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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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All 5053%

5052.541Net Profit

40.083PSR

1.119Sharpe Ratio

0Alpha

0Beta

41.443CAR

45.8Drawdown

-3.05Loss Rate

63Parameters

1Security Types

1.712Sortino Ratio

3547Tradeable Dates

444Trades

0Treynor Ratio

3.01Win Rate


Community

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Rob started the discussion Missing Bars for Continuous Futures Contract: Extended Market Hours

Hello,

1 years ago

Rob started the discussion Help with Heikin Ashi Bollinger Bands

I've been experimenting with Bollinger Bands (BB) based on Heikin Ashi values and can't explain the...

3 years ago

Rob left a comment in the discussion Dropbox download of keras TF H5 files in python?

Hi Michael,

3 years ago

Rob left a comment in the discussion Dropbox download of keras TF H5 files in python?

Sorry, the indentation got screwed up when saving my code examples… hopefully you can recreate...

3 years ago

Rob left a comment in the discussion Dropbox download of keras TF H5 files in python?

HI Michael and Varad,

3 years ago

All 5053%

5052.541Net Profit

40.083PSR

1.119Sharpe Ratio

0Alpha

0Beta

41.443CAR

45.8Drawdown

-3.05Loss Rate

63Parameters

1Security Types

1.712Sortino Ratio

3547Tradeable Dates

444Trades

0Treynor Ratio

3.01Win Rate

Rob started the discussion Missing Bars for Continuous Futures Contract: Extended Market Hours

Hello,

1 years ago

Rob started the discussion Help with Heikin Ashi Bollinger Bands

I've been experimenting with Bollinger Bands (BB) based on Heikin Ashi values and can't explain the...

3 years ago

Rob left a comment in the discussion Dropbox download of keras TF H5 files in python?

Hi Michael,

3 years ago

Rob left a comment in the discussion Dropbox download of keras TF H5 files in python?

Sorry, the indentation got screwed up when saving my code examples… hopefully you can recreate...

3 years ago

Rob left a comment in the discussion Dropbox download of keras TF H5 files in python?

HI Michael and Varad,

3 years ago

Rob left a comment in the discussion Dropbox download of keras TF H5 files in python?

While not a solution for working with H5 files, I have found a way by to work with external keras...

3 years ago

Rob left a comment in the discussion Dropbox download of keras TF H5 files in python?

Did you ever find a way to do this? I'd also like to import a trained H5 model into QC.

3 years ago

Rob left a comment in the discussion Help with Heikin Ashi Bollinger Bands

Hi Varad,

3 years ago