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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 (4)

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Pensive Red Jaguar

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

2Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Geeky Fluorescent Pink Pony

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

1Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Sleepy Fluorescent Pink Owlet

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

44Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Crawling Red Llama

24Tradeable Dates


Community

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Pavel left a comment in the discussion LEAN config for live custom data from local disk

In my case I ended up registering an exchange feed just to have all OnData methods run on their...

4 years ago

Pavel started the discussion Algorithm Framework compatibility with Alpaca Cash account type

The following error seems to prevent any QC Framework Algorithm to trade live with Alpaca...

5 years ago

Pavel started the discussion LEAN config for live custom data from local disk

I am trying to setup a live LEAN process that does not connect to any implemented...

5 years ago

Pavel left a comment in the discussion Trading with alpaca

Hi Jack - you suggested to use Live Paper Trading with Alpaca. As of 2019-04-23 it is unavailable...

5 years ago

Pavel started the discussion Saving algorithm state snapshots in live trading

It appears that QuantConnect live setup creates periodic snapshots of the algorithm state. Could...

6 years ago

Pensive Red Jaguar

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

2Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Geeky Fluorescent Pink Pony

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

1Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Sleepy Fluorescent Pink Owlet

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

44Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Crawling Red Llama

24Tradeable Dates

Pavel left a comment in the discussion LEAN config for live custom data from local disk

In my case I ended up registering an exchange feed just to have all OnData methods run on their...

4 years ago

Pavel started the discussion Algorithm Framework compatibility with Alpaca Cash account type

The following error seems to prevent any QC Framework Algorithm to trade live with Alpaca...

5 years ago

Pavel started the discussion LEAN config for live custom data from local disk

I am trying to setup a live LEAN process that does not connect to any implemented...

5 years ago

Pavel left a comment in the discussion Trading with alpaca

Hi Jack - you suggested to use Live Paper Trading with Alpaca. As of 2019-04-23 it is unavailable...

5 years ago

Pavel started the discussion Saving algorithm state snapshots in live trading

It appears that QuantConnect live setup creates periodic snapshots of the algorithm state. Could...

6 years ago

Pavel started the discussion GDAX live websocket connectivity issues

When running live trading with GDAX from stand-alone LEAN instances, I frequently notice websocket...

6 years ago

Pavel left a comment in the discussion GDAX live websocket connectivity issues

Going away from a dynamic IP was helpful, thank you Jared.

6 years ago

Pavel left a comment in the discussion Saving algorithm state snapshots in live trading

Just found an open issue related to the question:

6 years ago

Pavel started the discussion Option contract field mismatch between backtests

Apparently, when the same option contract is accessed in different backtests, there is a mismatch...

7 years ago

Pavel started the discussion Option chain history: Theoretical price with different pricing models

There seems to be a puzzling behaviour with "Theoretical Price" of option contracts...

7 years ago

Pavel left a comment in the discussion Generate volatility surface plot by interpolation

I did not realize how many tutorials are available now. The ones detailing QC API in its Python...

7 years ago

Pavel left a comment in the discussion Generate volatility surface plot by interpolation

Jing Wu could you share a bit about your context? There are interpolation approaches for the...

7 years ago