cover
  • Profile
  • Backtests
  • Community

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 (1)

View More
Hyper-Active Magenta Anguilline

-2290.999Net Profit

-0.783Sharpe Ratio

-11.727Alpha

4.812Beta

0CAR

1584.9Drawdown

44Loss Rate

7Parameters

2Security Types

0.2769Sortino Ratio

626Tradeable Dates

34Trades

-2.249Treynor Ratio

56Win Rate


Community

View More

Dominik started the discussion Treasury Futures don't seem to have data until May'09 and then get flash liquidated in Jan'10?

I'm exploring a yield curve steepener trade (short 10-year and long 2-year treasuries), however...

6 years ago

Dominik left a comment in the discussion Treasury Futures don't seem to have data until May'09 and then get flash liquidated in Jan'10?

The margin call that terminates the algo doesn't show up here, but it's a nice big red candle :)

6 years ago

Hyper-Active Magenta Anguilline

-2290.999Net Profit

-0.783Sharpe Ratio

-11.727Alpha

4.812Beta

0CAR

1584.9Drawdown

44Loss Rate

7Parameters

2Security Types

0.2769Sortino Ratio

626Tradeable Dates

34Trades

-2.249Treynor Ratio

56Win Rate

Dominik started the discussion Treasury Futures don't seem to have data until May'09 and then get flash liquidated in Jan'10?

I'm exploring a yield curve steepener trade (short 10-year and long 2-year treasuries), however...

6 years ago

Dominik left a comment in the discussion Treasury Futures don't seem to have data until May'09 and then get flash liquidated in Jan'10?

The margin call that terminates the algo doesn't show up here, but it's a nice big red candle :)

6 years ago