cover
  • Profile
  • Backtests
  • Community

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)

View More
OOS_2017_YieldAnomaly

171.325Net Profit

42.753PSR

1Sharpe Ratio

0.122Alpha

0.195Beta

19.567CAR

21.3Drawdown

-3.43Loss Rate

0Parameters

0Security Types

1.289Sortino Ratio

2039Tradeable Dates

34Trades

0.734Treynor Ratio

16.51Win Rate


Community

View More

Santa24 left a comment in the discussion Rage Against the Regimes: The Illusion of Market-Specific Strategies

Francesco Baldisserri : I do not think there is much switching happening, ,and regime prediction is...

1 years ago

Santa24 left a comment in the discussion Rage Against the Regimes: The Illusion of Market-Specific Strategies

Are there some insights or recommendations from the QC Staff or professional traders with track...

1 years ago

Santa24 left a comment in the discussion Crypto Coarse Universe Selection is now Available

I think universe selection per se is only on daily basis and triggered once per day, same as the...

1 years ago

Santa24 started the discussion Binance demands IPs for API connection after 90 days

Our live algo stopped working, because Binance blocks the API keys after 90 days if you do not...

2 years ago

Santa24 started the discussion Lean CLI how to get rolling statistics after lean cloud backtest

When running a cloud backtest is there a way to access the rolling statistics results? So far I am...

2 years ago

OOS_2017_YieldAnomaly

171.325Net Profit

42.753PSR

1Sharpe Ratio

0.122Alpha

0.195Beta

19.567CAR

21.3Drawdown

-3.43Loss Rate

0Parameters

0Security Types

1.289Sortino Ratio

2039Tradeable Dates

34Trades

0.734Treynor Ratio

16.51Win Rate

Santa24 left a comment in the discussion Rage Against the Regimes: The Illusion of Market-Specific Strategies

Francesco Baldisserri : I do not think there is much switching happening, ,and regime prediction is...

1 years ago

Santa24 left a comment in the discussion Rage Against the Regimes: The Illusion of Market-Specific Strategies

Are there some insights or recommendations from the QC Staff or professional traders with track...

1 years ago

Santa24 left a comment in the discussion Crypto Coarse Universe Selection is now Available

I think universe selection per se is only on daily basis and triggered once per day, same as the...

1 years ago

Santa24 started the discussion Binance demands IPs for API connection after 90 days

Our live algo stopped working, because Binance blocks the API keys after 90 days if you do not...

2 years ago

Santa24 started the discussion Lean CLI how to get rolling statistics after lean cloud backtest

When running a cloud backtest is there a way to access the rolling statistics results? So far I am...

2 years ago

Santa24 started the discussion Sharing: scheduled trading with minute data notes

I recently had issues in Live trading a project, that worked perfectly in backtesting. 

2 years ago

Santa24 started the discussion Smart approach to ensemble uncorrellated sub-algorithms by weighting

Assume we construct a project that ensembles several rather uncorelated strategies. Each...

2 years ago

Santa24 left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy

As mentioned before, I propsed the following two changes:

2 years ago

Santa24 left a comment in the discussion Consumer Price Index Strategy

Derek Melchin sounds great. Does the Dropbox file also update with new data so it could be live...

2 years ago

Santa24 left a comment in the discussion Consumer Price Index Strategy

Hi Derek Melchin cool, is this data being updated or will you integrate this into QC soon? Before...

2 years ago

Santa24 started the discussion Binance Live exchange environment is under maintenance...

Hi all,

3 years ago

Santa24 started the discussion Where to signup for the local GUI private beta

Hey all,

3 years ago

Santa24 started the discussion Manual History Warmup from Alpha Class with Consolidator

I would like to dynamically add/remove securities after universe selection in an Alpha Class while...

3 years ago