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Biography

I'm an orthopedic surgeon with a hobby in swing trading

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 (7)

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Hipster Fluorescent Pink Jaguar

1.206Net Profit

2.317PSR

0.221Sharpe Ratio

0Alpha

0Beta

0.272CAR

65.4Drawdown

-0.33Loss Rate

11Parameters

0Security Types

0Tradeable Dates

6436Trades

0Treynor Ratio

0.24Win Rate

2022 to 2023

186.567Net Profit

96.575PSR

3.121Sharpe Ratio

0Alpha

0Beta

123.069CAR

16.5Drawdown

-0.33Loss Rate

0Parameters

1Security Types

402Tradeable Dates

5020Trades

0Treynor Ratio

0.65Win Rate

Crawling Black Guanaco

-1.365Net Profit

2.159PSR

-0.457Sharpe Ratio

0Alpha

0Beta

-1.055CAR

2Drawdown

-0.04Loss Rate

0Parameters

0Security Types

397Tradeable Dates

4360Trades

0Treynor Ratio

0.02Win Rate

Casual Blue Duck

429.014Net Profit

100PSR

2.5850910150313E+21Sharpe Ratio

9.4312591922939E+21Alpha

4.688Beta

7.9228162514264E+28CAR

1.3Drawdown

-0.25Loss Rate

31Parameters

0Security Types

1015658923.531Sortino Ratio

6Tradeable Dates

13Trades

2.0116827907095E+21Treynor Ratio

33.16Win Rate

Pensive Yellow-Green Sheep

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

2Parameters

1Security Types

0Sortino Ratio

121Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate


Community

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David left a comment in the discussion Help with 0DTE strategy

Have you coded for options before? do you have a working template to pull an option and buy in some...

6 months ago

David left a comment in the discussion Could not open my projects (Chrome on iPad)

I think a lot of people are having access issues.  Anyway we can get this looked into again?  I...

6 months ago

David left a comment in the discussion Incorrect tracking of covered call assignments, please help

This happened again last night.  Same thing.  Stock ended up above the call at close of day but...

1 years ago

David left a comment in the discussion Bracket orders?

actually I just noticed these aren't working right either.  The limit orders to close for profit...

1 years ago

David left a comment in the discussion Bracket orders?

OK couldn't fix the OnOrderEvent bracket orders.  They are still closing the exact same minute...

1 years ago

Hipster Fluorescent Pink Jaguar

1.206Net Profit

2.317PSR

0.221Sharpe Ratio

0Alpha

0Beta

0.272CAR

65.4Drawdown

-0.33Loss Rate

11Parameters

0Security Types

0Tradeable Dates

6436Trades

0Treynor Ratio

0.24Win Rate

2022 to 2023

186.567Net Profit

96.575PSR

3.121Sharpe Ratio

0Alpha

0Beta

123.069CAR

16.5Drawdown

-0.33Loss Rate

0Parameters

1Security Types

402Tradeable Dates

5020Trades

0Treynor Ratio

0.65Win Rate

Crawling Black Guanaco

-1.365Net Profit

2.159PSR

-0.457Sharpe Ratio

0Alpha

0Beta

-1.055CAR

2Drawdown

-0.04Loss Rate

0Parameters

0Security Types

397Tradeable Dates

4360Trades

0Treynor Ratio

0.02Win Rate

Casual Blue Duck

429.014Net Profit

100PSR

2.5850910150313E+21Sharpe Ratio

9.4312591922939E+21Alpha

4.688Beta

7.9228162514264E+28CAR

1.3Drawdown

-0.25Loss Rate

31Parameters

0Security Types

1015658923.531Sortino Ratio

6Tradeable Dates

13Trades

2.0116827907095E+21Treynor Ratio

33.16Win Rate

Pensive Yellow-Green Sheep

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

2Parameters

1Security Types

0Sortino Ratio

121Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Formal Orange Galago

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

6Parameters

1Security Types

0Sortino Ratio

4Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Measured Violet Lemur

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

3Parameters

1Security Types

0Sortino Ratio

17Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

David left a comment in the discussion Help with 0DTE strategy

Have you coded for options before? do you have a working template to pull an option and buy in some...

