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Biography

https://www.quantopian.com/users/54c2c512f11c82993000000d

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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Swimming Brown Cormorant

185.438Net Profit

2.8Sharpe Ratio

0.841Alpha

0.236Beta

230.802CAR

16Drawdown

35Loss Rate

1Security Types

-0.3495769397455Sortino Ratio

320Tradeable Dates

710Trades

3.679Treynor Ratio

65Win Rate

Dancing Violet Koala

133.095Net Profit

1.213Sharpe Ratio

0.089Alpha

-0.004Beta

9.071CAR

8.5Drawdown

48Loss Rate

1Security Types

0.011130127368076Sortino Ratio

2453Tradeable Dates

7224Trades

-22.726Treynor Ratio

52Win Rate


Community

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Rob left a comment in the discussion Do I get email notification if there is Runtime error while my script is running live?

Thanks Jared, I'll keep close tabs on it, although it appears to be related to an IB related system...

5 years ago

Rob left a comment in the discussion Do I get email notification if there is Runtime error while my script is running live?

Does the runtime crash notication still work? I've had several runtime crashes lately and have...

5 years ago

Rob left a comment in the discussion [Update] Python Library Support

That worked great - thanks!

6 years ago

Rob left a comment in the discussion [Update] Python Library Support

Is there a list of the python libraries that are supported and the version #'s?

6 years ago

Rob left a comment in the discussion Mute IB warnings in log file

Excellent - thanks! This should help consdierably as 90%+ of the logs were these IB disconnect...

6 years ago

Swimming Brown Cormorant

185.438Net Profit

2.8Sharpe Ratio

0.841Alpha

0.236Beta

230.802CAR

16Drawdown

35Loss Rate

1Security Types

-0.3495769397455Sortino Ratio

320Tradeable Dates

710Trades

3.679Treynor Ratio

65Win Rate

Dancing Violet Koala

133.095Net Profit

1.213Sharpe Ratio

0.089Alpha

-0.004Beta

9.071CAR

8.5Drawdown

48Loss Rate

1Security Types

0.011130127368076Sortino Ratio

2453Tradeable Dates

7224Trades

-22.726Treynor Ratio

52Win Rate

Rob left a comment in the discussion Do I get email notification if there is Runtime error while my script is running live?

Thanks Jared, I'll keep close tabs on it, although it appears to be related to an IB related system...

5 years ago

Rob left a comment in the discussion Do I get email notification if there is Runtime error while my script is running live?

Does the runtime crash notication still work? I've had several runtime crashes lately and have...

5 years ago

Rob left a comment in the discussion [Update] Python Library Support

That worked great - thanks!

6 years ago

Rob left a comment in the discussion [Update] Python Library Support

Is there a list of the python libraries that are supported and the version #'s?

6 years ago

Rob left a comment in the discussion Mute IB warnings in log file

Excellent - thanks! This should help consdierably as 90%+ of the logs were these IB disconnect...

6 years ago

Rob started the discussion Mute IB warnings in log file

The log files fill up with many IB warning messages such as: "Brokerage Warning: Connectivity...

7 years ago

Rob left a comment in the discussion Mute IB warnings in log file

I do see the shortcuts now (thanks), but unfortunately that is not the issue. Once everything is...

7 years ago