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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 (5)

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Virtual Blue Cow

473.984Net Profit

0.675PSR

0.543Sharpe Ratio

0.082Alpha

-0.062Beta

8.129CAR

36.7Drawdown

24Loss Rate

7Parameters

1Security Types

1.3026Sortino Ratio

5621Tradeable Dates

66Trades

-1.251Treynor Ratio

76Win Rate

Creative Brown Jellyfish

339.14Net Profit

0.083PSR

0.409Sharpe Ratio

0.08Alpha

-0.093Beta

6.842CAR

55.3Drawdown

0Loss Rate

8Parameters

1Security Types

0Sortino Ratio

5621Tradeable Dates

1Trades

-0.784Treynor Ratio

0Win Rate

Adaptable Fluorescent Pink Hyena

317.963Net Profit

0.317PSR

0.492Sharpe Ratio

0.061Alpha

0.029Beta

6.606CAR

26.5Drawdown

33Loss Rate

7Parameters

1Security Types

0.3554Sortino Ratio

5621Tradeable Dates

12Trades

2.168Treynor Ratio

67Win Rate

Creative Apricot Panda

2Security Types

2287Tradeable Dates

Formal Green Eagle

61.27Net Profit

0.886Sharpe Ratio

-0.03Alpha

5.794Beta

8.411CAR

15.3Drawdown

2Loss Rate

2Security Types

0Sortino Ratio

1491Tradeable Dates

233Trades

0.014Treynor Ratio

98Win Rate


Community

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Pavel started the discussion Any ways to speed up large number of symbols with options data?

I am working on an algo which requires getting equities' IV once a day at the end of the...

5 years ago

Pavel started the discussion Which language is priority?

Hello, I really love your product! Right now I am playing with Python and C# to get some ideas...

5 years ago

Pavel left a comment in the discussion Which language is priority?

Thanks!

5 years ago

Pavel left a comment in the discussion We're Revolutionizing Alpha - Join Us

Do you guys do remote work at all, or this is onsite only?

5 years ago

Virtual Blue Cow

473.984Net Profit

0.675PSR

0.543Sharpe Ratio

0.082Alpha

-0.062Beta

8.129CAR

36.7Drawdown

24Loss Rate

7Parameters

1Security Types

1.3026Sortino Ratio

5621Tradeable Dates

66Trades

-1.251Treynor Ratio

76Win Rate

Creative Brown Jellyfish

339.14Net Profit

0.083PSR

0.409Sharpe Ratio

0.08Alpha

-0.093Beta

6.842CAR

55.3Drawdown

0Loss Rate

8Parameters

1Security Types

0Sortino Ratio

5621Tradeable Dates

1Trades

-0.784Treynor Ratio

0Win Rate

Adaptable Fluorescent Pink Hyena

317.963Net Profit

0.317PSR

0.492Sharpe Ratio

0.061Alpha

0.029Beta

6.606CAR

26.5Drawdown

33Loss Rate

7Parameters

1Security Types

0.3554Sortino Ratio

5621Tradeable Dates

12Trades

2.168Treynor Ratio

67Win Rate

Creative Apricot Panda

2Security Types

2287Tradeable Dates

Formal Green Eagle

61.27Net Profit

0.886Sharpe Ratio

-0.03Alpha

5.794Beta

8.411CAR

15.3Drawdown

2Loss Rate

2Security Types

0Sortino Ratio

1491Tradeable Dates

233Trades

0.014Treynor Ratio

98Win Rate

Pavel started the discussion Any ways to speed up large number of symbols with options data?

I am working on an algo which requires getting equities' IV once a day at the end of the...

5 years ago

Pavel started the discussion Which language is priority?

Hello, I really love your product! Right now I am playing with Python and C# to get some ideas...

5 years ago

Pavel left a comment in the discussion Which language is priority?

Thanks!

5 years ago

Pavel left a comment in the discussion We're Revolutionizing Alpha - Join Us

Do you guys do remote work at all, or this is onsite only?

5 years ago