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Biography

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 (9)

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GOOD_1

114.521Net Profit

47.7PSR

1.051Sharpe Ratio

0.062Alpha

0.729Beta

21.81CAR

20.1Drawdown

20Loss Rate

0Parameters

1Security Types

0.5969Sortino Ratio

975Tradeable Dates

179Trades

0.219Treynor Ratio

80Win Rate

IJR

-16.26Net Profit

0.155PSR

-0.2Sharpe Ratio

-0.02Alpha

-0.016Beta

-3.483CAR

38.9Drawdown

-0.75Loss Rate

8Parameters

1Security Types

-0.361Sortino Ratio

1259Tradeable Dates

1003Trades

1.397Treynor Ratio

0.81Win Rate

IYY

28.224Net Profit

13.054PSR

0.557Sharpe Ratio

0.047Alpha

-0.015Beta

5.092CAR

16.3Drawdown

-0.62Loss Rate

8Parameters

1Security Types

0.648Sortino Ratio

1259Tradeable Dates

999Trades

-2.938Treynor Ratio

0.54Win Rate

IVV

7.809Net Profit

2.404PSR

0.196Sharpe Ratio

0.016Alpha

-0.004Beta

1.514CAR

17.1Drawdown

-0.61Loss Rate

8Parameters

1Security Types

0.174Sortino Ratio

1259Tradeable Dates

1001Trades

-4.074Treynor Ratio

0.49Win Rate

Crying Blue Elephant

-6.358Net Profit

0.109PSR

-0.485Sharpe Ratio

-0.015Alpha

-0.03Beta

-2.164CAR

13.1Drawdown

-0.11Loss Rate

0Parameters

2Security Types

-0.77Sortino Ratio

939Tradeable Dates

514Trades

0.491Treynor Ratio

0.11Win Rate


Community

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Cody started the discussion How Complex Should An Algo Be To Use The Algorithm Framework

I've been learning QC and Lean for about a month now and have completed the majority of the...

4 years ago

Cody started the discussion ImmediateExecutionModel Constantly Places Trades

I've been getting a really good grasp on the LEAN framework and have been testing out utilization...

4 years ago

GOOD_1

114.521Net Profit

47.7PSR

1.051Sharpe Ratio

0.062Alpha

0.729Beta

21.81CAR

20.1Drawdown

20Loss Rate

0Parameters

1Security Types

0.5969Sortino Ratio

975Tradeable Dates

179Trades

0.219Treynor Ratio

80Win Rate

IJR

-16.26Net Profit

0.155PSR

-0.2Sharpe Ratio

-0.02Alpha

-0.016Beta

-3.483CAR

38.9Drawdown

-0.75Loss Rate

8Parameters

1Security Types

-0.361Sortino Ratio

1259Tradeable Dates

1003Trades

1.397Treynor Ratio

0.81Win Rate

IYY

28.224Net Profit

13.054PSR

0.557Sharpe Ratio

0.047Alpha

-0.015Beta

5.092CAR

16.3Drawdown

-0.62Loss Rate

8Parameters

1Security Types

0.648Sortino Ratio

1259Tradeable Dates

999Trades

-2.938Treynor Ratio

0.54Win Rate

IVV

7.809Net Profit

2.404PSR

0.196Sharpe Ratio

0.016Alpha

-0.004Beta

1.514CAR

17.1Drawdown

-0.61Loss Rate

8Parameters

1Security Types

0.174Sortino Ratio

1259Tradeable Dates

1001Trades

-4.074Treynor Ratio

0.49Win Rate

Crying Blue Elephant

-6.358Net Profit

0.109PSR

-0.485Sharpe Ratio

-0.015Alpha

-0.03Beta

-2.164CAR

13.1Drawdown

-0.11Loss Rate

0Parameters

2Security Types

-0.77Sortino Ratio

939Tradeable Dates

514Trades

0.491Treynor Ratio

0.11Win Rate

Calculating Tan Dogfish

37.915Net Profit

48.234PSR

1.043Sharpe Ratio

0.173Alpha

-0.087Beta

17.412CAR

15.2Drawdown

-3.2Loss Rate

0Parameters

1Security Types

0.571Sortino Ratio

0Tradeable Dates

17Trades

-1.756Treynor Ratio

7.4Win Rate

Muscular Red Coyote

37.915Net Profit

48.234PSR

1.043Sharpe Ratio

0.173Alpha

-0.087Beta

17.412CAR

15.2Drawdown

-3.2Loss Rate

0Parameters

1Security Types

0.571Sortino Ratio

0Tradeable Dates

17Trades

-1.756Treynor Ratio

7.4Win Rate

2011-2021 Morningstar

187.754Net Profit

28.989PSR

0.88Sharpe Ratio

0.103Alpha

-0.045Beta

11.138CAR

16.7Drawdown

-0.44Loss Rate

0Parameters

1Security Types

1.151Sortino Ratio

0Tradeable Dates

996Trades

-2.145Treynor Ratio

0.4Win Rate

2016

41.182Net Profit

93.223PSR

2.715Sharpe Ratio

0.345Alpha

-0.049Beta

41.182CAR

9.8Drawdown

-0.74Loss Rate

0Parameters

1Security Types

5.137Sortino Ratio

252Tradeable Dates

120Trades

-7.01Treynor Ratio

0.63Win Rate

Cody started the discussion How Complex Should An Algo Be To Use The Algorithm Framework

I've been learning QC and Lean for about a month now and have completed the majority of the...

4 years ago

Cody started the discussion ImmediateExecutionModel Constantly Places Trades

I've been getting a really good grasp on the LEAN framework and have been testing out utilization...

4 years ago