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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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Emotional Yellow Caterpillar

21.77Net Profit

0.196Sharpe Ratio

-0.011Alpha

0.524Beta

2.19CAR

38.6Drawdown

53Loss Rate

1Security Types

0.11922162129477Sortino Ratio

2289Tradeable Dates

172Trades

0.053Treynor Ratio

47Win Rate


Community

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Rob started the discussion MACD History / Rolling Window

Hello,

7 years ago

Rob started the discussion Issues with the SetHoldings Mechanism

Hi Everyone, 

7 years ago

Emotional Yellow Caterpillar

21.77Net Profit

0.196Sharpe Ratio

-0.011Alpha

0.524Beta

2.19CAR

38.6Drawdown

53Loss Rate

1Security Types

0.11922162129477Sortino Ratio

2289Tradeable Dates

172Trades

0.053Treynor Ratio

47Win Rate

Rob started the discussion MACD History / Rolling Window

Hello,

7 years ago

Rob started the discussion Issues with the SetHoldings Mechanism

Hi Everyone, 

7 years ago