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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 (0)

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Community

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Dennis left a comment in the discussion Pairs Trading - Copula Method vs Cointegration

Two Questions:

7 years ago

Dennis left a comment in the discussion Pairs Trading - Copula Method vs Cointegration

If for a Gumbel copula we get a combination of (u,v) of (1,1) -> the pdf of your algorithm...

7 years ago

Dennis left a comment in the discussion Pairs Trading - Copula Method vs Cointegration

Two Questions:

7 years ago

Dennis left a comment in the discussion Pairs Trading - Copula Method vs Cointegration

If for a Gumbel copula we get a combination of (u,v) of (1,1) -> the pdf of your algorithm...

7 years ago