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 (1)

View More
Smooth Apricot Badger

9.152Net Profit

85.859PSR

4.477Sharpe Ratio

1.672Alpha

-0.094Beta

742.26CAR

5.9Drawdown

0Loss Rate

7Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

1Trades

-17.518Treynor Ratio

0Win Rate


Community

View More

Chris left a comment in the discussion Trading options in extended market hours

Hi Tabrez,

4 years ago

Chris left a comment in the discussion Documentation discussion algorithm-framework/alpha-creation

Hello, I took a look at your example ~EmaCrossAlphaModel.cs.  Inside of the Update method on...

4 years ago

Smooth Apricot Badger

9.152Net Profit

85.859PSR

4.477Sharpe Ratio

1.672Alpha

-0.094Beta

742.26CAR

5.9Drawdown

0Loss Rate

7Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

1Trades

-17.518Treynor Ratio

0Win Rate

Chris left a comment in the discussion Trading options in extended market hours

Hi Tabrez,

4 years ago

Chris left a comment in the discussion Documentation discussion algorithm-framework/alpha-creation

Hello, I took a look at your example ~EmaCrossAlphaModel.cs.  Inside of the Update method on...

4 years ago