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Biography

- Stay hungry. Stay foolish.

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)

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Alert Red Koala

197.674Net Profit

1.696Sharpe Ratio

1.755Alpha

2.266Beta

537.403CAR

44.2Drawdown

50Loss Rate

1Security Types

0.16439271924159Sortino Ratio

181Tradeable Dates

447Trades

0.841Treynor Ratio

50Win Rate


Community

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Thomas started the discussion CL & ZN (TY) data stops at Feb 19 2021?

Hi, I'm working on a futures algorithm and noticed that ZN (CBOT) and CL (NYMEX) data stop at...

3 years ago

Thomas started the discussion VWAP in python

Does anyone know how to get a VWAP indicator to work in a python algo?

6 years ago

Thomas left a comment in the discussion Strategy Optimization

James Candan, I'm kind of new to QuantConnect, but as far as I can tell, it's not too hard...

7 years ago

Thomas left a comment in the discussion Strategy Optimization

Any progress on running parallel backtest in the cloud?

7 years ago

Alert Red Koala

197.674Net Profit

1.696Sharpe Ratio

1.755Alpha

2.266Beta

537.403CAR

44.2Drawdown

50Loss Rate

1Security Types

0.16439271924159Sortino Ratio

181Tradeable Dates

447Trades

0.841Treynor Ratio

50Win Rate

Thomas started the discussion CL & ZN (TY) data stops at Feb 19 2021?

Hi, I'm working on a futures algorithm and noticed that ZN (CBOT) and CL (NYMEX) data stop at...

3 years ago

Thomas started the discussion VWAP in python

Does anyone know how to get a VWAP indicator to work in a python algo?

6 years ago

Thomas left a comment in the discussion Strategy Optimization

James Candan, I'm kind of new to QuantConnect, but as far as I can tell, it's not too hard...

7 years ago

Thomas left a comment in the discussion Strategy Optimization

Any progress on running parallel backtest in the cloud?

7 years ago