C#

Chris Kramvis PRO

Quant

2,842

Backtests

2

Comments

1

Discussions

0

Public Algorithms

Experience points

301


Date Joined

14th May, 2014


BootCamp Progress

% Complete

% Solution Opened

% Incomplete


Institution


Activity


Chris left a comment on EWJ, Daily The issue starts from Nov 1st, 2016; an...

I have also seen this problem in the hourly data. Its a problem w. a split on 11/7/2016. Should be a...

9 months ago


Chris left a comment on Python Integration

No problem. I was mostly curious about the python as I would eventually want to be able to plug into...

5 years ago


Chris started the discussion

Python Integration

5 years ago



Chris's Alpha Streams

Tactical Long Only

This is a relative value trade. It is looking to move money continuously into the most attractive gl...

Accuracy

Open

ETF Historical Factors

Uses historical information on exchange traded funds to create a scoring factor to rank and allocate...

Accuracy

Open

SPY TLT Regime Switching Algorithm

We tactically switch between SPY and TLT based on signals from underlying asset class groups.

Accuracy

Open

Long Biased Mean Reversion

Uses asset class groups to determine relative value. Uses thresholds as gates to trade long and shor...

Accuracy

Open

Drawdown Based Long Only Algorithm

Calculates drawdown based score from a universe of ETFs that include commodity and global ETFs to ge...

Accuracy

Open



Chris has 5 badges


Backtester

User has made 100+ Backtests

Live Trading

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