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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 (2)

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Formal Yellow Frog

224.965Net Profit

0.962Sharpe Ratio

0.104Alpha

-0.237Beta

12.193CAR

16.1Drawdown

35Loss Rate

17Parameters

2Security Types

0.20392690316546Sortino Ratio

3739Tradeable Dates

1105Trades

-0.423Treynor Ratio

65Win Rate

Muscular Apricot Anguilline

14Parameters

1Security Types

3294Tradeable Dates


Community

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Daniel started the discussion Does Alpaca really take 4 to 5 days to settle funds in a cash account?

I've written an algorithm using SetBrokerageModel(BrokerageName.Alpaca, AccountType.Cash); It runs...

6 years ago

Daniel started the discussion How to get Fundamentals in Backtesting outside of CourseGrainSelector and FineGrainSelector in C#

I would like to use fundamentals data for purposes other than selecting stocks (ie as inputs in...

6 years ago

Daniel started the discussion Duplicate key exception in PortfolioConstructionModels when QC500 is used

I am getting the error "An item with the same key has already been added" when using...

6 years ago

Daniel left a comment in the discussion How to get Fundamentals in Backtesting outside of CourseGrainSelector and FineGrainSelector in C#

Thanks for the reply.  I understand I can access fundamentals inside of a Course or Fine selector,...

6 years ago

Daniel left a comment in the discussion Does Alpaca really take 4 to 5 days to settle funds in a cash account?

Thanks for the reply.  I understand how that is a better way to write the algorithm, but this does...

6 years ago

Formal Yellow Frog

224.965Net Profit

0.962Sharpe Ratio

0.104Alpha

-0.237Beta

12.193CAR

16.1Drawdown

35Loss Rate

17Parameters

2Security Types

0.20392690316546Sortino Ratio

3739Tradeable Dates

1105Trades

-0.423Treynor Ratio

65Win Rate

Muscular Apricot Anguilline

14Parameters

1Security Types

3294Tradeable Dates

Daniel started the discussion Does Alpaca really take 4 to 5 days to settle funds in a cash account?

I've written an algorithm using SetBrokerageModel(BrokerageName.Alpaca, AccountType.Cash); It runs...

6 years ago

Daniel started the discussion How to get Fundamentals in Backtesting outside of CourseGrainSelector and FineGrainSelector in C#

I would like to use fundamentals data for purposes other than selecting stocks (ie as inputs in...

6 years ago

Daniel started the discussion Duplicate key exception in PortfolioConstructionModels when QC500 is used

I am getting the error "An item with the same key has already been added" when using...

6 years ago

Daniel left a comment in the discussion How to get Fundamentals in Backtesting outside of CourseGrainSelector and FineGrainSelector in C#

Thanks for the reply.  I understand I can access fundamentals inside of a Course or Fine selector,...

6 years ago

Daniel left a comment in the discussion Does Alpaca really take 4 to 5 days to settle funds in a cash account?

Thanks for the reply.  I understand how that is a better way to write the algorithm, but this does...

6 years ago