pavel started the discussion CoarseSelection in the Research.ipynb environment

based on the documentation we can use qb.History and qb.GetFundamental to assemble a dataset by...

1 years ago

Pavel started the discussion Warning: No quote information available

I constantly find that I am getting the following warning: “Warning: No quote information...

1 years ago

Pavel started the discussion Resolution for Equity Subscriptions

Hello everyone,, i just wanted to share some thoughts. When subscribing to symbols in the tutorial...

1 years ago

Pavel started the discussion Problem with self.History[Fundamental](stock_symbol, timedelta(30))

i am having trouble with using the Fundamental object to get fundamental data in backtesting...

1 years ago

Pavel left a comment in the discussion Has anyone made real money yet?

not many if any real success stories it looks like

1 years ago

Pavel left a comment in the discussion Pairs Trading With Stocks

exactly,,, using hourly resolution means often you don't get accurate strategy backtest results,,,...

1 years ago

Pavel left a comment in the discussion Combined Carry and Trend

but why do you backtest from 2020? if you backtest from 2015 you get Sharpe ratio of 0.1….

1 years ago

Pavel left a comment in the discussion Piotroski F-Score Investing

yes i agree volume is not the selection criteria,, but the way it is setup right now is essentially...

1 years ago

Pavel left a comment in the discussion Accessing ETFConstituentsFilter constituents list

Renata you should attach the code

1 years ago