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 (10)

View More
Ugly Red-Orange Armadillo

362.002Net Profit

90.109PSR

1.4Sharpe Ratio

0.069Alpha

0.397Beta

15.232CAR

10.5Drawdown

-0.18Loss Rate

696Parameters

2Security Types

2.019Sortino Ratio

3942Tradeable Dates

1019Trades

0.267Treynor Ratio

0.39Win Rate

Calculating Yellow-Green Goshawk

2542.849Net Profit

98.061PSR

1.662Sharpe Ratio

0.233Alpha

0.216Beta

36.572CAR

16.3Drawdown

-0.09Loss Rate

497Parameters

2Security Types

2.846Sortino Ratio

3836Tradeable Dates

16110Trades

1.179Treynor Ratio

0.15Win Rate

Retrospective Asparagus Mosquito

2993.856Net Profit

99.618PSR

1.846Sharpe Ratio

0.236Alpha

0.331Beta

39.243CAR

14.3Drawdown

-0.09Loss Rate

499Parameters

2Security Types

3.521Sortino Ratio

3784Tradeable Dates

14353Trades

0.815Treynor Ratio

0.15Win Rate

Upgraded Red-Orange Gull

11295.206Net Profit

99.962PSR

2.132Sharpe Ratio

0.36Alpha

0.425Beta

60.365CAR

17.4Drawdown

-0.18Loss Rate

589Parameters

2Security Types

4.502Sortino Ratio

3662Tradeable Dates

8390Trades

0.966Treynor Ratio

0.22Win Rate

Calm Violet kitten

961.64Net Profit

99.25PSR

1.724Sharpe Ratio

0.14Alpha

0.174Beta

18.908CAR

13.8Drawdown

-0.03Loss Rate

10Parameters

2Security Types

2.82Sortino Ratio

4979Tradeable Dates

8491Trades

0.907Treynor Ratio

0.09Win Rate


Community

View More

sudhir left a comment in the discussion Support for Multiple Accounts at Interactive Brokers

Thanks for the response Jared. Emilio did update me about this option as well. Not sure it does...

4 years ago

sudhir left a comment in the discussion Support for Multiple Accounts at Interactive Brokers

Serge, Jared,

4 years ago

Ugly Red-Orange Armadillo

362.002Net Profit

90.109PSR

1.4Sharpe Ratio

0.069Alpha

0.397Beta

15.232CAR

10.5Drawdown

-0.18Loss Rate

696Parameters

2Security Types

2.019Sortino Ratio

3942Tradeable Dates

1019Trades

0.267Treynor Ratio

0.39Win Rate

Calculating Yellow-Green Goshawk

2542.849Net Profit

98.061PSR

1.662Sharpe Ratio

0.233Alpha

0.216Beta

36.572CAR

16.3Drawdown

-0.09Loss Rate

497Parameters

2Security Types

2.846Sortino Ratio

3836Tradeable Dates

16110Trades

1.179Treynor Ratio

0.15Win Rate

Retrospective Asparagus Mosquito

2993.856Net Profit

99.618PSR

1.846Sharpe Ratio

0.236Alpha

0.331Beta

39.243CAR

14.3Drawdown

-0.09Loss Rate

499Parameters

2Security Types

3.521Sortino Ratio

3784Tradeable Dates

14353Trades

0.815Treynor Ratio

0.15Win Rate

Upgraded Red-Orange Gull

11295.206Net Profit

99.962PSR

2.132Sharpe Ratio

0.36Alpha

0.425Beta

60.365CAR

17.4Drawdown

-0.18Loss Rate

589Parameters

2Security Types

4.502Sortino Ratio

3662Tradeable Dates

8390Trades

0.966Treynor Ratio

0.22Win Rate

Calm Violet kitten

961.64Net Profit

99.25PSR

1.724Sharpe Ratio

0.14Alpha

0.174Beta

18.908CAR

13.8Drawdown

-0.03Loss Rate

10Parameters

2Security Types

2.82Sortino Ratio

4979Tradeable Dates

8491Trades

0.907Treynor Ratio

0.09Win Rate

Crying Tan Dolphin

1489.861Net Profit

63.152PSR

1.239Sharpe Ratio

0.187Alpha

0.636Beta

30.004CAR

23.7Drawdown

-0.27Loss Rate

25Parameters

2Security Types

1.673Sortino Ratio

3849Tradeable Dates

3780Trades

0.427Treynor Ratio

0.26Win Rate

Dancing Red-Orange Penguin

802.287Net Profit

82.927PSR

1.327Sharpe Ratio

0.12Alpha

0.288Beta

17.633CAR

13.6Drawdown

-0.13Loss Rate

31Parameters

2Security Types

2.037Sortino Ratio

4944Tradeable Dates

4283Trades

0.522Treynor Ratio

0.2Win Rate

Fat Orange Dolphin

875.66Net Profit

74.33PSR

1.206Sharpe Ratio

0.101Alpha

0.255Beta

14.775CAR

20Drawdown

-0.29Loss Rate

25Parameters

2Security Types

1.979Sortino Ratio

6036Tradeable Dates

1570Trades

0.496Treynor Ratio

0.4Win Rate

Formal Violet Sheep

8033.822Net Profit

99.864PSR

2.205Sharpe Ratio

0.384Alpha

0.341Beta

50.429CAR

23.6Drawdown

23Loss Rate

86Parameters

2Security Types

0.8156Sortino Ratio

3932Tradeable Dates

493Trades

1.249Treynor Ratio

77Win Rate

Upgraded Tan Mule

9345.241Net Profit

99.829PSR

2.212Sharpe Ratio

0.481Alpha

-0.126Beta

55.124CAR

20.2Drawdown

26Loss Rate

104Parameters

2Security Types

0.7287Sortino Ratio

3781Tradeable Dates

492Trades

-3.697Treynor Ratio

74Win Rate

sudhir left a comment in the discussion Support for Multiple Accounts at Interactive Brokers

Thanks for the response Jared. Emilio did update me about this option as well. Not sure it does...

4 years ago

sudhir left a comment in the discussion Support for Multiple Accounts at Interactive Brokers

Serge, Jared,

4 years ago