QuantConnect Profile - QuantConnect.com

Greg Kendall

Quant

Date Joined

10th November, 2020

Bootcamp progress

99% Complete

Achievements

Profile
Backtests
Community
Certificates

Biography

Long-time professional software engineer. Long-time interest in stock trading. Excited to use these new tools and data.

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 (9)

Determined Black kitten

7.732Net Profit

99.168PSR

5.403Sharpe Ratio

0.069Alpha

0.988Beta

52.921CAR

1.1Drawdown

-0.01Loss Rate

0Parameters

1Security Types

22.144Sortino Ratio

0Tradeable Dates

315Trades

0.376Treynor Ratio

0.01Win Rate

Muscular Black Pig

1.577Net Profit

44.323PSR

0.731Sharpe Ratio

0.109Alpha

-0.412Beta

9.812CAR

3.7Drawdown

-0.01Loss Rate

5Parameters

1Security Types

2.013Sortino Ratio

0Tradeable Dates

902Trades

-0.143Treynor Ratio

0.04Win Rate

Dancing Brown Gaur

3.399Net Profit

41.748PSR

0.813Sharpe Ratio

0.034Alpha

-0.02Beta

4.593CAR

2.7Drawdown

-0.02Loss Rate

2Parameters

1Security Types

0.986Sortino Ratio

0Tradeable Dates

1170Trades

-1.644Treynor Ratio

0.16Win Rate

Casual Yellow Parrot

7.078Net Profit

93.122PSR

4.73Sharpe Ratio

0.145Alpha

0.61Beta

51.545CAR

1.3Drawdown

-0.36Loss Rate

2Parameters

1Security Types

9.584Sortino Ratio

0Tradeable Dates

14Trades

0.569Treynor Ratio

0.09Win Rate

Swimming Yellow-Green Coyote

4.487Net Profit

63.786PSR

1.762Sharpe Ratio

-0.13Alpha

0.62Beta

20.754CAR

2.5Drawdown

-0.12Loss Rate

3Parameters

1Security Types

2.398Sortino Ratio

0Tradeable Dates

308Trades

0.233Treynor Ratio

0.16Win Rate

Community

Greg left a comment in the discussion Algo: Flock

I'm guessing that an LLM like Claude could convert this C code to python pretty well with a little...

1 years ago

Greg started the discussion On a backtest results pages my scroll wheel doesn't work properly - Chrome Browsers

Im using a Chrome Browser on both a Chromebook and a Windows 11 PC. In both cases, the scroll wheel...

2 years ago

Greg started the discussion Rebalance every n days

I wish to rebalance every n days … say for example every 12 days. How would I do this?...

2 years ago

Greg left a comment in the discussion Docs V2 Released

Does QC sell printed copies perhaps? I am always wishing I had a binder of the documentation next...

2 years ago

Greg left a comment in the discussion Rebalance every n days

I think I have answered this myself and I am doing the counting of days programmatically. Please...

