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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 (2)

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6 bars

6.552Net Profit

37.105PSR

0.624Sharpe Ratio

0.051Alpha

-0.246Beta

14.419CAR

12.3Drawdown

36Loss Rate

0Parameters

1Security Types

0.017Sortino Ratio

117Tradeable Dates

5366Trades

-0.478Treynor Ratio

64Win Rate

Emotional Sky Blue Galago

-6.376Net Profit

4.92PSR

-1.049Sharpe Ratio

-0.011Alpha

0.456Beta

-14.46CAR

9.4Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

1Trades

-0.217Treynor Ratio

0Win Rate


Community

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R started the discussion Feature Requests - IDE Improvements

Dear QuantConnect Team,

2 years ago

R started the discussion How to protect your algorithm from incorrect data

I encountered several wrong values in the historical data, especially when using Minute Resolution.

2 years ago

R started the discussion Running LEAN locally using code sharing

I have some projects for which I use the “Library” (code sharing) feature.While running those...

2 years ago

R started the discussion [Feature request] Define algorithm parameters for each backtest run

The algorithm parameters (a.k.a project parameters) are currently being used only as default...

2 years ago

R started the discussion Distinguish among multiple Universes in Alpha's Update method

Say that I want to use multiple Alpha models, and each requires its own Universe.

2 years ago

6 bars

6.552Net Profit

37.105PSR

0.624Sharpe Ratio

0.051Alpha

-0.246Beta

14.419CAR

12.3Drawdown

36Loss Rate

0Parameters

1Security Types

0.017Sortino Ratio

117Tradeable Dates

5366Trades

-0.478Treynor Ratio

64Win Rate

Emotional Sky Blue Galago

-6.376Net Profit

4.92PSR

-1.049Sharpe Ratio

-0.011Alpha

0.456Beta

-14.46CAR

9.4Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

1Trades

-0.217Treynor Ratio

0Win Rate

R started the discussion Feature Requests - IDE Improvements

Dear QuantConnect Team,

2 years ago

R started the discussion How to protect your algorithm from incorrect data

I encountered several wrong values in the historical data, especially when using Minute Resolution.

2 years ago

R started the discussion Running LEAN locally using code sharing

I have some projects for which I use the “Library” (code sharing) feature.While running those...

2 years ago

R started the discussion [Feature request] Define algorithm parameters for each backtest run

The algorithm parameters (a.k.a project parameters) are currently being used only as default...

2 years ago

R started the discussion Distinguish among multiple Universes in Alpha's Update method

Say that I want to use multiple Alpha models, and each requires its own Universe.

2 years ago

R started the discussion Fundamental data delay

Hello!I noticed while trying to retrieve the latests earnings FileDate in the research environment,...

2 years ago

R started the discussion Object store (eventual?) consistency

Hello.I experienced receiving not-up-to-date data when reading from the Object Store.Does the...

2 years ago

R started the discussion Custom data. Out of memory exception

Hello,

2 years ago

R left a comment in the discussion Backtest button not working

same here

2 years ago

R left a comment in the discussion Fundamental data delay

Hi Varad, Thanks for citing and pointing me to the docs.I am still not able to answer my question...

2 years ago

R left a comment in the discussion Feature Requests - IDE Improvements

Hey Jared and QC team, Congratulations on the new IDE UI !! 🚀Being able to debug properly with...

2 years ago

R left a comment in the discussion Running LEAN locally using code sharing

As a temporary solution to debug locally, before attaching the debugger I connect to the container...

2 years ago

R left a comment in the discussion Running LEAN locally using code sharing

I opened the docker cli on the running LEAN container and saw that indeed there is no .dll for my...

2 years ago

R left a comment in the discussion Details of EMA or Exponential Moving Average

Sorry, I see now that you were referring to the algorithm's shortcut method for the indicator.

2 years ago

R started the discussion Multiple live paper trading algorithms.. with one node.

Hi everybody.

3 years ago