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Biography

Chris is a graduate student at Simon Fraser University in Vancouver, BC working towards obtaining a MSc in Finance. He is looking to build the skills necessary to enter the competitive world of Quantitative Finance. Leveraging his engineering background he was able to develop a cryptocurrency trading algorithm which connects to multiple crypto futures and spot exchanges. This program is currently trading personal capital and has a track record dating back to April 2019. Using Quantconnect has been instrumental in developing C# coding skills as well as implementing creative trading strategies. Chris is in the process of creating multiple Alpha frameworks for submission to the marketplace. Feel free to reach out on LinkedIn for more information.

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)

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Well Dressed Orange Duck

-0.068Net Profit

0.002PSR

-0.699Sharpe Ratio

0Alpha

0Beta

-0.013CAR

0.1Drawdown

51Loss Rate

18Parameters

1Security Types

-0.0473Sortino Ratio

1317Tradeable Dates

155Trades

-1.589Treynor Ratio

49Win Rate


Community

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Chris left a comment in the discussion Running Python Code in a CSharpe Algorithm

I definitely agree, if you are starting out a new algorithm it is easier to choose one or the...

5 years ago

Chris started the discussion Referenceing Indicators from Universe Selection Criteria

I am trying to get the ATR from symbols within a universe for position sizing. I have attached a...

6 years ago

Chris started the discussion Backtesting Entry Prior to Earnings Date

I am trying to put together a universe that filters for the equities with an upcoming earnings date...

6 years ago

Chris started the discussion Universe Selection using Indicators

I am trying to build a Universe Selection Model that is similar to the EMA Cross Template found...

6 years ago

Chris left a comment in the discussion Referenceing Indicators from Universe Selection Criteria

This worked! Thanks for the help, Michael

6 years ago

Well Dressed Orange Duck

-0.068Net Profit

0.002PSR

-0.699Sharpe Ratio

0Alpha

0Beta

-0.013CAR

0.1Drawdown

51Loss Rate

18Parameters

1Security Types

-0.0473Sortino Ratio

1317Tradeable Dates

155Trades

-1.589Treynor Ratio

49Win Rate

Chris left a comment in the discussion Running Python Code in a CSharpe Algorithm

I definitely agree, if you are starting out a new algorithm it is easier to choose one or the...

5 years ago

Chris started the discussion Referenceing Indicators from Universe Selection Criteria

I am trying to get the ATR from symbols within a universe for position sizing. I have attached a...

6 years ago

Chris started the discussion Backtesting Entry Prior to Earnings Date

I am trying to put together a universe that filters for the equities with an upcoming earnings date...

6 years ago

Chris started the discussion Universe Selection using Indicators

I am trying to build a Universe Selection Model that is similar to the EMA Cross Template found...

6 years ago

Chris left a comment in the discussion Referenceing Indicators from Universe Selection Criteria

This worked! Thanks for the help, Michael

6 years ago

Chris left a comment in the discussion The OandaBrokerageModel does not support Equity security type.

So I am getting this same error, though I am trying to add a CFD, not an equity. Why would that be?

7 years ago