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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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Crawling Asparagus Panda

165.749Net Profit

75.352PSR

2.792Sharpe Ratio

1.271Alpha

0.938Beta

124.143CAR

37Drawdown

0Loss Rate

6Parameters

0Security Types

2.802Sortino Ratio

305Tradeable Dates

1Trades

1.811Treynor Ratio

0Win Rate

Alert Orange Bat

10Parameters

0Security Types

228Tradeable Dates


Community

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Rory started the discussion Get Highest Momentum Indicator

QC Team and Community

4 years ago

Rory started the discussion Why do I see no Sell Orders?

Why does this algo not initiate sell orders from this code?

5 years ago

Rory started the discussion Get price of multiple symbols in OnData and compare each symbol's price to each symbol's indicator value

I need some help handling multiple symbols for my strategy.  My goal is to buy multiple securities...

5 years ago

Rory left a comment in the discussion Get price of multiple symbols in OnData and compare each symbol's price to each symbol's indicator value

Hi Alexandre,

5 years ago

Crawling Asparagus Panda

165.749Net Profit

75.352PSR

2.792Sharpe Ratio

1.271Alpha

0.938Beta

124.143CAR

37Drawdown

0Loss Rate

6Parameters

0Security Types

2.802Sortino Ratio

305Tradeable Dates

1Trades

1.811Treynor Ratio

0Win Rate

Alert Orange Bat

10Parameters

0Security Types

228Tradeable Dates

Rory started the discussion Get Highest Momentum Indicator

QC Team and Community

4 years ago

Rory started the discussion Why do I see no Sell Orders?

Why does this algo not initiate sell orders from this code?

5 years ago

Rory started the discussion Get price of multiple symbols in OnData and compare each symbol's price to each symbol's indicator value

I need some help handling multiple symbols for my strategy.  My goal is to buy multiple securities...

5 years ago

Rory left a comment in the discussion Get price of multiple symbols in OnData and compare each symbol's price to each symbol's indicator value

Hi Alexandre,

5 years ago