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Biography

Developer Advocate at QuantConnect.

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 (3)

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Adaptable Blue Wolf

5.687Net Profit

38.727PSR

0.723Sharpe Ratio

0.062Alpha

-0.033Beta

6.47CAR

7.6Drawdown

64Loss Rate

37Parameters

1Security Types

0.1036Sortino Ratio

224Tradeable Dates

1097Trades

-1.648Treynor Ratio

36Win Rate

Calm Fluorescent Yellow Seahorse

10.209Net Profit

57.623PSR

1.189Sharpe Ratio

0.104Alpha

-0.045Beta

11.649CAR

6Drawdown

59Loss Rate

37Parameters

1Security Types

0.1984Sortino Ratio

224Tradeable Dates

1107Trades

-2.055Treynor Ratio

41Win Rate

Swimming Magenta Owl

6.0598PSR

43Parameters

1Security Types

1463Tradeable Dates


Community

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Sherry submitted the research Measuring Hope vs. Fear in the S&P500 News

Abstract

This abstract discusses the measurement of hope and fear in news specifically about the S&P500 companies in early 2020. The research shows that hope and fear have been battling each other in the market, with hope ultimately prevailing. The abstract highlights a specific instance on March 8th where fear was dominant due to the collapse of oil prices and bond yields. The code used to create the chart is available on GitHub, and the research notebook explains the steps taken to plot the instances of fearful and hopeful words in the news. The data used is from QuantConnect's alternative data source, TiingoNews, which provides news articles linked to ticker symbols for trading strategy determination. The abstract encourages readers to draw their own findings from the data and modify the code for further research. It emphasizes the importance of optimism in challenging times and the belief that hope can overcome fear.

4 years ago

Sherry left a comment in the discussion Typo in Rolling Window boot camp comments?

Hi Maxine,

4 years ago

Sherry left a comment in the discussion Inspired by the series "From Research to Production" - Long-Short Moving Average Crossover (Manual Universe) + Research Notebook

Hi Emilio, 

4 years ago

Sherry left a comment in the discussion Boot Camp "Universe Selection" / "Building our Portfolio " Bug error

Hi Alfred,

4 years ago

Sherry left a comment in the discussion Boot Camp Liquid Universe selection error

Hi Alfred,

5 years ago

Adaptable Blue Wolf

5.687Net Profit

38.727PSR

0.723Sharpe Ratio

0.062Alpha

-0.033Beta

6.47CAR

7.6Drawdown

64Loss Rate

37Parameters

1Security Types

0.1036Sortino Ratio

224Tradeable Dates

1097Trades

-1.648Treynor Ratio

36Win Rate

Calm Fluorescent Yellow Seahorse

10.209Net Profit

57.623PSR

1.189Sharpe Ratio

0.104Alpha

-0.045Beta

11.649CAR

6Drawdown

59Loss Rate

37Parameters

1Security Types

0.1984Sortino Ratio

224Tradeable Dates

1107Trades

-2.055Treynor Ratio

41Win Rate

Swimming Magenta Owl

6.0598PSR

43Parameters

1Security Types

1463Tradeable Dates

Sherry submitted the research Measuring Hope vs. Fear in the S&P500 News

Abstract

This abstract discusses the measurement of hope and fear in news specifically about the S&P500 companies in early 2020. The research shows that hope and fear have been battling each other in the market, with hope ultimately prevailing. The abstract highlights a specific instance on March 8th where fear was dominant due to the collapse of oil prices and bond yields. The code used to create the chart is available on GitHub, and the research notebook explains the steps taken to plot the instances of fearful and hopeful words in the news. The data used is from QuantConnect's alternative data source, TiingoNews, which provides news articles linked to ticker symbols for trading strategy determination. The abstract encourages readers to draw their own findings from the data and modify the code for further research. It emphasizes the importance of optimism in challenging times and the belief that hope can overcome fear.

4 years ago

Sherry left a comment in the discussion Typo in Rolling Window boot camp comments?

Hi Maxine,

4 years ago

Sherry left a comment in the discussion Inspired by the series "From Research to Production" - Long-Short Moving Average Crossover (Manual Universe) + Research Notebook

Hi Emilio, 

4 years ago

Sherry left a comment in the discussion Boot Camp "Universe Selection" / "Building our Portfolio " Bug error

Hi Alfred,

4 years ago

Sherry left a comment in the discussion Boot Camp Liquid Universe selection error

Hi Alfred,

5 years ago

Sherry left a comment in the discussion Bootcamp "Using our Signal to Flip" not accepting solution

 

5 years ago

Sherry left a comment in the discussion Taking the Opening range and applying it to a future symbol- stuck

Hi Joshua,

5 years ago