6 months ago

David left a comment in the discussion Could not open my projects (Chrome on iPad)

I think a lot of people are having access issues.  Anyway we can get this looked into again?  I...

6 months ago

David left a comment in the discussion Incorrect tracking of covered call assignments, please help

This happened again last night.  Same thing.  Stock ended up above the call at close of day but...

1 years ago

David left a comment in the discussion Bracket orders?

actually I just noticed these aren't working right either.  The limit orders to close for profit...

1 years ago

David left a comment in the discussion Bracket orders?

OK couldn't fix the OnOrderEvent bracket orders.  They are still closing the exact same minute...

1 years ago

David left a comment in the discussion Bracket orders?

Can anyone with Quantconnect chime in?  The real main issue here I think is that we need bracket...

1 years ago

David started the discussion Issue with building an indicator on an indicator

Hey guys, thanks in advance. I’m trying to code up an algorithm that will do a simple moving...

2 years ago

David started the discussion Issue with data: MACD and custom time frame

See attached backtest.  Trying to signal for MACD crossover on a 5 minute candle.  I logged the...

2 years ago

David started the discussion How to skip a bar if it doesn't exist

Hello and thanks in advance.  I have a stratigy that is using TQQQ open and close bar minute...

3 years ago

David started the discussion Optimization using a single digit?

Hey, I just wanted to say thanks in advance for the optimization.  This is a valuable and fun...

3 years ago

David started the discussion Help with QuoteBar rolling window

Trying to do a rolling window to make an SMA of BTCUSD.  I've already reviewed the Documentation...

3 years ago

David started the discussion Please help with simple options algo

Hello, trying to get a simple options algorthm to run and I'm having a hard time.  Goal is to...

3 years ago

David started the discussion Request : DOGEUSD and ANAUSD

Hey guys, dogecoin and Cardano are on Coinbase pro. Dodge pin just got added today from my...

3 years ago

David started the discussion Issue with algo recognition of holdings after restarting

In my algorithm trading equities on interactive brokers is able to recognize my stocks in my...

3 years ago

David started the discussion Issue with rebalancing

Hey, just trying to figure out the timing for my rebalancing code.  I think its a simple problem....

3 years ago

David started the discussion FYI Interactive Brokers will offer Crypto trading

Likely better costs than coinbase with its 0.5% cost per trade.  Will be exciting to support...

3 years ago

David started the discussion Request to add MANA, ICP, ADA and DOT to GDAX

As title suggests, can we add these crypto symbols to the request to add to supported symbols on...

3 years ago

David started the discussion Consolidated indicator data is not accurate

Hey working on a simple algo to log 30 minute RSI data but the numbers arent near what a trading...

4 years ago

David started the discussion The lab on mobile devices

Hey guys,

4 years ago

David started the discussion Optimization Locally in LEAN/Visual Studio

I see that some people have accomplished developing optimization locally in LEAN but from the posts...

5 years ago

David started the discussion Help with calculating slope of SMA

Hey, working on trying to figure out the slope of an SMA line.  The way I did it on quantopian...

6 years ago

David started the discussion Can you backtest up to yesterday?

Hey, working on some backtesting and was trying to backtest up till yesterday but it stops on the...

6 years ago

David started the discussion Live trading chart modification

Hey, is there any way to remove the time points from afterhour trading from the live chart feed on...

6 years ago

David started the discussion Can you short Bitcoin?

I have limited knowledge in cryptocurrency trading.  Does it work like forex?  Are you...

6 years ago

David started the discussion Hourly or 30 minute resolutions?

Are these something we can implement on an indicator?  I'my trying an hourly and it doesnt...

6 years ago

David started the discussion SVXY split but paper trading doesnt reflect it

Just putting this out there if anyone is able to fix it.  SVXY did a split but my paper...

6 years ago