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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 (3)

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Alert Red Mosquito

16.959Net Profit

9.444Sharpe Ratio

0.057Alpha

17.589Beta

54.186CAR

0.4Drawdown

39Loss Rate

1Security Types

0.26883633177761Sortino Ratio

550Tradeable Dates

8425Trades

0.017Treynor Ratio

61Win Rate

Emotional Violet Fish

1148Tradeable Dates

Geeky Violet Guanaco

1148Tradeable Dates


Community

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Anonymous started the discussion How to get this strategy running?

I am facing an issue where it says symbol not found. Could someone help me get this algorithm...

2 years ago

Anonymous left a comment in the discussion How to get this strategy running?

Here is my strategy code. Unfortunately platform doesn't allow attached backtest that failed with...

2 years ago

Anonymous started the discussion Help for liquid ETF contest

Hi,

5 years ago

Anonymous left a comment in the discussion ¿which c# courses - certifications would you ( and also quantconnect) recommend?

Definitely Python. It has vast support for data science, machine learning and quantitative trading.

5 years ago

Anonymous started the discussion My first cryptocurrency stat arb algorithm

I normally work with equity models but tried one of my statistical arbitrage models on...

7 years ago

Alert Red Mosquito

16.959Net Profit

9.444Sharpe Ratio

0.057Alpha

17.589Beta

54.186CAR

0.4Drawdown

39Loss Rate

1Security Types

0.26883633177761Sortino Ratio

550Tradeable Dates

8425Trades

0.017Treynor Ratio

61Win Rate

Emotional Violet Fish

1148Tradeable Dates

Geeky Violet Guanaco

1148Tradeable Dates

Anonymous started the discussion How to get this strategy running?

I am facing an issue where it says symbol not found. Could someone help me get this algorithm...

2 years ago

Anonymous left a comment in the discussion How to get this strategy running?

Here is my strategy code. Unfortunately platform doesn't allow attached backtest that failed with...

2 years ago

Anonymous started the discussion Help for liquid ETF contest

Hi,

5 years ago

Anonymous left a comment in the discussion ¿which c# courses - certifications would you ( and also quantconnect) recommend?

Definitely Python. It has vast support for data science, machine learning and quantitative trading.

5 years ago

Anonymous started the discussion My first cryptocurrency stat arb algorithm

I normally work with equity models but tried one of my statistical arbitrage models on...

7 years ago

Anonymous started the discussion 20 Sharpe long short cryptocurrencies

7 years ago

Anonymous left a comment in the discussion 20 Sharpe long short cryptocurrencies

With 15 bps commission and 10 bps slippage.

7 years ago

Anonymous left a comment in the discussion My first cryptocurrency stat arb algorithm

I am offering this algorithm for sale. It works on Crypto and equities. Don't have future data...

7 years ago

Anonymous left a comment in the discussion Pairs Trading - Copula Method vs Cointegration

Hi,

7 years ago

Anonymous left a comment in the discussion Happy day! Live algo trading options

Excellent news. I have been dying for option data so that I can run a strategy on mean reversion of...

8 years ago