cover
  • Profile
  • Backtests
  • Community

Biography

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 (38)

View More
out_of_sample_C

5.218Net Profit

81.606PSR

2.585Sharpe Ratio

0Alpha

0Beta

22.369CAR

1.9Drawdown

-0.23Loss Rate

538Parameters

0Security Types

0Tradeable Dates

58Trades

0Treynor Ratio

0.64Win Rate

financial_crisis_stress_test

-4.543Net Profit

4.665PSR

-0.121Sharpe Ratio

0Alpha

0Beta

-2.97CAR

16.2Drawdown

-0.65Loss Rate

528Parameters

0Security Types

0Tradeable Dates

317Trades

0Treynor Ratio

0.64Win Rate

stress_test_covid

0.641Net Profit

40.734PSR

0.342Sharpe Ratio

0Alpha

0Beta

7.827CAR

6.1Drawdown

-1.62Loss Rate

528Parameters

0Security Types

0Tradeable Dates

27Trades

0Treynor Ratio

1.14Win Rate

out_of_sample_B

7.656Net Profit

36.171PSR

0.727Sharpe Ratio

0Alpha

0Beta

7.613CAR

5.4Drawdown

-0.32Loss Rate

528Parameters

0Security Types

0Tradeable Dates

368Trades

0Treynor Ratio

0.42Win Rate

out_of_sample_A

2.939Net Profit

24.535PSR

0.376Sharpe Ratio

0Alpha

0Beta

3.528CAR

8.9Drawdown

-0.46Loss Rate

528Parameters

0Security Types

0Tradeable Dates

200Trades

0Treynor Ratio

0.43Win Rate


Community

View More

William started the discussion [Question] How do I request history data for every security in my universe?

Hi all, 

1 years ago

William left a comment in the discussion [Question] How do I request history data for every security in my universe?

Ahhhh okay okay I think that makes more sense now, you're right, I thought Initialize() was...

