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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 (1)

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Measured Blue Dolphin

13.24Net Profit

81.757PSR

2.654Sharpe Ratio

0.038Alpha

0.821Beta

45.513CAR

5.4Drawdown

-0.01Loss Rate

0Parameters

0Security Types

4.979Sortino Ratio

0Tradeable Dates

2354Trades

0.37Treynor Ratio

0.09Win Rate


Community

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Greg started the discussion Can't get SPX Options to work

I am trying to get a basic framework to trade SPX options going.  

3 years ago

Greg left a comment in the discussion Can't get SPX Options to work

Varad,  Thank you for the great example, it is very helpful.

3 years ago

Greg started the discussion Tiingo Sentiment Analysis on Stocks, dictionary over 64k limit

Good day,

4 years ago

Measured Blue Dolphin

13.24Net Profit

81.757PSR

2.654Sharpe Ratio

0.038Alpha

0.821Beta

45.513CAR

5.4Drawdown

-0.01Loss Rate

0Parameters

0Security Types

4.979Sortino Ratio

0Tradeable Dates

2354Trades

0.37Treynor Ratio

0.09Win Rate

Greg started the discussion Can't get SPX Options to work

I am trying to get a basic framework to trade SPX options going.  

3 years ago

Greg left a comment in the discussion Can't get SPX Options to work

Varad,  Thank you for the great example, it is very helpful.

3 years ago

Greg started the discussion Tiingo Sentiment Analysis on Stocks, dictionary over 64k limit

Good day,

4 years ago