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 (2)

View More
Swimming Yellow-Green Shark

4.158Net Profit

2.516Sharpe Ratio

-1.467Alpha

116.998Beta

59.253CAR

3.5Drawdown

41Loss Rate

7Parameters

1Security Types

0.1751Sortino Ratio

0Tradeable Dates

217Trades

0.003Treynor Ratio

59Win Rate

Ugly Yellow Cormorant

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

4Parameters

1Security Types

0Sortino Ratio

1533Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate


Community

View More

Brad started the discussion Lean Implementation of IQFeed

Hey guys, I'm currently trying to backtest on Lean using Python and IQFeed.  I've pieced together...

3 years ago

Brad left a comment in the discussion Lean Implementation of IQFeed

Sure, I don't mind revisiting it but I think it's more of an issue in differences between OSes for...

3 years ago

Brad left a comment in the discussion Lean Implementation of IQFeed

No problem! I forgot to revisit this.  After a bunch of digging and trials, it looks like the data...

3 years ago

Brad left a comment in the discussion Lean Implementation of IQFeed

As an update, copying the config file from the Launcher folder into the ToolBox (and possibly...

3 years ago

Brad left a comment in the discussion Lean Install with Python on Linux - Not finding python3.6m

You are awesome!!! I haven't used Rider before but downloaded it and made the changes you suggested...

3 years ago

Swimming Yellow-Green Shark

4.158Net Profit

2.516Sharpe Ratio

-1.467Alpha

116.998Beta

59.253CAR

3.5Drawdown

41Loss Rate

7Parameters

1Security Types

0.1751Sortino Ratio

0Tradeable Dates

217Trades

0.003Treynor Ratio

59Win Rate

Ugly Yellow Cormorant

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

4Parameters

1Security Types

0Sortino Ratio

1533Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Brad started the discussion Lean Implementation of IQFeed

Hey guys, I'm currently trying to backtest on Lean using Python and IQFeed.  I've pieced together...

3 years ago

Brad left a comment in the discussion Lean Implementation of IQFeed

Sure, I don't mind revisiting it but I think it's more of an issue in differences between OSes for...

3 years ago

Brad left a comment in the discussion Lean Implementation of IQFeed

No problem! I forgot to revisit this.  After a bunch of digging and trials, it looks like the data...

3 years ago

Brad left a comment in the discussion Lean Implementation of IQFeed

As an update, copying the config file from the Launcher folder into the ToolBox (and possibly...

3 years ago

Brad left a comment in the discussion Lean Install with Python on Linux - Not finding python3.6m

You are awesome!!! I haven't used Rider before but downloaded it and made the changes you suggested...

3 years ago

Brad left a comment in the discussion Lean Install with Python on Linux - Not finding python3.6m

Hmmmm, I just tried doing that but the error is still popping up.  These are the first couple of...

3 years ago

Brad left a comment in the discussion Lean Install with Python on Linux - Not finding python3.6m

Thank you!!! That gets the algorithm running without errors by just updating that file!

3 years ago

Brad started the discussion History Returning Extra Characters in Symbol Name

Hey guys, I'm having an issue with the history call function.  When I call history on SPY, it...

4 years ago

Brad started the discussion Python/Twitter REST Api

Hey guys, I've been looking through the forums and documentation trying to find a way to get tweets...

4 years ago

Brad started the discussion Rolling Window for Indicators with Multiple Values

Hey guys, I'm trying to expand the RollingWindowAlgorithm.py example to be able to use MACD.  I'm...

5 years ago

Brad started the discussion ADX/ATR History Bar Update in Universes

Hey guys, I was looking through one of the recent forum posts on using history to update indicator...

5 years ago

Brad started the discussion Recreating Matching Data Timeframes

Hey guys, I have a few of questions about how OnData and the subscriptions work and their...

5 years ago

Brad started the discussion Desktop Charting Electron v2

Hey guys! This is kind of a follow up to the discussion Mitch started here:

5 years ago