1 years ago

out_of_sample_C

5.218Net Profit

81.606PSR

2.585Sharpe Ratio

0Alpha

0Beta

22.369CAR

1.9Drawdown

-0.23Loss Rate

538Parameters

0Security Types

0Tradeable Dates

58Trades

0Treynor Ratio

0.64Win Rate

financial_crisis_stress_test

-4.543Net Profit

4.665PSR

-0.121Sharpe Ratio

0Alpha

0Beta

-2.97CAR

16.2Drawdown

-0.65Loss Rate

528Parameters

0Security Types

0Tradeable Dates

317Trades

0Treynor Ratio

0.64Win Rate

stress_test_covid

0.641Net Profit

40.734PSR

0.342Sharpe Ratio

0Alpha

0Beta

7.827CAR

6.1Drawdown

-1.62Loss Rate

528Parameters

0Security Types

0Tradeable Dates

27Trades

0Treynor Ratio

1.14Win Rate

out_of_sample_B

7.656Net Profit

36.171PSR

0.727Sharpe Ratio

0Alpha

0Beta

7.613CAR

5.4Drawdown

-0.32Loss Rate

528Parameters

0Security Types

0Tradeable Dates

368Trades

0Treynor Ratio

0.42Win Rate

out_of_sample_A

2.939Net Profit

24.535PSR

0.376Sharpe Ratio

0Alpha

0Beta

3.528CAR

8.9Drawdown

-0.46Loss Rate

528Parameters

0Security Types

0Tradeable Dates

200Trades

0Treynor Ratio

0.43Win Rate

in_sample

7.211Net Profit

2.049PSR

0.157Sharpe Ratio

0Alpha

0Beta

1.754CAR

32.4Drawdown

-0.45Loss Rate

528Parameters

0Security Types

0Tradeable Dates

1247Trades

0Treynor Ratio

0.54Win Rate

Crawling Fluorescent Orange Lemur

12.002Net Profit

85.286PSR

12.223Sharpe Ratio

2.949Alpha

4.944Beta

890.528CAR

6Drawdown

-0.84Loss Rate

116Parameters

0Security Types

14Tradeable Dates

54Trades

0.961Treynor Ratio

0.94Win Rate

Adaptable Fluorescent Pink Crocodile

857.339Net Profit

99.96PSR

8.582Sharpe Ratio

4.429Alpha

0.554Beta

857.339CAR

14.9Drawdown

-0.15Loss Rate

18Parameters

0Security Types

28.004Sortino Ratio

251Tradeable Dates

8Trades

7.977Treynor Ratio

109.55Win Rate

Pensive Green Dogfish

20.551Net Profit

94.152PSR

2.515Sharpe Ratio

-0.005Alpha

0.985Beta

20.675CAR

2.6Drawdown

0Loss Rate

102Parameters

0Security Types

4.14Sortino Ratio

251Tradeable Dates

1Trades

0.143Treynor Ratio

0Win Rate

Well Dressed Yellow Green Cat

9.562Net Profit

32.729PSR

0.648Sharpe Ratio

-0.116Alpha

1.266Beta

9.617CAR

7.8Drawdown

0Loss Rate

104Parameters

0Security Types

1.123Sortino Ratio

251Tradeable Dates

2Trades

0.057Treynor Ratio

0Win Rate

Measured Red Orange Anguilline

-4.473Net Profit

6.024PSR

-0.293Sharpe Ratio

-0.109Alpha

0.554Beta

-4.497CAR

14Drawdown

0Loss Rate

100Parameters

0Security Types

-0.608Sortino Ratio

251Tradeable Dates

1Trades

-0.049Treynor Ratio

0Win Rate

Square Violet Falcon

23.597Net Profit

47.014PSR

1.017Sharpe Ratio

-0.105Alpha

1.893Beta

23.741CAR

13.2Drawdown

0Loss Rate

100Parameters

0Security Types

1.734Sortino Ratio

251Tradeable Dates

1Trades

0.093Treynor Ratio

0Win Rate

Jumping Yellow Green Armadillo

743.582Net Profit

99.958PSR

8.05Sharpe Ratio

3.903Alpha

0.51Beta

743.582CAR

14.3Drawdown

-0.17Loss Rate

18Parameters

0Security Types

25.96Sortino Ratio

251Tradeable Dates

8Trades

7.631Treynor Ratio

98.67Win Rate

Fat Sky Blue Sardine

-1.178Net Profit

5.904PSR

-0.301Sharpe Ratio

-0.007Alpha

0.022Beta

-1.178CAR

3.7Drawdown

-1.43Loss Rate

92Parameters

0Security Types

-0.419Sortino Ratio

251Tradeable Dates

38Trades

-0.364Treynor Ratio

1.79Win Rate

Energetic Sky Blue Lemur

-5.989Net Profit

2.518PSR

-0.556Sharpe Ratio

-0.037Alpha

0.113Beta

-5.989CAR

13Drawdown

-1.87Loss Rate

92Parameters

0Security Types

-0.519Sortino Ratio

251Tradeable Dates

40Trades

-0.35Treynor Ratio

1.32Win Rate

Hyper Active Apricot Viper

4.398Net Profit

51.128PSR

1.039Sharpe Ratio

0.03Alpha

-0.03Beta

4.398CAR

1.9Drawdown

-0.43Loss Rate

93Parameters

