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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.


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Ryan started the discussion Magnitude specification for Insights

How would I represent an Insight magnitude for an event like a 1% price drop with a 1wk expiration?

4 years ago

Ryan started the discussion Alpha Score vs Performance

I've noticed that some algorithms perform well on a backtest "Strategy Equity" metric but poorly in...

4 years ago

Ryan started the discussion Insight duration vs market trends

In a LEAN QCAlgorithm, I can request a trade and emit an Insight with either self.SetHoldings() or...

4 years ago

Ryan started the discussion Computational costs for frequent historical data access

For a simple strategy which trades based on RSI, there are a couple ways to set this up.

4 years ago

Ryan started the discussion Feedback request for lean algorithm starter with scheduled insights

I'd like to get some feedback on this early starter.

4 years ago

Ryan started the discussion Magnitude specification for Insights

How would I represent an Insight magnitude for an event like a 1% price drop with a 1wk expiration?

4 years ago

Ryan started the discussion Alpha Score vs Performance

I've noticed that some algorithms perform well on a backtest "Strategy Equity" metric but poorly in...

4 years ago

Ryan started the discussion Insight duration vs market trends

In a LEAN QCAlgorithm, I can request a trade and emit an Insight with either self.SetHoldings() or...

4 years ago

Ryan started the discussion Computational costs for frequent historical data access

For a simple strategy which trades based on RSI, there are a couple ways to set this up.

4 years ago

Ryan started the discussion Feedback request for lean algorithm starter with scheduled insights

I'd like to get some feedback on this early starter.

4 years ago

Ryan started the discussion Any chance of GPU-acceleration support in the near-term?

I've been experimenting with a few neural network heavy algorithms. With the equity selection...

4 years ago

Ryan started the discussion Inisght count vs order count

I've ran into a backtesting error message: "You have exceeded the maximum number of orders (10000),...

4 years ago

Ryan started the discussion Requesting Fundamentals data on ETF securities

I'd like to access Fundamental data for the LiquidETFUniverse symbols.

4 years ago

Ryan started the discussion Transferring prizes after winning Alpha Competitions

I took 3rd place in the Quant League: Alpha Competition for week's 11, 12, and 13.

4 years ago

Ryan left a comment in the discussion Transferring prizes after winning Alpha Competitions

Awesome, thanks Jared!

4 years ago

Ryan left a comment in the discussion Insight duration vs market trends

Initially, I was approaching the alpha design from a more event-driven price-focused mindset....

4 years ago

Ryan left a comment in the discussion Inisght count vs order count

This was another test using an equal weighting portfolio selection for 2 symbols. On the first...

4 years ago

Ryan left a comment in the discussion Inisght count vs order count

Ah, that must be it. It would be nice if there were a way to see something like this, to more or...

4 years ago

Ryan started the discussion Is it possible to backtest within a notebook? What's the best approach for debugging / testing strategies prior to backtesting?

Is it possible to perform backtesting in a notebook environment (or local linux env) for...

5 years ago

Ryan left a comment in the discussion Is it possible to backtest within a notebook? What's the best approach for debugging / testing strategies prior to backtesting?

Got it. I think with a little bit of abstraction, I could experiment in a local Backtrader...

5 years ago