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Biography

M.S, Comp Sci, Python.

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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Determined Violet Cormorant

3401.318Net Profit

88.234PSR

1.501Sharpe Ratio

0.28Alpha

0.162Beta

34.468CAR

19.4Drawdown

-1.07Loss Rate

0Parameters

1Security Types

2.2Sortino Ratio

3020Tradeable Dates

381Trades

1.862Treynor Ratio

2.64Win Rate


Community

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Thunder started the discussion Import VIX Options Chain

Hello,

3 years ago

Thunder left a comment in the discussion Intersection of ROC comparison using OUT_DAY approach

Hello, Vladimir and Menno Dreischor 

3 years ago

Thunder left a comment in the discussion Intersection of ROC comparison using OUT_DAY approach

@T Smith ,

3 years ago

Thunder left a comment in the discussion Intersection of ROC comparison using OUT_DAY approach

Vladimir

3 years ago

Thunder left a comment in the discussion Intersection of ROC comparison using OUT_DAY approach

All,

3 years ago

Determined Violet Cormorant

3401.318Net Profit

88.234PSR

1.501Sharpe Ratio

0.28Alpha

0.162Beta

34.468CAR

19.4Drawdown

-1.07Loss Rate

0Parameters

1Security Types

2.2Sortino Ratio

3020Tradeable Dates

381Trades

1.862Treynor Ratio

2.64Win Rate

Thunder started the discussion Import VIX Options Chain

Hello,

3 years ago

Thunder left a comment in the discussion Intersection of ROC comparison using OUT_DAY approach

Hello, Vladimir and Menno Dreischor 

3 years ago

Thunder left a comment in the discussion Intersection of ROC comparison using OUT_DAY approach

@T Smith ,

3 years ago

Thunder left a comment in the discussion Intersection of ROC comparison using OUT_DAY approach

Vladimir

3 years ago

Thunder left a comment in the discussion Intersection of ROC comparison using OUT_DAY approach

All,

3 years ago

Thunder left a comment in the discussion Intersection of ROC comparison using OUT_DAY approach

 Guy Fleury - You are going to need to be very careful with TQQQ.  I'd recommend a 2x or keeping...

3 years ago

Thunder left a comment in the discussion Intersection of ROC comparison using OUT_DAY approach

Ikezi Kamanu and Leandro Maia

3 years ago

Thunder started the discussion Ways to calculate or measure second order greeks?

Hello,

4 years ago

Thunder started the discussion Sentiment and style rotation effect in stocks

Hello,

4 years ago