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Biography

Started on Forex markets in 2004-2009. Worked on the Russian market (Russian stocks and futures) in 2009-2011. Moved to Interactive Brokers LLC (IBKR) in 2011 and continue to primarily trade US stocks (rarely options) via IBKR. Formerly actived in Quantopian 2017-oct 2020. Moved to QC in Nov 2020. Use QC to inform real trading (personal accoount). In real life I am a lecturer (analogue of assistant professor in N America) in a UK university (life sciences, biology, animal behaviour, neuroscience).

Activity on QuantConnect

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Public Backtests (1)

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Emotional Fluorescent Orange Fox

2419.574Net Profit

29.722PSR

0.969Sharpe Ratio

0.129Alpha

0.731Beta

18.995CAR

37.8Drawdown

35Loss Rate

9Parameters

1Security Types

0.8204Sortino Ratio

4666Tradeable Dates

234Trades

0.304Treynor Ratio

65Win Rate


Community

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Dmitry started the discussion Issue with "index out of bounds"

Dear all

3 years ago

Dmitry started the discussion Embedding momentum and scheduled rules into Framework Algorithm

Dear all

3 years ago

Dmitry started the discussion BT fails - transaction model failed, cannot get ask price to fill order

Hi there

4 years ago

Dmitry started the discussion Why invalid orders in backtest?

Dear all. here I share my backtest - I see lots of invalid orders and more and more towards the end...

4 years ago

Emotional Fluorescent Orange Fox

2419.574Net Profit

29.722PSR

0.969Sharpe Ratio

0.129Alpha

0.731Beta

18.995CAR

37.8Drawdown

35Loss Rate

9Parameters

1Security Types

0.8204Sortino Ratio

4666Tradeable Dates

234Trades

0.304Treynor Ratio

65Win Rate

Dmitry started the discussion Issue with "index out of bounds"

Dear all

3 years ago

Dmitry started the discussion Embedding momentum and scheduled rules into Framework Algorithm

Dear all

3 years ago

Dmitry started the discussion BT fails - transaction model failed, cannot get ask price to fill order

Hi there

4 years ago

Dmitry started the discussion Why invalid orders in backtest?

Dear all. here I share my backtest - I see lots of invalid orders and more and more towards the end...

4 years ago