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Biography

Independent systematic trader and quantitative strategy developer. Focus areas: leveraged ETF rotation, regime detection, and momentum-based tactical allocation. C# and Python.

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 (3)

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Kelly Letter 9-Sig Fixed Bond Rebalancing

23673.975Net Profit

12.559PSR

0.853Sharpe Ratio

0.139Alpha

2.74Beta

40.575CAR

77.8Drawdown

-1.06Loss Rate

0Parameters

1Security Types

4040Tradeable Dates

98Trades

0.134Treynor Ratio

14.2Win Rate

Livefolio Trend Rocket

3247.889Net Profit

10.692PSR

0.727Sharpe Ratio

0.069Alpha

1.275Beta

24.293CAR

42.9Drawdown

-0.2Loss Rate

19Parameters

1Security Types

4059Tradeable Dates

7430Trades

0.139Treynor Ratio

0.18Win Rate

Concretum Beat the Market

402.125Net Profit

2.2PSR

0.486Sharpe Ratio

0.062Alpha

-0.066Beta

9.873CAR

32.8Drawdown

-0.46Loss Rate

63Parameters

1Security Types

4312Tradeable Dates

7727Trades

-0.866Treynor Ratio

0.9Win Rate


Community

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Chris started the discussion SPXW Custom Fill

Custom fill for SPX options are not being applied in this backtest using ComboMarket or ComboLimit...

1 years ago

Chris started the discussion Indicator history not populating in warmup

I'm trying to setup a basket of stocks and use an indicator on each of them.  The catch is that I...

1 years ago

Chris left a comment in the discussion Indicator history not populating in warmup

That has the same result, even though it was warming up two weeks prior, it didn't populate the rsi...

1 years ago

Chris left a comment in the discussion SPXW Custom Fill

https://www.quantconnect.com/docs/v2/writing-algorithms/reality-modeling/trade-fills/key-concepts

1 years ago

Chris left a comment in the discussion Automatic Early assignment not realistis

Alun, 

2 years ago

Kelly Letter 9-Sig Fixed Bond Rebalancing

23673.975Net Profit

12.559PSR

0.853Sharpe Ratio

0.139Alpha

2.74Beta

40.575CAR

77.8Drawdown

-1.06Loss Rate

0Parameters

1Security Types

4040Tradeable Dates

98Trades

0.134Treynor Ratio

14.2Win Rate

Livefolio Trend Rocket

3247.889Net Profit

10.692PSR

0.727Sharpe Ratio

0.069Alpha

1.275Beta

24.293CAR

42.9Drawdown

-0.2Loss Rate

19Parameters

1Security Types

4059Tradeable Dates

7430Trades

0.139Treynor Ratio

0.18Win Rate

Concretum Beat the Market

402.125Net Profit

2.2PSR

0.486Sharpe Ratio

0.062Alpha

-0.066Beta

9.873CAR

32.8Drawdown

-0.46Loss Rate

63Parameters

1Security Types

4312Tradeable Dates

7727Trades

-0.866Treynor Ratio

0.9Win Rate

Chris started the discussion SPXW Custom Fill

Custom fill for SPX options are not being applied in this backtest using ComboMarket or ComboLimit...

1 years ago

Chris started the discussion Indicator history not populating in warmup

I'm trying to setup a basket of stocks and use an indicator on each of them.  The catch is that I...

1 years ago

Chris left a comment in the discussion Indicator history not populating in warmup

That has the same result, even though it was warming up two weeks prior, it didn't populate the rsi...

1 years ago

Chris left a comment in the discussion SPXW Custom Fill

https://www.quantconnect.com/docs/v2/writing-algorithms/reality-modeling/trade-fills/key-concepts

1 years ago

Chris left a comment in the discussion Automatic Early assignment not realistis

Alun, 

2 years ago

Open Quant League

The Open-Quant League is a quarterly competition between universities and investment clubs for the best-performing strategy. The previous quarter's code is open-sourced, and competitors must adapt to survive.

Get this certificate by participating in our Open Quant League