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Biography

Algorithmic trader. Skills include MetaTrader4, OANDA, Software Engineering, AI. Also an experienced CTO. Previous relevant experience consulting with Barclays Capital, HSBC re. risk management.

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.


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Frank started the discussion Running tests on a local Windows 10/Visual Studio dev environment

I'm prepping to try working on some of the Lean issues in github.  I'm a Mac/Linux JVM guy, so I'm...

5 years ago

Frank started the discussion IBKR Lite

Is this as good as it sounds?  No commissions?  No account minimums?  Unlimited trades?  I have...

5 years ago

Frank started the discussion Fitness Score Component: Significant Length

How is Significant Length, part of the fitness calculation for alpha streams, calculated?

5 years ago

Frank left a comment in the discussion IBKR Lite

Hmmm...IBKR web site says "Coming in October".  It also says IBKR APIs are not supported...

5 years ago

Frank left a comment in the discussion Novice struggling to use rolling window

Go to the Bootcamp and take the brand new Rolling Window tutorial.  It will show you that you need...

5 years ago

Frank started the discussion Running tests on a local Windows 10/Visual Studio dev environment

I'm prepping to try working on some of the Lean issues in github.  I'm a Mac/Linux JVM guy, so I'm...

5 years ago

Frank started the discussion IBKR Lite

Is this as good as it sounds?  No commissions?  No account minimums?  Unlimited trades?  I have...

5 years ago

Frank started the discussion Fitness Score Component: Significant Length

How is Significant Length, part of the fitness calculation for alpha streams, calculated?

5 years ago

Frank left a comment in the discussion IBKR Lite

Hmmm...IBKR web site says "Coming in October".  It also says IBKR APIs are not supported...

5 years ago

Frank left a comment in the discussion Novice struggling to use rolling window

Go to the Bootcamp and take the brand new Rolling Window tutorial.  It will show you that you need...

5 years ago

Frank left a comment in the discussion Running tests on a local Windows 10/Visual Studio dev environment

My original question still stands.  Anyone out there run tests locally before submitting your...

5 years ago

Frank left a comment in the discussion Running tests on a local Windows 10/Visual Studio dev environment

Jason, I don't think that is going to work.  Lean still relies on some Visual Studio capabilities...

5 years ago

Frank left a comment in the discussion Probabilistic Sharpe Ratio

This would lead to higher performing Alpha Streams.  I would add it to the arsenal.

5 years ago