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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 (4)

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Adaptable Red Fish

117.205Net Profit

5.224PSR

0.533Sharpe Ratio

0.058Alpha

0.237Beta

6.673CAR

24.3Drawdown

-0.87Loss Rate

26Parameters

0Security Types

0.479Sortino Ratio

3021Tradeable Dates

486Trades

0.332Treynor Ratio

1.24Win Rate

Leveraged 4 - 2008-2021 DD24% CAGR16.8%

543.397Net Profit

45.457PSR

1.054Sharpe Ratio

0.146Alpha

0.368Beta

16.77CAR

23.6Drawdown

-1.17Loss Rate

26Parameters

0Security Types

1.155Sortino Ratio

3021Tradeable Dates

444Trades

0.506Treynor Ratio

1.8Win Rate

Alert Violet Alligator

484.594Net Profit

42.735PSR

1.02Sharpe Ratio

0.147Alpha

0.053Beta

17.314CAR

23.2Drawdown

33Loss Rate

5Parameters

1Security Types

0.7504Sortino Ratio

2780Tradeable Dates

123Trades

2.881Treynor Ratio

67Win Rate

Well Dressed Apricot Chimpanzee

5Parameters

0Security Types

0Tradeable Dates


Community

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Derek started the discussion Long Trend High Momentum Strategy Help

I'm new to Quantconnect and algo trading in general, and may have only intermediate Python...

4 years ago

Derek started the discussion Backtest error in LEAN

If I run this backtest online, it works. When I run the same file in LEAN on my computer using VS...

4 years ago

Derek started the discussion Problem using indicators in strategy backtest

Hello! I've really enjoyed working with your platform and learning Python at the same time. I've...

4 years ago

Derek left a comment in the discussion Problem using indicators in strategy backtest

Here is the other backtest. The only change is the "self.numberOfGrowth = 4" line.  

4 years ago

Adaptable Red Fish

117.205Net Profit

5.224PSR

0.533Sharpe Ratio

0.058Alpha

0.237Beta

6.673CAR

24.3Drawdown

-0.87Loss Rate

26Parameters

0Security Types

0.479Sortino Ratio

3021Tradeable Dates

486Trades

0.332Treynor Ratio

1.24Win Rate

Leveraged 4 - 2008-2021 DD24% CAGR16.8%

543.397Net Profit

45.457PSR

1.054Sharpe Ratio

0.146Alpha

0.368Beta

16.77CAR

23.6Drawdown

-1.17Loss Rate

26Parameters

0Security Types

1.155Sortino Ratio

3021Tradeable Dates

444Trades

0.506Treynor Ratio

1.8Win Rate

Alert Violet Alligator

484.594Net Profit

42.735PSR

1.02Sharpe Ratio

0.147Alpha

0.053Beta

17.314CAR

23.2Drawdown

33Loss Rate

5Parameters

1Security Types

0.7504Sortino Ratio

2780Tradeable Dates

123Trades

2.881Treynor Ratio

67Win Rate

Well Dressed Apricot Chimpanzee

5Parameters

0Security Types

0Tradeable Dates

Derek started the discussion Long Trend High Momentum Strategy Help

I'm new to Quantconnect and algo trading in general, and may have only intermediate Python...

4 years ago

Derek started the discussion Backtest error in LEAN

If I run this backtest online, it works. When I run the same file in LEAN on my computer using VS...

4 years ago

Derek started the discussion Problem using indicators in strategy backtest

Hello! I've really enjoyed working with your platform and learning Python at the same time. I've...

4 years ago

Derek left a comment in the discussion Problem using indicators in strategy backtest

Here is the other backtest. The only change is the "self.numberOfGrowth = 4" line.  

4 years ago