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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 (8)

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Upgraded Green Caterpillar

9.648Net Profit

97.351PSR

2.336Sharpe Ratio

0.066Alpha

0.023Beta

10.07CAR

2.5Drawdown

-0.03Loss Rate

52Parameters

0Security Types

5.259Sortino Ratio

568Tradeable Dates

10394Trades

3.063Treynor Ratio

0.03Win Rate

ato/ni

6.952Net Profit

64.865PSR

1.465Sharpe Ratio

0.104Alpha

-0.016Beta

13.97CAR

2.7Drawdown

-1.19Loss Rate

50Parameters

0Security Types

2.045Sortino Ratio

568Tradeable Dates

23Trades

-6.425Treynor Ratio

2.47Win Rate

h/mar

13.133Net Profit

54.438PSR

1.193Sharpe Ratio

0.135Alpha

0.115Beta

22.878CAR

5.5Drawdown

-6.28Loss Rate

50Parameters

0Security Types

1.127Sortino Ratio

568Tradeable Dates

30Trades

1.292Treynor Ratio

6.61Win Rate

paa/pagp

11.796Net Profit

50.808PSR

1.096Sharpe Ratio

0.158Alpha

-0.08Beta

20.67CAR

11.2Drawdown

-8.61Loss Rate

50Parameters

0Security Types

0.819Sortino Ratio

568Tradeable Dates

32Trades

-1.873Treynor Ratio

12.03Win Rate

full list

8.837Net Profit

99.121PSR

3.047Sharpe Ratio

0.121Alpha

0.018Beta

17.91CAR

1.3Drawdown

-0.38Loss Rate

50Parameters

0Security Types

8.56Sortino Ratio

568Tradeable Dates

285Trades

6.812Treynor Ratio

0.45Win Rate


Community

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Richard left a comment in the discussion PAGP, Minute The issue starts from Aug 4th, 2020; and continues until Aug 4th, 2020

The same issue happens on 8/6 and 8/7 as well.

2 years ago

Richard left a comment in the discussion Deploying Your Algorithms - Live Trading Tutorial

preesh LouisĀ 

2 years ago

Richard left a comment in the discussion Continuous Futures Support

Xinmin Cai re first notice date: I don't think the dataset that QuantConnect has for futures...

2 years ago

Richard left a comment in the discussion Coding For Combining Multiple Algorithms Into One

Hi Varad Kabade is there an example algorithm as you've described above? Also what about one that...

2 years ago

Richard left a comment in the discussion Running multiple algorithms on single account

LukeI do you have an example of a custom portfolio construction model as you described?

2 years ago

Upgraded Green Caterpillar

9.648Net Profit

97.351PSR

2.336Sharpe Ratio

0.066Alpha

0.023Beta

10.07CAR

2.5Drawdown

-0.03Loss Rate

52Parameters

0Security Types

5.259Sortino Ratio

568Tradeable Dates

10394Trades

3.063Treynor Ratio

0.03Win Rate

ato/ni

6.952Net Profit

64.865PSR

1.465Sharpe Ratio

0.104Alpha

-0.016Beta

13.97CAR

2.7Drawdown

-1.19Loss Rate

50Parameters

0Security Types

2.045Sortino Ratio

568Tradeable Dates

23Trades

-6.425Treynor Ratio

2.47Win Rate

h/mar

13.133Net Profit

54.438PSR

1.193Sharpe Ratio

0.135Alpha

0.115Beta

22.878CAR

5.5Drawdown

-6.28Loss Rate

50Parameters

0Security Types

1.127Sortino Ratio

568Tradeable Dates

30Trades

1.292Treynor Ratio

6.61Win Rate

paa/pagp

11.796Net Profit

50.808PSR

1.096Sharpe Ratio

0.158Alpha

-0.08Beta

20.67CAR

11.2Drawdown

-8.61Loss Rate

50Parameters

0Security Types

0.819Sortino Ratio

568Tradeable Dates

32Trades

-1.873Treynor Ratio

12.03Win Rate

full list

8.837Net Profit

99.121PSR

3.047Sharpe Ratio

0.121Alpha

0.018Beta

17.91CAR

1.3Drawdown

-0.38Loss Rate

50Parameters

0Security Types

8.56Sortino Ratio

568Tradeable Dates

285Trades

6.812Treynor Ratio

0.45Win Rate

LSI Runtime Error

1.462Net Profit

61.712PSR

2.364Sharpe Ratio

0.254Alpha

-0.098Beta

32.867CAR

1.9Drawdown

-1.28Loss Rate

51Parameters

0Security Types

1.884Sortino Ratio

252Tradeable Dates

4Trades

-2.503Treynor Ratio

2.78Win Rate

[Debugging] Casual Black Termite

-10.361Net Profit

3.146PSR

-0.193Sharpe Ratio

-0.059Alpha

0.626Beta

-6.349CAR

19.1Drawdown

-1.76Loss Rate

52Parameters

1Security Types

-0.458Sortino Ratio

420Tradeable Dates

108Trades

-0.05Treynor Ratio

1.42Win Rate

selling call SPY

7.531Net Profit

64.72PSR

1.294Sharpe Ratio

0.008Alpha

0.201Beta

3.689CAR

4.1Drawdown

-0.77Loss Rate

14Parameters

0Security Types

1.197Sortino Ratio

505Tradeable Dates

31Trades

0.182Treynor Ratio

0.66Win Rate

Richard left a comment in the discussion PAGP, Minute The issue starts from Aug 4th, 2020; and continues until Aug 4th, 2020

The same issue happens on 8/6 and 8/7 as well.

2 years ago

Richard left a comment in the discussion Deploying Your Algorithms - Live Trading Tutorial

preesh LouisĀ 

2 years ago

Richard left a comment in the discussion Continuous Futures Support

Xinmin Cai re first notice date: I don't think the dataset that QuantConnect has for futures...

2 years ago

Richard left a comment in the discussion Coding For Combining Multiple Algorithms Into One

Hi Varad Kabade is there an example algorithm as you've described above? Also what about one that...

2 years ago

Richard left a comment in the discussion Running multiple algorithms on single account

LukeI do you have an example of a custom portfolio construction model as you described?

2 years ago

Richard left a comment in the discussion Live Trading for Multiple Algorithms

LukeI do you mind sharing a little more info on how you do what you described with the multiple...

2 years ago