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
TOP2MOMENTUM/Long/hedge/1m_2100%levered

2143.301Net Profit

60.44PSR

1.306Sharpe Ratio

0.364Alpha

1.555Beta

68.742CAR

56.1Drawdown

44Loss Rate

0Parameters

1Security Types

1.395Sortino Ratio

1495Tradeable Dates

4708Trades

0.343Treynor Ratio

56Win Rate


Community

View More

Stephan started the discussion Dollar Cost Averaging with IB

Can you dollar cost average an algo in IB simply by scheduled deposit into IB? Having to restart...

1 months ago

Stephan started the discussion Why can't papertrade deploy to IB?

Runtime Error: Algorithm took longer than 10 minutes on a single time loop. CurrentTimeStepElapsed:...

1 months ago

Stephan left a comment in the discussion Dollar Cost Averaging with IB

yeah I'm not so sure about this nice AI lady. Is there a human QC rep that knows the answer. I...

1 months ago

Stephan started the discussion Out of Sample Picklist

HI QC,

7 months ago

Stephan left a comment in the discussion Out of Sample Picklist

I think you're sourcing old thread info. I don't believe you're correct. please involve a human rep.

7 months ago

TOP2MOMENTUM/Long/hedge/1m_2100%levered

2143.301Net Profit

60.44PSR

1.306Sharpe Ratio

0.364Alpha

1.555Beta

68.742CAR

56.1Drawdown

44Loss Rate

0Parameters

1Security Types

1.395Sortino Ratio

1495Tradeable Dates

4708Trades

0.343Treynor Ratio

56Win Rate

Stephan started the discussion Dollar Cost Averaging with IB

Can you dollar cost average an algo in IB simply by scheduled deposit into IB? Having to restart...

1 months ago

Stephan started the discussion Why can't papertrade deploy to IB?

Runtime Error: Algorithm took longer than 10 minutes on a single time loop. CurrentTimeStepElapsed:...

1 months ago

Stephan left a comment in the discussion Dollar Cost Averaging with IB

yeah I'm not so sure about this nice AI lady. Is there a human QC rep that knows the answer. I...

1 months ago

Stephan started the discussion Out of Sample Picklist

HI QC,

7 months ago

Stephan left a comment in the discussion Out of Sample Picklist

I think you're sourcing old thread info. I don't believe you're correct. please involve a human rep.

7 months ago

Stephan left a comment in the discussion Out of Sample Picklist

My UI shows 60 a month not 20.

7 months ago

Stephan left a comment in the discussion Out of Sample Picklist

this is what I see.

7 months ago

Stephan left a comment in the discussion Out of Sample Picklist

so that's what I'm talking about - I tried to start a live account and it seemed the cheapest I...

7 months ago

Stephan started the discussion Summing EarningsReports.FileDate with timedelta doesn't work anymore

This used to work.What's the python workaround?Thanks

10 months ago

Stephan left a comment in the discussion Summing EarningsReports.FileDate with timedelta doesn't work anymore

thanks Ashutosh that did it! Funny now running same historical back tests with different results....

10 months ago

Stephan started the discussion BacktestingBrokerage Runtime Error

starting to get back into an options strategy that I had. It started returning this I think a...

1 years ago

Stephan started the discussion Trade Custom Data

I have a pick list in Azure table storage of [symbol, weight, date]. Can I access it on...

2 years ago

Stephan started the discussion My FB got hacked and so my oath login account won't let me access

About a year ago My Facebook account got hacked and they took over the account. I hadn't been in QC...

2 years ago

Stephan started the discussion IBKR auth when deploying live

I don't believe I got this experience when deploying to IBKR backtester.I'm getting text...

2 years ago