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Biography

I trade my own money in stock, options and futures and seek others wanting to share information and algorithms that they trade live. C# or python. I am always open to help others and to learn from each other. I also lose money and have my pension for that reason in indexes.

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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Measured Magenta Butterfly

1.667Net Profit

4.41Sharpe Ratio

0.007Alpha

76.306Beta

264.307CAR

2.2Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

5Tradeable Dates

1Trades

0.011Treynor Ratio

0Win Rate

Geeky Light Brown Rhinoceros

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

6Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Jumping Orange Dolphin

58.126Net Profit

1.118Sharpe Ratio

0.143Alpha

-0.02Beta

19.748CAR

13Drawdown

20Loss Rate

1Security Types

0Sortino Ratio

625Tradeable Dates

10Trades

-7.138Treynor Ratio

80Win Rate

Well Dressed Sky Blue Gaur

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

625Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Pensive Red-Orange Wolf

11.113Net Profit

2.56Sharpe Ratio

0.167Alpha

0.8Beta

60.396CAR

4.8Drawdown

62Loss Rate

1Security Types

0.3034566500783Sortino Ratio

80Tradeable Dates

59Trades

0.415Treynor Ratio

38Win Rate


Community

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Quant left a comment in the discussion Alpha Streams Market

Hi,

3 years ago

Quant left a comment in the discussion Alpha Streams Market

It is unclear to me if running multiple alpha streams on 1 account is possible? If so, how to setup...

3 years ago

Quant left a comment in the discussion Alpha Streams Market

It would be great to have multiple algos to license as from the overview it is difficult to see how...

3 years ago

Quant left a comment in the discussion UK Retail Investors

I have a professional account now. Lets see if I can start trading there again.

4 years ago

Quant left a comment in the discussion UK Retail Investors

At interactive brokers you need professional account which means:

4 years ago

Measured Magenta Butterfly

1.667Net Profit

4.41Sharpe Ratio

0.007Alpha

76.306Beta

264.307CAR

2.2Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

5Tradeable Dates

1Trades

0.011Treynor Ratio

0Win Rate

Geeky Light Brown Rhinoceros

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

6Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Jumping Orange Dolphin

58.126Net Profit

1.118Sharpe Ratio

0.143Alpha

-0.02Beta

19.748CAR

13Drawdown

20Loss Rate

1Security Types

0Sortino Ratio

625Tradeable Dates

10Trades

-7.138Treynor Ratio

80Win Rate

Well Dressed Sky Blue Gaur

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

625Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Pensive Red-Orange Wolf

11.113Net Profit

2.56Sharpe Ratio

0.167Alpha

0.8Beta

60.396CAR

4.8Drawdown

62Loss Rate

1Security Types

0.3034566500783Sortino Ratio

80Tradeable Dates

59Trades

0.415Treynor Ratio

38Win Rate

Quant left a comment in the discussion Alpha Streams Market

Hi,

3 years ago

Quant left a comment in the discussion Alpha Streams Market

It is unclear to me if running multiple alpha streams on 1 account is possible? If so, how to setup...

3 years ago

Quant left a comment in the discussion Alpha Streams Market

It would be great to have multiple algos to license as from the overview it is difficult to see how...

3 years ago

Quant left a comment in the discussion UK Retail Investors

I have a professional account now. Lets see if I can start trading there again.

4 years ago

Quant left a comment in the discussion UK Retail Investors

At interactive brokers you need professional account which means:

4 years ago

Quant left a comment in the discussion UK Retail Investors

I understand i need to ask Oanda. Oanda has a nasty chatbot which i cannot pass..

4 years ago

Quant started the discussion Dead kernel on Kalman Filter Based Pairs Trading sample

Hi,

6 years ago

Quant started the discussion Future trading algorithm

Hi,

6 years ago

Quant started the discussion How to get portfolio of futures listed so that data can be rendered after a change?

Hi,

6 years ago

Quant started the discussion Stocks On The Move by Andreas Clenow modified by Guy Fleury, Charles Pare and Vladimir Yetushenko 2017-03-28 from Quantopian

Hi,

6 years ago

Quant started the discussion Creating a project with an algorithm outside the lean engine project

Hi,

6 years ago

Quant started the discussion Support for VS2017

Hi,

6 years ago

Quant started the discussion How to add ATR indicator to a CoarseFunction?

I have a selection function which rebalances every wednesday:

6 years ago

Quant started the discussion Indicator SMA for SPY not working together with Futures/ Consolidators

I do not get this to work. I have seen another post in which the indicators are warmed up in the...

6 years ago

Quant started the discussion How to get data feeds for future momentum algorithm: Following the trend: diversed managed future trading

Hi,

6 years ago

Quant started the discussion Interested in an indicator that warns for a sudden change

I have lost serious money in February on an algo subscription with futures of somebody else. Same...

6 years ago

Quant started the discussion Joint collaboration request on a Future Diverse Momentum algorithm

I have read the book of Andreas Clenow about future momentum algorithm and created the algo in C#...

6 years ago

Quant started the discussion Minute data of CBOE Volatility Index (^VIX)

I am looking for minute data on the VIX CBOE.

6 years ago

Quant started the discussion Backtest on reversed dataset to simulate a down market

I am wondering if it is possible to reverse the data to simulate/ back test a market decline over a...

6 years ago

Quant started the discussion How to convert a Python fineselectionfunction to c# based on self.history() ?

How to do this in C#?

6 years ago

Quant started the discussion Where to find QuantConnect.Models and QuantConnect.Securities in offline VS project?

Hi,

10 years ago

Quant started the discussion Error in simulation request: Could not find the algorithm DLL in uploaded files.

How to solve this error since I have no custom dlls, just files present:

10 years ago