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Biography

Quant Analyst at DFIC

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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Emotional Yellow Buffalo

23.766Net Profit

37.395PSR

0.507Sharpe Ratio

0.064Alpha

0.503Beta

19.168CAR

14.7Drawdown

60Loss Rate

0Parameters

3Security Types

0.499Sortino Ratio

443Tradeable Dates

889Trades

0.186Treynor Ratio

40Win Rate

Smooth Fluorescent Orange Gaur

44.143Net Profit

55.368PSR

1.198Sharpe Ratio

0.228Alpha

0.881Beta

37.53CAR

24.4Drawdown

50Loss Rate

0Parameters

2Security Types

1.758Sortino Ratio

0Tradeable Dates

194Trades

0.453Treynor Ratio

50Win Rate

Emotional Black Cat

27.329Net Profit

80.171PSR

1.219Sharpe Ratio

0.037Alpha

0.628Beta

24.943CAR

8.3Drawdown

-0.92Loss Rate

0Parameters

0Security Types

271Tradeable Dates

36Trades

0.186Treynor Ratio

2.1Win Rate


Community

View More
Emotional Yellow Buffalo

23.766Net Profit

37.395PSR

0.507Sharpe Ratio

0.064Alpha

0.503Beta

19.168CAR

14.7Drawdown

60Loss Rate

0Parameters

3Security Types

0.499Sortino Ratio

443Tradeable Dates

889Trades

0.186Treynor Ratio

40Win Rate

Smooth Fluorescent Orange Gaur

44.143Net Profit

55.368PSR

1.198Sharpe Ratio

0.228Alpha

0.881Beta

37.53CAR

24.4Drawdown

50Loss Rate

0Parameters

2Security Types

1.758Sortino Ratio

0Tradeable Dates

194Trades

0.453Treynor Ratio

50Win Rate

Emotional Black Cat

27.329Net Profit

80.171PSR

1.219Sharpe Ratio

0.037Alpha

0.628Beta

24.943CAR

8.3Drawdown

-0.92Loss Rate

0Parameters

0Security Types

271Tradeable Dates

36Trades

0.186Treynor Ratio

2.1Win Rate