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Biography

I'm a freelance quantitative researcher focusing on epistemological and ontological reasoning on the full life cycle of an alpha - from the initial identification of theoretical factors to their final implementation as part of profitable trading strategies.

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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lots fixed fees enabled - STRAIGHT DOWN

-41.131Net Profit

0PSR

-8.171Sharpe Ratio

-0.327Alpha

-0.102Beta

-40.293CAR

41.1Drawdown

-0.01Loss Rate

27Parameters

1Security Types

258Tradeable Dates

34877Trades

3.328Treynor Ratio

0.02Win Rate

Smooth Green Bison

17.051Net Profit

0.024PSR

-0.168Sharpe Ratio

-0.01Alpha

-0.011Beta

2.619CAR

16.2Drawdown

-0.03Loss Rate

27Parameters

1Security Types

1530Tradeable Dates

473681Trades

0.963Treynor Ratio

0.03Win Rate

Jumping Fluorescent Pink Armadillo

5.284Net Profit

41.07PSR

0.489Sharpe Ratio

0.018Alpha

-0.069Beta

5.77CAR

3.1Drawdown

-0.03Loss Rate

38Parameters

1Security Types

0Tradeable Dates

8036Trades

-0.355Treynor Ratio

0.04Win Rate


Community

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Dan left a comment in the discussion Low Beta Portfolios Across Industries

My last comments didn't get displayed. I basically said there's a way to rig portfolios in a market...

1 years ago

lots fixed fees enabled - STRAIGHT DOWN

-41.131Net Profit

0PSR

-8.171Sharpe Ratio

-0.327Alpha

-0.102Beta

-40.293CAR

41.1Drawdown

-0.01Loss Rate

27Parameters

1Security Types

258Tradeable Dates

34877Trades

3.328Treynor Ratio

0.02Win Rate

Smooth Green Bison

17.051Net Profit

0.024PSR

-0.168Sharpe Ratio

-0.01Alpha

-0.011Beta

2.619CAR

16.2Drawdown

-0.03Loss Rate

27Parameters

1Security Types

1530Tradeable Dates

473681Trades

0.963Treynor Ratio

0.03Win Rate

Jumping Fluorescent Pink Armadillo

5.284Net Profit

41.07PSR

0.489Sharpe Ratio

0.018Alpha

-0.069Beta

5.77CAR

3.1Drawdown

-0.03Loss Rate

38Parameters

1Security Types

0Tradeable Dates

8036Trades

-0.355Treynor Ratio

0.04Win Rate

Dan left a comment in the discussion Low Beta Portfolios Across Industries

My last comments didn't get displayed. I basically said there's a way to rig portfolios in a market...

1 years ago