cover
  • Profile
  • Backtests
  • Community

Biography

Learning about algo trading

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 (4)

View More
Square Yellow Bat

13.079Net Profit

100PSR

11.954Sharpe Ratio

1.429Alpha

-0.089Beta

247.21CAR

1.8Drawdown

58Loss Rate

0Parameters

2Security Types

51.799Sortino Ratio

36Tradeable Dates

248Trades

-15.555Treynor Ratio

42Win Rate

Adaptable Magenta Baboon

0.239Net Profit

13.428PSR

-2.07Sharpe Ratio

-0.053Alpha

0.022Beta

0.241CAR

2.6Drawdown

-0.56Loss Rate

12Parameters

1Security Types

0Tradeable Dates

19Trades

-2.231Treynor Ratio

0.5Win Rate

Formal Blue Gorilla

32.866Net Profit

0.15PSR

0.224Sharpe Ratio

0.022Alpha

0.057Beta

2.881CAR

35.7Drawdown

-4.53Loss Rate

0Parameters

1Security Types

2516Tradeable Dates

121Trades

0.48Treynor Ratio

3.11Win Rate

Calculating Sky Blue Mule

-7.732Net Profit

24.045PSR

-0.427Sharpe Ratio

-0.232Alpha

0.17Beta

-38.875CAR

25.9Drawdown

-4.14Loss Rate

0Parameters

2Security Types

60Tradeable Dates

17Trades

-1.212Treynor Ratio

5.23Win Rate


Community

View More

Ezra left a comment in the discussion SPY vs. SPY

Is this not just a trailing stop loss on SPY?

1 years ago

Ezra started the discussion Classical vrs Algorithm Framework universe selection

What is the difference between using the classic and algorithm framework in universe selection?

2 years ago

Square Yellow Bat

13.079Net Profit

100PSR

11.954Sharpe Ratio

1.429Alpha

-0.089Beta

247.21CAR

1.8Drawdown

58Loss Rate

0Parameters

2Security Types

51.799Sortino Ratio

36Tradeable Dates

248Trades

-15.555Treynor Ratio

42Win Rate

Adaptable Magenta Baboon

0.239Net Profit

13.428PSR

-2.07Sharpe Ratio

-0.053Alpha

0.022Beta

0.241CAR

2.6Drawdown

-0.56Loss Rate

12Parameters

1Security Types

0Tradeable Dates

19Trades

-2.231Treynor Ratio

0.5Win Rate

Formal Blue Gorilla

32.866Net Profit

0.15PSR

0.224Sharpe Ratio

0.022Alpha

0.057Beta

2.881CAR

35.7Drawdown

-4.53Loss Rate

0Parameters

1Security Types

2516Tradeable Dates

121Trades

0.48Treynor Ratio

3.11Win Rate

Calculating Sky Blue Mule

-7.732Net Profit

24.045PSR

-0.427Sharpe Ratio

-0.232Alpha

0.17Beta

-38.875CAR

25.9Drawdown

-4.14Loss Rate

0Parameters

2Security Types

60Tradeable Dates

17Trades

-1.212Treynor Ratio

5.23Win Rate

Ezra left a comment in the discussion SPY vs. SPY

Is this not just a trailing stop loss on SPY?

1 years ago

Ezra started the discussion Classical vrs Algorithm Framework universe selection

What is the difference between using the classic and algorithm framework in universe selection?

2 years ago