0Security Types

1.712Sortino Ratio

251Tradeable Dates

18Trades

-1.013Treynor Ratio

0.33Win Rate

Crawling Asparagus Cat

-3.742Net Profit

0.672PSR

-0.388Sharpe Ratio

-0.013Alpha

0.006Beta

-1.889CAR

8.2Drawdown

-1.81Loss Rate

102Parameters

0Security Types

-0.362Sortino Ratio

503Tradeable Dates

72Trades

-2.115Treynor Ratio

2.1Win Rate

Hipster Black Caribou

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

98Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Crying Tan Caterpillar

4.398Net Profit

51.128PSR

1.039Sharpe Ratio

0.03Alpha

-0.03Beta

4.398CAR

1.9Drawdown

-0.43Loss Rate

85Parameters

0Security Types

1.712Sortino Ratio

251Tradeable Dates

18Trades

-1.013Treynor Ratio

0.33Win Rate

Muscular Asparagus Sardine

-9.011Net Profit

0.359PSR

-1.081Sharpe Ratio

-0.064Alpha

-0.117Beta

-9.011CAR

9.2Drawdown

-0.41Loss Rate

84Parameters

0Security Types

-1.162Sortino Ratio

251Tradeable Dates

30Trades

0.53Treynor Ratio

0.28Win Rate

Ugly Black Elephant

4.398Net Profit

51.128PSR

1.039Sharpe Ratio

0.03Alpha

-0.03Beta

4.398CAR

1.9Drawdown

-0.43Loss Rate

75Parameters

0Security Types

1.712Sortino Ratio

251Tradeable Dates

18Trades

-1.013Treynor Ratio

0.33Win Rate

Casual Black Baboon

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

71Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

251Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Square Orange Tapir

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

66Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

251Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Swimming Fluorescent Yellow Bee

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

66Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

251Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Energetic Tan Flamingo

-11.979Net Profit

4.755PSR

-0.43Sharpe Ratio

-0.076Alpha

-0.009Beta

-12.943CAR

25.3Drawdown

-0.97Loss Rate

72Parameters

0Security Types

-0.828Sortino Ratio

231Tradeable Dates

214Trades

8.302Treynor Ratio

0.95Win Rate

Swimming Yellow Green Rat

-14.376Net Profit

3.686PSR

-0.52Sharpe Ratio

-0.122Alpha

0.183Beta

-15.515CAR

27.2Drawdown

-1.47Loss Rate

66Parameters

0Security Types

-0.934Sortino Ratio

231Tradeable Dates

159Trades

-0.519Treynor Ratio

1.18Win Rate

Formal Yellow Badger

-12.143Net Profit

8.734PSR

-0.174Sharpe Ratio

-0.024Alpha

-0.187Beta

-13.119CAR

36.4Drawdown

-2.78Loss Rate

64Parameters

0Security Types

-0.514Sortino Ratio

231Tradeable Dates

55Trades

0.277Treynor Ratio

5.94Win Rate

Adaptable Violet Salamander

-12.077Net Profit

0.673PSR

-0.445Sharpe Ratio

-0.024Alpha

-0.103Beta

-6.216CAR

20.6Drawdown

0Loss Rate

33Parameters

0Security Types

-0.798Sortino Ratio

504Tradeable Dates

2Trades

0.391Treynor Ratio

0Win Rate

Geeky Fluorescent Yellow Chicken

66.544Net Profit

59.906PSR

1.26Sharpe Ratio

0.162Alpha

0.303Beta

28.962CAR

9.5Drawdown

0Loss Rate

35Parameters

0Security Types

2.351Sortino Ratio

504Tradeable Dates

4Trades

0.694Treynor Ratio

0Win Rate

Swimming Violet Shark

-9.167Net Profit

0.838PSR

-0.402Sharpe Ratio

-0.017Alpha

-0.085Beta

-4.681CAR

16.4Drawdown

-0.14Loss Rate

28Parameters

0Security Types

-0.706Sortino Ratio

504Tradeable Dates

1005Trades

0.357Treynor Ratio

0.1Win Rate

William started the discussion [Question] How do I request history data for every security in my universe?

Hi all, 

1 years ago

William left a comment in the discussion [Question] How do I request history data for every security in my universe?

Ahhhh okay okay I think that makes more sense now, you're right, I thought Initialize() was...

1 years ago