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Biography

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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Dancing Fluorescent Orange Owlet

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

3Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Formal Asparagus Penguin

-0.008Net Profit

16.541PSR

-1.359Sharpe Ratio

-0.001Alpha

0.001Beta

-0.053CAR

0Drawdown

37Loss Rate

25Parameters

1Security Types

-0.1416Sortino Ratio

38Tradeable Dates

96Trades

-0.728Treynor Ratio

63Win Rate

Adaptable Orange Viper

17Parameters

0Security Types

0Tradeable Dates

Sleepy Tan Dog

13Parameters

2Security Types

8Tradeable Dates


Community

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Gil left a comment in the discussion Since upgrading to Env3 -QuantBook is not available on Jupyter

Jared Broad Alexandre Catarino Should we use version 2 when using Notebook? Because obviously it...

2 years ago

Gil left a comment in the discussion Continuous Futures Support

Jared Broad Martin Molinero But what actually will be bought when buying this canonical contract...

2 years ago

Gil started the discussion IPO trading

Hi,

3 years ago

Gil started the discussion Simple IPO strategy

Hi,

3 years ago

Gil started the discussion How capacity is calculated?

I have an algo which trading multiple stocks and the capacity is $ 750, does it make sense?

3 years ago

Dancing Fluorescent Orange Owlet

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

3Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Formal Asparagus Penguin

-0.008Net Profit

16.541PSR

-1.359Sharpe Ratio

-0.001Alpha

0.001Beta

-0.053CAR

0Drawdown

37Loss Rate

25Parameters

1Security Types

-0.1416Sortino Ratio

38Tradeable Dates

96Trades

-0.728Treynor Ratio

63Win Rate

Adaptable Orange Viper

17Parameters

0Security Types

0Tradeable Dates

Sleepy Tan Dog

13Parameters

2Security Types

8Tradeable Dates

Gil left a comment in the discussion Since upgrading to Env3 -QuantBook is not available on Jupyter

Jared Broad Alexandre Catarino Should we use version 2 when using Notebook? Because obviously it...

2 years ago

Gil left a comment in the discussion Continuous Futures Support

Jared Broad Martin Molinero But what actually will be bought when buying this canonical contract...

2 years ago

Gil started the discussion IPO trading

Hi,

3 years ago

Gil started the discussion Simple IPO strategy

Hi,

3 years ago

Gil started the discussion How capacity is calculated?

I have an algo which trading multiple stocks and the capacity is $ 750, does it make sense?

3 years ago

Gil started the discussion Is it possible to add TAcharts ?

it's not for the purpose of charting but for calculating indicators efficiently on dataframes

3 years ago

Gil left a comment in the discussion Basic framework that I use for stoploss, take profit and data

Actually, this framework can be modified to work with the QC framework and the execution part will...

3 years ago

Gil started the discussion Wired issue when trying to create new alpha

I added prints in the alpha file and I don't see them when running backtest. 

4 years ago

Gil started the discussion Pairs trading alpha

I was looking at the implementation of:PearsonCorrelationPairsTradingAlphaModel - this is the...

4 years ago

Gil started the discussion Adding a ML training to the Alpha

Hi,

4 years ago

Gil started the discussion Using notes in alpha framework

Hi,

4 years ago

Gil started the discussion Live trading with IB

Hi

4 years ago

Gil started the discussion Non US Interactive Brokers users

Hi.

4 years ago

Gil started the discussion How to create a synthetic asset indicator?

Hi

4 years ago

Gil left a comment in the discussion Tim Sykes and Penny Stocks

Hi,

4 years ago

Gil started the discussion Stock price is 0 when using a consolidator

When trying to calculate the stocks price every 1 hour I get the PYPL price is always 0 :(Can't see...

5 years ago

Gil started the discussion Options SetFilter by strike percent

If I want to get the option chain of stock from -5% to +5% how can I do that?the only option I can...

5 years ago

Gil started the discussion OEX, XEO options

Hi,

5 years ago

Gil started the discussion Backtest taking too long

Hi.I'm running a backtest of simple option-selling algorithm for only 8 days and it takes very long...

5 years ago

Gil started the discussion How do I iterate over my holdings

Now, this is what I do, and I think it's not very efficient any suggestions?

5 years ago

Gil started the discussion How to get the delta from OptionHolding object

Hi,I want to get my delta exposure for every option in my portfolio, this is what I do:

5 years ago

Gil started the discussion Can't work with options and consolidators

Hi,I replied this comment in another thread, but I think this issue deserves a separate topic.

5 years ago

Gil started the discussion Business days till expiration

Hi.is there a way to get the number of business days till options expiration?need to take into...

5 years ago

Gil started the discussion Option price using OptionUniverse

Hi,

5 years ago

Gil left a comment in the discussion Business days till expiration

I'm not sure this method is enabled in python, I'm trying:sec = self.Securities['SPY']t =...

5 years ago

Gil left a comment in the discussion Option hourly resolution

Jack Simonson Consolidators are not good enough to use with options because we don't have access...

5 years ago