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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 (1)

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Energetic Orange Penguin

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

2Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

7Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate


Community

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Profit started the discussion Inconsistent offset in continuous futures

I am trying to test a futures strategy that makes computation using continuous contracts and then...

1 years ago

Profit left a comment in the discussion Inconsistent offset in continuous futures

Hi Alex,

1 years ago

Profit left a comment in the discussion Continuous Futures Support

I thought I found a way to compute the offset, but it doesn't work as expected. I'm using...

1 years ago

Profit left a comment in the discussion Continuous Futures Support

Is there a property or a helper method that returns the current offset factor (the difference...

1 years ago

Energetic Orange Penguin

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

2Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

7Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Profit started the discussion Inconsistent offset in continuous futures

I am trying to test a futures strategy that makes computation using continuous contracts and then...

1 years ago

Profit left a comment in the discussion Inconsistent offset in continuous futures

Hi Alex,

1 years ago

Profit left a comment in the discussion Continuous Futures Support

I thought I found a way to compute the offset, but it doesn't work as expected. I'm using...

1 years ago

Profit left a comment in the discussion Continuous Futures Support

Is there a property or a helper method that returns the current offset factor (the difference...

1 years ago