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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 (3)

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Square Asparagus Beaver

-0.001Net Profit

1.665PSR

-5.348Sharpe Ratio

0Alpha

0Beta

-0.021CAR

0Drawdown

0Loss Rate

5Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

208Trades

-1.428Treynor Ratio

0Win Rate

Retrospective Black Bee

0.005Net Profit

0.098PSR

0.254Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

5Parameters

1Security Types

0.331Sortino Ratio

0Tradeable Dates

211Trades

0.05Treynor Ratio

0Win Rate

Same code - backtest worked

14.172Net Profit

18.559PSR

0.409Sharpe Ratio

0.096Alpha

-0.107Beta

9.227CAR

22.7Drawdown

-0.89Loss Rate

0Parameters

2Security Types

0.478Sortino Ratio

548Tradeable Dates

449Trades

-0.817Treynor Ratio

1.28Win Rate


Community

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Tom started the discussion MorningstarIndustryCodes ... lookahead bias free?

Apologies if I missed this in the documentation. Are all of the morninstar industry classifications...

2 years ago

Tom started the discussion Continuous futures backtest not working on IDE 3.0 (works on 2.0)

Yesterday I was using IDE 2.0 (IDE 3.0 was acting very slow for a few hours there) and ran the...

2 years ago

Tom started the discussion Retrieve both raw and adjusted historical data in algorithm (equities, universe selection)

Assume I want to screen for both low volatility and low PE versus history stocks. My universe is...

2 years ago

Tom started the discussion Survivorship Bias issues in universe selection (equities)

Hi all, just wanted to share this with the broader forums, since I assume many are like me in that...

2 years ago

Tom left a comment in the discussion TIER,EXL,AEC,MORE,TWC, Daily The issue starts from Jan 1st, 2015; and continues until now

Hi, any update here?

2 years ago

Square Asparagus Beaver

-0.001Net Profit

1.665PSR

-5.348Sharpe Ratio

0Alpha

0Beta

-0.021CAR

0Drawdown

0Loss Rate

5Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

208Trades

-1.428Treynor Ratio

0Win Rate

Retrospective Black Bee

0.005Net Profit

0.098PSR

0.254Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

5Parameters

1Security Types

0.331Sortino Ratio

0Tradeable Dates

211Trades

0.05Treynor Ratio

0Win Rate

Same code - backtest worked

14.172Net Profit

18.559PSR

0.409Sharpe Ratio

0.096Alpha

-0.107Beta

9.227CAR

22.7Drawdown

-0.89Loss Rate

0Parameters

2Security Types

0.478Sortino Ratio

548Tradeable Dates

449Trades

-0.817Treynor Ratio

1.28Win Rate

Tom started the discussion MorningstarIndustryCodes ... lookahead bias free?

Apologies if I missed this in the documentation. Are all of the morninstar industry classifications...

2 years ago

Tom started the discussion Continuous futures backtest not working on IDE 3.0 (works on 2.0)

Yesterday I was using IDE 2.0 (IDE 3.0 was acting very slow for a few hours there) and ran the...

2 years ago

Tom started the discussion Retrieve both raw and adjusted historical data in algorithm (equities, universe selection)

Assume I want to screen for both low volatility and low PE versus history stocks. My universe is...

2 years ago

Tom started the discussion Survivorship Bias issues in universe selection (equities)

Hi all, just wanted to share this with the broader forums, since I assume many are like me in that...

2 years ago

Tom left a comment in the discussion TIER,EXL,AEC,MORE,TWC, Daily The issue starts from Jan 1st, 2015; and continues until now

Hi, any update here?

2 years ago

Tom left a comment in the discussion Factor Investing In QuantConnect - Research Notebook & Backtesting Algorithm

Derek Melchin  Could you please elaborate here, re: how to use fundamental factors in this...

2 years ago

Tom left a comment in the discussion MorningstarIndustryCodes ... lookahead bias free?

Thanks Louis. Two follow ups:1) When you say you will only reprocess data if Morningstar does so....

2 years ago

Tom left a comment in the discussion Factor Investing In QuantConnect - Research Notebook & Backtesting Algorithm

This is awesome, thanks Emilio Freire ! Few questions for you:

2 years ago

Tom left a comment in the discussion Continuous Futures Support

Thanks Flame … I am having other issues with continuous futures at the moment (see attached...

2 years ago

Tom left a comment in the discussion Crypto Coarse Universe Selection is now Available

This is great, thanks!I am having trouble using a margin account with this framework. If I change...

2 years ago

Tom started the discussion Add indicators to fine fundamental filter

Hi - I am wondering how i might include momentum (e.g., 12-1, sector relative, etc.), or include...

6 years ago

Tom started the discussion Download Equity Curve

Is there a way to download the equity curve to CSV of a backtest?

6 years ago