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Biography
Activity on QuantConnect
This section highlights your contributions and engagement across the QuantConnect platform — including backtests, live trades, published research, and community involvement through comments and threads. It reflects your overall activity as part of the QuantConnect community.
Public Backtests (1)
View More0Net Profit
9.943Sharpe Ratio
0.693Alpha
-0.186Beta
128.863CAR
0.5Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
5Tradeable Dates
2Trades
-2.874Treynor Ratio
0Win Rate
Community
View MoreAri started the discussion Runtime error in EndOfDay event
I have taken the BasicTemplate in python and am working on creating a spread trading algo. As far...
Ari started the discussion Futures in QB Research Environment
I've opened a Research Environment and am able to run the code in there. For instance, I'm...
Ari started the discussion Futures Backtests: getting data and specifying contracts
I'm looking to run backtests (and actually do research in Jupyter) using futures contracts....
Ari left a comment in the discussion Futures Backtests: getting data and specifying contracts
Feature suggestion: allow futures to be filtered by contract code. Many contracts are only of...
0Net Profit
9.943Sharpe Ratio
0.693Alpha
-0.186Beta
128.863CAR
0.5Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
5Tradeable Dates
2Trades
-2.874Treynor Ratio
0Win Rate
Ari started the discussion Runtime error in EndOfDay event
I have taken the BasicTemplate in python and am working on creating a spread trading algo. As far...
Ari started the discussion Futures in QB Research Environment
I've opened a Research Environment and am able to run the code in there. For instance, I'm...
Ari started the discussion Futures Backtests: getting data and specifying contracts
I'm looking to run backtests (and actually do research in Jupyter) using futures contracts....
Ari left a comment in the discussion Futures Backtests: getting data and specifying contracts
Thank you. That looks very interesting. I'll try it out.
Ari left a comment in the discussion Futures Backtests: getting data and specifying contracts
Feature suggestion: allow futures to be filtered by contract code. Many contracts are only of...
Ari left a comment in the discussion Futures Backtests: getting data and specifying contracts
Got. So I would filter out using some lambda function that would search for those contract codes...
Ari left a comment in the discussion Futures Backtests: getting data and specifying contracts
Is it possible to set it to filter only active contracts? I see this: setfilter-func but...
Ari left a comment in the discussion Runtime error in EndOfDay event
Thanks. I figured it was something like that. It runs as is but I wanted to make sure that I...
Ari left a comment in the discussion Runtime error in EndOfDay event
I must not have added code appropriately. Here it is.
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Ari left a comment in the discussion Futures Backtests: getting data and specifying contracts
Thank you. That looks very interesting. I'll try it out.
8 years ago