2 years ago

Determined Black kitten

7.732Net Profit

99.168PSR

5.403Sharpe Ratio

0.069Alpha

0.988Beta

52.921CAR

1.1Drawdown

-0.01Loss Rate

0Parameters

1Security Types

22.144Sortino Ratio

0Tradeable Dates

315Trades

0.376Treynor Ratio

0.01Win Rate

Muscular Black Pig

1.577Net Profit

44.323PSR

0.731Sharpe Ratio

0.109Alpha

-0.412Beta

9.812CAR

3.7Drawdown

-0.01Loss Rate

5Parameters

1Security Types

2.013Sortino Ratio

0Tradeable Dates

902Trades

-0.143Treynor Ratio

0.04Win Rate

Dancing Brown Gaur

3.399Net Profit

41.748PSR

0.813Sharpe Ratio

0.034Alpha

-0.02Beta

4.593CAR

2.7Drawdown

-0.02Loss Rate

2Parameters

1Security Types

0.986Sortino Ratio

0Tradeable Dates

1170Trades

-1.644Treynor Ratio

0.16Win Rate

Casual Yellow Parrot

7.078Net Profit

93.122PSR

4.73Sharpe Ratio

0.145Alpha

0.61Beta

51.545CAR

1.3Drawdown

-0.36Loss Rate

2Parameters

1Security Types

9.584Sortino Ratio

0Tradeable Dates

14Trades

0.569Treynor Ratio

0.09Win Rate

Swimming Yellow-Green Coyote

4.487Net Profit

63.786PSR

1.762Sharpe Ratio

-0.13Alpha

0.62Beta

20.754CAR

2.5Drawdown

-0.12Loss Rate

3Parameters

1Security Types

2.398Sortino Ratio

0Tradeable Dates

308Trades

0.233Treynor Ratio

0.16Win Rate

Pensive Yellow-Green Beaver

12.927Net Profit

66.736PSR

1.516Sharpe Ratio

0.142Alpha

-0.008Beta

20.247CAR

3.9Drawdown

-0.94Loss Rate

6Parameters

1Security Types

1.778Sortino Ratio

166Tradeable Dates

70Trades

-16.611Treynor Ratio

1.23Win Rate

Casual Asparagus Cow

-7.699Net Profit

7.31PSR

-0.223Sharpe Ratio

-0.043Alpha

0.042Beta

-7.936CAR

24.3Drawdown

-1.12Loss Rate

7Parameters

1Security Types

-0.555Sortino Ratio

245Tradeable Dates

442Trades

-0.959Treynor Ratio

1.07Win Rate

Energetic Green Manatee

14.833Net Profit

45.747PSR

0.971Sharpe Ratio

-0.225Alpha

1.963Beta

34.122CAR

19.1Drawdown

-0.41Loss Rate

3Parameters

1Security Types

1.558Sortino Ratio

0Tradeable Dates

447Trades

0.123Treynor Ratio

0.37Win Rate

Dancing Fluorescent Pink Ant

24.338Net Profit

15.027PSR

0.516Sharpe Ratio

0.062Alpha

0.158Beta

7.534CAR

16.9Drawdown

-1.77Loss Rate

4Parameters

1Security Types

0.682Sortino Ratio

756Tradeable Dates

37Trades

0.369Treynor Ratio

4.05Win Rate

Greg left a comment in the discussion Algo: Flock

I'm guessing that an LLM like Claude could convert this C code to python pretty well with a little...

1 years ago

Greg started the discussion On a backtest results pages my scroll wheel doesn't work properly - Chrome Browsers

Im using a Chrome Browser on both a Chromebook and a Windows 11 PC. In both cases, the scroll wheel...

2 years ago

Greg started the discussion Rebalance every n days

I wish to rebalance every n days … say for example every 12 days. How would I do this?...

2 years ago

Greg left a comment in the discussion Docs V2 Released

Does QC sell printed copies perhaps? I am always wishing I had a binder of the documentation next...

2 years ago

Greg left a comment in the discussion Rebalance every n days

I think I have answered this myself and I am doing the counting of days programmatically. Please...

2 years ago

Greg left a comment in the discussion Morningstar EPS growth data

I found this from morning star the appears to describe one data time of their forward eps data:

2 years ago

Greg left a comment in the discussion Morningstar EPS growth data

Just a second note: The note above this relates to the original question. Basically, trying to...

2 years ago

Greg left a comment in the discussion Morningstar EPS growth data

Here is a fun fact. If you take the ForwardPERatio and divide by the PEGRatio you should get the...

2 years ago

Greg started the discussion Boot Camp: Momentum-Based Tactical Allocation

From time to time I reference the Bootcamps, typically to grab some code that I need for a new...

3 years ago

Greg started the discussion Boot Camp (#7): Fading the Gap - Backtest and code

Here is the Fading the Gap backtest and code … continued from my last post on this subject. I...

3 years ago

Greg started the discussion Boot Camp: (#8*) The Algorithm Framework

I am constantly referencing the boot camps. Here is the backtest and code for The Algorithm...

3 years ago

Greg started the discussion Boot Camp: (#9) Pairs Trading with SMA

I am constantly referencing the boot camps. Here is the backtest and code for The Algorithm...

3 years ago

Greg started the discussion Boot Camp: (#10) Liquid Value Stocks

I am constantly referencing the boot camps. Here is the backtest and code for The Algorithm...

3 years ago

Greg started the discussion Boot Camp: (#12) Sector Weighted Portfolio Construction

I am constantly referencing the boot camps. Here is the backtest and code for The Algorithm...

3 years ago

Greg started the discussion Debugging no longer supported in version 2.0 of Algorithm Terminal

I got the below message when I went to use the debugger. I followed the link to Settings and for...

3 years ago

Greg started the discussion Warning: start date will be adjusted (on history requests)

I am getting a warning:

3 years ago

Greg started the discussion Boot Camp: (#1) Buy and Hold / Equities (All Text and Code)