cover
  • Profile
  • Backtests
  • Community

Biography

Passionate about statistics, trading, and programming. Earlier worked as part time Research Consultant at WorldQuant, LLC.

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
Creative Fluorescent Yellow Butterfly

843.029Net Profit

97.495PSR

2.053Sharpe Ratio

0.439Alpha

-0.08Beta

50.362CAR

14.9Drawdown

-1.66Loss Rate

20Parameters

0Security Types

3.316Sortino Ratio

0Tradeable Dates

231Trades

-5.339Treynor Ratio

4.69Win Rate

Calm Apricot Cormorant

777.418Net Profit

95.192PSR

1.921Sharpe Ratio

0.427Alpha

0.427Beta

48.521CAR

17.3Drawdown

-1.95Loss Rate

16Parameters

1Security Types

3.014Sortino Ratio

0Tradeable Dates

229Trades

-4.975Treynor Ratio

4.8Win Rate


Community

View More
Creative Fluorescent Yellow Butterfly

843.029Net Profit

97.495PSR

2.053Sharpe Ratio

0.439Alpha

-0.08Beta

50.362CAR

14.9Drawdown

-1.66Loss Rate

20Parameters

0Security Types

3.316Sortino Ratio

0Tradeable Dates

231Trades

-5.339Treynor Ratio

4.69Win Rate

Calm Apricot Cormorant

777.418Net Profit

95.192PSR

1.921Sharpe Ratio

0.427Alpha

0.427Beta

48.521CAR

17.3Drawdown

-1.95Loss Rate

16Parameters

1Security Types

3.014Sortino Ratio

0Tradeable Dates

229Trades

-4.975Treynor Ratio

4.8Win Rate