cover
  • Profile
  • Backtests
  • Community

Biography

Software engineer with an interest in long term quant investing strategies.

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 (2)

View More
Dancing Magenta kitten

-102.939Net Profit

0.424PSR

-0.303Sharpe Ratio

-0.37Alpha

1.34Beta

0CAR

100Drawdown

-0.06Loss Rate

0Parameters

1Security Types

101.682Sortino Ratio

0Tradeable Dates

2067Trades

-0.158Treynor Ratio

0.12Win Rate

Swimming Blue Mule

6.693Net Profit

25.396PSR

0.372Sharpe Ratio

-0.075Alpha

0.846Beta

6.175CAR

34.5Drawdown

37Loss Rate

0Parameters

1Security Types

0.0236Sortino Ratio

0Tradeable Dates

599Trades

0.128Treynor Ratio

63Win Rate


Community

View More

Sunil started the discussion How do risk models work?

I can't get risk models to close out all positions as I would expect. I hope someone here can help...

2 years ago

Sunil left a comment in the discussion How do risk models work?

Thanks for the suggestion Varad, I did implement my own based on the existing implementation to...

2 years ago

Sunil started the discussion Python memory leak help

I'm writing my algorithm in python, and my algorithm doesn't complete a run when I execute it over...

3 years ago

Sunil started the discussion How do I debug my backtest?

Hello,

3 years ago

Sunil started the discussion Attempting buy-and-hold with EqualWeightingPortfolioConstructionModel

I'm attempting to implement a buy-and-hold strategy, but my algorithm never appears to hold. It...

3 years ago

Dancing Magenta kitten

-102.939Net Profit

0.424PSR

-0.303Sharpe Ratio

-0.37Alpha

1.34Beta

0CAR

100Drawdown

-0.06Loss Rate

0Parameters

1Security Types

101.682Sortino Ratio

0Tradeable Dates

2067Trades

-0.158Treynor Ratio

0.12Win Rate

Swimming Blue Mule

6.693Net Profit

25.396PSR

0.372Sharpe Ratio

-0.075Alpha

0.846Beta

6.175CAR

34.5Drawdown

37Loss Rate

0Parameters

1Security Types

0.0236Sortino Ratio

0Tradeable Dates

599Trades

0.128Treynor Ratio

63Win Rate

Sunil started the discussion How do risk models work?

I can't get risk models to close out all positions as I would expect. I hope someone here can help...

2 years ago

Sunil left a comment in the discussion How do risk models work?

Thanks for the suggestion Varad, I did implement my own based on the existing implementation to...

2 years ago

Sunil started the discussion Python memory leak help

I'm writing my algorithm in python, and my algorithm doesn't complete a run when I execute it over...

3 years ago

Sunil started the discussion How do I debug my backtest?

Hello,

3 years ago

Sunil started the discussion Attempting buy-and-hold with EqualWeightingPortfolioConstructionModel

I'm attempting to implement a buy-and-hold strategy, but my algorithm never appears to hold. It...

3 years ago

Sunil started the discussion How to get the current ticker for a symbol

I created a notebook to illustrate a problem showing symbol names. CHV and CVX refer to the same...

3 years ago

Sunil left a comment in the discussion How to get the current ticker for a symbol

Hello Alexandre Catarino 

3 years ago

Sunil left a comment in the discussion How to get the current ticker for a symbol

Alexandre Catarino I really appreciate your attempts at helping me. There are things in your code...

3 years ago

Sunil left a comment in the discussion How to get the current ticker for a symbol

Hi David,

3 years ago

Sunil left a comment in the discussion How to get the current ticker for a symbol

Hello Alexandre Catarino 

3 years ago

Sunil left a comment in the discussion How to get the current ticker for a symbol

I understand how to get symbols present in the history. Please look again at my example again. I...

3 years ago

Sunil started the discussion Data not accessible in ScheduledUniverseSelectionModel

I'm trying to implement my first algorithm, so please bear with me :)

5 years ago