Brian Christopher
Quant
Date Joined
9th August, 2015
Bootcamp progress
15% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2019-02-06 16:59:12
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2018-01-24 20:35:51
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2020-03-10 06:02:38
Cloner
Clone at least 100 algorithms from the community.
2020-02-04 15:58:29
C# Programming
Choose C# as your preferred programming language.
2021-04-13 16:40:53
Python Programming
Choose Python as your preferred programming language.
2018-03-10 00:52:36
Popular
Receive at least 10 upvotes from different users in the community.
2020-08-04 18:20:35
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2020-02-28 01:12:19
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2020-02-28 02:55:53
- Profile
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Activity on QuantConnect
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Public Backtests (6)
View More-3.307Net Profit
3.484PSR
-0.118Sharpe Ratio
-0.012Alpha
0.103Beta
-1.826CAR
14.5Drawdown
100Loss Rate
0Parameters
1Security Types
-7.5749Sortino Ratio
567Tradeable Dates
18Trades
-0.092Treynor Ratio
0Win Rate
17Parameters
0Security Types
22Tradeable Dates
0.839Net Profit
3.006Sharpe Ratio
-0.198Alpha
20.02Beta
14.375CAR
1Drawdown
39Loss Rate
1Security Types
0.46398352739362Sortino Ratio
20Tradeable Dates
74Trades
0.005Treynor Ratio
61Win Rate
1.208Net Profit
4.448Sharpe Ratio
-0.048Alpha
13.171Beta
21.289CAR
0.6Drawdown
39Loss Rate
1Security Types
0.56348299658603Sortino Ratio
20Tradeable Dates
74Trades
0.012Treynor Ratio
61Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
367Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Community
View MoreBrian started the discussion Continuous Futures Algorithms are Trading expired and Future Contracts
I'm testing a template algorithm below and I'm noticing that past and future contracts are being...
Brian left a comment in the discussion Continuous Futures Algorithms are Trading expired and Future Contracts
You're right. I misinterpreted the futures naming convention for the contracts. Brain fart. Thank...
Brian started the discussion How to Access Paper Trading Equity History?
How can we access the historical equity data from the paper trading environment?
Brian started the discussion How to add custom fee and slippage models to SPX Index options?
Straight forward. I know there are some unique idiosyncrasies working with the Index options. How...
-3.307Net Profit
3.484PSR
-0.118Sharpe Ratio
-0.012Alpha
0.103Beta
-1.826CAR
14.5Drawdown
100Loss Rate
0Parameters
1Security Types
-7.5749Sortino Ratio
567Tradeable Dates
18Trades
-0.092Treynor Ratio
0Win Rate
17Parameters
0Security Types
22Tradeable Dates
0.839Net Profit
3.006Sharpe Ratio
-0.198Alpha
20.02Beta
14.375CAR
1Drawdown
39Loss Rate
1Security Types
0.46398352739362Sortino Ratio
20Tradeable Dates
74Trades
0.005Treynor Ratio
61Win Rate
1.208Net Profit
4.448Sharpe Ratio
-0.048Alpha
13.171Beta
21.289CAR
0.6Drawdown
39Loss Rate
1Security Types
0.56348299658603Sortino Ratio
20Tradeable Dates
74Trades
0.012Treynor Ratio
61Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
367Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
1Security Types
1847Tradeable Dates
Brian started the discussion Continuous Futures Algorithms are Trading expired and Future Contracts
I'm testing a template algorithm below and I'm noticing that past and future contracts are being...
Brian left a comment in the discussion Continuous Futures Support
I'm having trouble using the continuous contract symbol to access the data in a historical...
Brian left a comment in the discussion Continuous Futures Algorithms are Trading expired and Future Contracts
You're right. I misinterpreted the futures naming convention for the contracts. Brain fart. Thank...
Brian started the discussion How to Access Paper Trading Equity History?
How can we access the historical equity data from the paper trading environment?
Brian started the discussion How to add custom fee and slippage models to SPX Index options?
Straight forward. I know there are some unique idiosyncrasies working with the Index options. How...
Brian left a comment in the discussion Is there a such thing as a constructor for a QuoteBar?
Braeden Hall the link isn't working. I'm looking for this also.
Brian left a comment in the discussion Importing SPX Index Options from Algoseek not working with Local environment
Louis Szeto thanks. that answers my question. I need the quote data also. We only have the trade...
Brian left a comment in the discussion How to Access Paper Trading Equity History?
Can you elaborate on this or is there an example that demonstrates what you mean here?:
Brian left a comment in the discussion How to Access Paper Trading Equity History?
Louis Szeto I see. so I would have to stop my paper trading algorithm, then add the new code and...
Brian started the discussion How best to use local option data from algoseek with lean-cli?
Question about local lean/lean-cli:I have SPX index option data from algoseek that I want to...
Brian started the discussion Importing SPX Index Options from Algoseek not working with Local environment
I have SPX index options trade data only. I'm trying to import the options first through an...
Brian started the discussion Need help importing custom historical sp500 data
Greetings,
Brian started the discussion How to import coarse and fine selection functions from a separate file into main?
I'm trying to find a method to import the universe selection functions from a different file using...
Brian started the discussion Unable to Find Algorithm Memory Leak
Forum,
Brian started the discussion SPY Options Data Issues - 2014
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Brian left a comment in the discussion Continuous Futures Support
I'm having trouble using the continuous contract symbol to access the data in a historical...
2 years ago