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Biography

Hey! My name is Thomas and I am a Junior Majoring in Financial Mathematics at DePaul University. I am Captain of the Quant Team @ DePaul Investment Group.

Activity on QuantConnect

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Public Backtests (2)

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DeQ = 5, STD(60) = -1

-1.153Net Profit

3.81PSR

-4.945Sharpe Ratio

-0.073Alpha

0.013Beta

-2.288CAR

1.7Drawdown

-0.11Loss Rate

0Parameters

0Security Types

0Tradeable Dates

136Trades

-5.523Treynor Ratio

0.1Win Rate

Emotional Tan Cobra

173.01Net Profit

6.92PSR

0.493Sharpe Ratio

0.004Alpha

0.788Beta

10.566CAR

33.6Drawdown

-4.29Loss Rate

0Parameters

0Security Types

2516Tradeable Dates

16Trades

0.081Treynor Ratio

20.55Win Rate


Community

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Thomas started the discussion When will the InteractiveBrokersBrokerageModel support Crypto?

I am working on a simple crypto algorithm that works, but the backtest results do not incorporate...

10 days ago

Thomas left a comment in the discussion When will the InteractiveBrokersBrokerageModel support Crypto?

The AI did anwser my question in regards to solving the algo. I am still interested to know if or...

10 days ago

Thomas started the discussion Runtime Error (No option type exists)

Hello,

21 days ago

Thomas started the discussion Security in universe returns options not equities

Hello,

21 days ago

DeQ = 5, STD(60) = -1

-1.153Net Profit

3.81PSR

-4.945Sharpe Ratio

-0.073Alpha

0.013Beta

-2.288CAR

1.7Drawdown

-0.11Loss Rate

0Parameters

0Security Types

0Tradeable Dates

136Trades

-5.523Treynor Ratio

0.1Win Rate

Emotional Tan Cobra

173.01Net Profit

6.92PSR

0.493Sharpe Ratio

0.004Alpha

0.788Beta

10.566CAR

33.6Drawdown

-4.29Loss Rate

0Parameters

0Security Types

2516Tradeable Dates

16Trades

0.081Treynor Ratio

20.55Win Rate

Thomas started the discussion When will the InteractiveBrokersBrokerageModel support Crypto?

I am working on a simple crypto algorithm that works, but the backtest results do not incorporate...

10 days ago

Thomas left a comment in the discussion When will the InteractiveBrokersBrokerageModel support Crypto?

The AI did anwser my question in regards to solving the algo. I am still interested to know if or...

10 days ago

Thomas started the discussion Runtime Error (No option type exists)

Hello,

21 days ago

Thomas started the discussion Security in universe returns options not equities

Hello,

21 days ago