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Biography

Software engineer by day Quant by night

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 (2)

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Swimming Green Butterfly

20.131Net Profit

8.031Sharpe Ratio

0.482Alpha

0.098Beta

103.844CAR

1.2Drawdown

74Loss Rate

1Security Types

3.5791242244614Sortino Ratio

0Tradeable Dates

3912Trades

4.965Treynor Ratio

26Win Rate

Creative Magenta Parrot

11.988Net Profit

6.933Sharpe Ratio

0.291Alpha

0.14Beta

55.215CAR

1.6Drawdown

50Loss Rate

1Security Types

2.743160121463Sortino Ratio

0Tradeable Dates

649Trades

2.15Treynor Ratio

50Win Rate


Community

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Wayne left a comment in the discussion Why IB files extracted from lean?

Varad Kabade , are you able to share a link to the brokerage repos? Or, is that code closed source...

2 years ago

Wayne left a comment in the discussion Any chance the we can trade on Binance.us with the Binance connector?

H there! Any updates on when Binance.us will be supported?

2 years ago

Wayne started the discussion How does GDAX Data get into the Data Explorer?

Hi support,

3 years ago

Wayne left a comment in the discussion How does GDAX Data get into the Data Explorer?

Oh, I think I found an explanation here. 

3 years ago

Wayne left a comment in the discussion Understanding tick data for crypto

Hey Frankly and all,

3 years ago

Swimming Green Butterfly

20.131Net Profit

8.031Sharpe Ratio

0.482Alpha

0.098Beta

103.844CAR

1.2Drawdown

74Loss Rate

1Security Types

3.5791242244614Sortino Ratio

0Tradeable Dates

3912Trades

4.965Treynor Ratio

26Win Rate

Creative Magenta Parrot

11.988Net Profit

6.933Sharpe Ratio

0.291Alpha

0.14Beta

55.215CAR

1.6Drawdown

50Loss Rate

1Security Types

2.743160121463Sortino Ratio

0Tradeable Dates

649Trades

2.15Treynor Ratio

50Win Rate

Wayne left a comment in the discussion Why IB files extracted from lean?

Varad Kabade , are you able to share a link to the brokerage repos? Or, is that code closed source...

2 years ago

Wayne left a comment in the discussion Any chance the we can trade on Binance.us with the Binance connector?

H there! Any updates on when Binance.us will be supported?

2 years ago

Wayne started the discussion How does GDAX Data get into the Data Explorer?

Hi support,

3 years ago

Wayne left a comment in the discussion How does GDAX Data get into the Data Explorer?

Oh, I think I found an explanation here. 

3 years ago

Wayne left a comment in the discussion Understanding tick data for crypto

Hey Frankly and all,

3 years ago

Wayne started the discussion Available Coinbase Pairs

Hi!

4 years ago

Wayne left a comment in the discussion Available Coinbase Pairs

Hi Rahul,

4 years ago

Wayne left a comment in the discussion Possible to have OnTick event with specified resolution bars?

If you add tick data using something like self.AddEquity(Symbol, Resolution.Tick), then you can...

7 years ago