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Biography

Majoring in CSE: Computer Science and Minor in MGT: Business Analytics 3rd year @ UCSD. As a Quant Algorithmic Trader with Triton Quantitative Trading (TQT) and a Fintech Software Engineer at LPL Financial, a Fortune 500 company, I’m dedicated to empowering others by making complex financial theories practical and accessible. At UCSD, I host frequent seminars as a student teacher on topics like risk management, machine learning, options trading, hedging strategies, and data structures in trading. Some of my achievements include: 1st place in QuantConnect’s Open Quant League and Becoming the first-ever recipient of The Ruo Gu “Billy” Li Scholarship, awarded for excellence in extracurricular contributions.

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 (15)

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CustomDataHandling

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

10Parameters

0Security Types

2Tradeable Dates

1Trades

0Treynor Ratio

0Win Rate

CustomDataHandling

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

9Parameters

0Security Types

3Tradeable Dates

1Trades

0Treynor Ratio

0Win Rate

RangeboundExample

10.113Net Profit

90.945PSR

5.552Sharpe Ratio

0.981Alpha

-0.032Beta

158.386CAR

6.5Drawdown

0Loss Rate

0Parameters

0Security Types

32Tradeable Dates

7588Trades

-30.198Treynor Ratio

0Win Rate

RangeboundTrading

9.839Net Profit

96.766PSR

7.783Sharpe Ratio

0.587Alpha

0.367Beta

115.16CAR

2.6Drawdown

0Loss Rate

0Parameters

0Security Types

39Tradeable Dates

528Trades

1.897Treynor Ratio

0Win Rate

HedgingAgainstInverseBreakout

1.232Net Profit

63.338PSR

0.325Sharpe Ratio

0.002Alpha

0Beta

1.23CAR

0.6Drawdown

0Loss Rate

0Parameters

0Security Types

311Tradeable Dates

489Trades

-7.242Treynor Ratio

0Win Rate


Community

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CustomDataHandling

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

10Parameters

0Security Types

2Tradeable Dates

1Trades

0Treynor Ratio

0Win Rate

CustomDataHandling

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

9Parameters

0Security Types

3Tradeable Dates

1Trades

0Treynor Ratio

0Win Rate

RangeboundExample

10.113Net Profit

90.945PSR

5.552Sharpe Ratio

0.981Alpha

-0.032Beta

158.386CAR

6.5Drawdown

0Loss Rate

0Parameters

0Security Types

32Tradeable Dates

7588Trades

-30.198Treynor Ratio

0Win Rate

RangeboundTrading

9.839Net Profit

96.766PSR

7.783Sharpe Ratio

0.587Alpha

0.367Beta

115.16CAR

2.6Drawdown

0Loss Rate

0Parameters

0Security Types

39Tradeable Dates

528Trades

1.897Treynor Ratio

0Win Rate

HedgingAgainstInverseBreakout

1.232Net Profit

63.338PSR

0.325Sharpe Ratio

0.002Alpha

0Beta

1.23CAR

0.6Drawdown

0Loss Rate

0Parameters

0Security Types

311Tradeable Dates

489Trades

-7.242Treynor Ratio

0Win Rate

Jobib parallel threading

21.262Net Profit

32.825PSR

0.657Sharpe Ratio

0.024Alpha

0.967Beta

21.219CAR

28.7Drawdown

0Loss Rate

0Parameters

0Security Types

253Tradeable Dates

1Trades

0.186Treynor Ratio

0Win Rate

Trailing Stop Loss From Tutorial

39.671Net Profit

38.5PSR

0.689Sharpe Ratio

0.046Alpha

0.199Beta

11.774CAR

14.2Drawdown

-3.11Loss Rate

0Parameters

0Security Types

756Tradeable Dates

32Trades

0.328Treynor Ratio

4.43Win Rate

HedgingPipsAndLots+BB

0.135Net Profit

18.274PSR

-6.753Sharpe Ratio

-0.055Alpha

0.008Beta

0.17CAR

0.7Drawdown

0Loss Rate

0Parameters

0Security Types

247Tradeable Dates

714Trades

-6.369Treynor Ratio

0Win Rate

2StrategiesWithSeparatePortfolioAllocation

9.305Net Profit

28.112PSR

0.484Sharpe Ratio

-0.013Alpha

0.501Beta

9.287CAR

18.4Drawdown

-0.06Loss Rate

0Parameters

0Security Types

253Tradeable Dates

96Trades

0.135Treynor Ratio

0.03Win Rate

Two TimeFrames in One Algorithm

2.017Net Profit

16.582PSR

0.189Sharpe Ratio

0.201Alpha

-0.863Beta

2.013CAR

35.4Drawdown

-0.38Loss Rate

0Parameters

0Security Types

253Tradeable Dates

1715Trades

-0.071Treynor Ratio

0.42Win Rate

Butterfly Spreads at E[X] and +-std()

-0.215Net Profit

0PSR

-13.563Sharpe Ratio

-0.014Alpha

0Beta

-0.288CAR

0.2Drawdown

-0.05Loss Rate

0Parameters

0Security Types

188Tradeable Dates

297Trades

50.041Treynor Ratio

0.08Win Rate

Short Straddles Strategy For Early 2025

20.969Net Profit

77.543PSR

0.513Sharpe Ratio

-0.034Alpha

0.438Beta

11.545CAR

5.6Drawdown

-0.68Loss Rate

0Parameters

0Security Types

437Tradeable Dates

4Trades

0.061Treynor Ratio

0Win Rate

Trailing stop loss on leaps

419.522Net Profit

42.852PSR

1.209Sharpe Ratio

0.578Alpha

1.98Beta

73.108CAR

86Drawdown

-45.61Loss Rate

0Parameters

0Security Types

756Tradeable Dates

5Trades

0.387Treynor Ratio

1627.5Win Rate

MarketFilteringFinviz

-26.629Net Profit

3.739PSR

0.211Sharpe Ratio

-0.02Alpha

2.05Beta

-7.907CAR

85.4Drawdown

7.39Loss Rate

0Parameters

0Security Types

943Tradeable Dates

2723Trades

0.067Treynor Ratio

-35.75Win Rate

Buy_$SPY_After_-1%_Dip

-4.695Net Profit

7.465PSR

-0.357Sharpe Ratio

0.028Alpha

0.551Beta

-4.711CAR

13.7Drawdown

0Loss Rate

0Parameters

0Security Types

251Tradeable Dates

129Trades

-0.08Treynor Ratio

0Win Rate

Open Quant League

The Open-Quant League is a quarterly competition between universities and investment clubs for the best-performing strategy. The previous quarter's code is open-sourced, and competitors must adapt to survive.

Get this certificate by participating in our Open Quant League

QuantConnect Boot Camp

QuantConnect Boot Camp is a comprehensive educational program designed to help individuals learn algorithmic trading and quantitative finance using the QuantConnect platform.

Get this certificate by completing QuantConnect Boot Camp Courses

Open Quant League

The Open-Quant League is a quarterly competition between universities and investment clubs for the best-performing strategy. The previous quarter's code is open-sourced, and competitors must adapt to survive.

Get this certificate by participating in our Open Quant League

Open Quant League

The Open-Quant League is a quarterly competition between universities and investment clubs for the best-performing strategy. The previous quarter's code is open-sourced, and competitors must adapt to survive.

Get this certificate by participating in our Open Quant League