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Biography

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 (6)

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Formal Red Orange Pelican

19432.343Net Profit

1.344PSR

0.722Sharpe Ratio

0.169Alpha

0.647Beta

24.198CAR

68.4Drawdown

-0.9Loss Rate

26Parameters

1Security Types

0Tradeable Dates

1746Trades

0.323Treynor Ratio

2.43Win Rate

V13_!M_TMF

38641.854Net Profit

89.284PSR

1.639Sharpe Ratio

0.549Alpha

-0.13Beta

57.894CAR

47.7Drawdown

-1.52Loss Rate

37Parameters

1Security Types

2.29Sortino Ratio

3282Tradeable Dates

544Trades

-4.115Treynor Ratio

3.92Win Rate

ROC_TQQQ_TMF_9h40

46973.983Net Profit

98.984PSR

1.969Sharpe Ratio

0.52Alpha

0.089Beta

60.354CAR

35.6Drawdown

-1.16Loss Rate

19Parameters

1Security Types

2.992Sortino Ratio

3279Tradeable Dates

261Trades

5.972Treynor Ratio

6.66Win Rate

ROC_orig_TQQQ_TMF

44297.962Net Profit

98.813PSR

1.947Sharpe Ratio

0.515Alpha

0.089Beta

59.636CAR

35.6Drawdown

-1.13Loss Rate

19Parameters

1Security Types

2.959Sortino Ratio

3279Tradeable Dates

261Trades

5.863Treynor Ratio

6.62Win Rate

ROC_Orig_TQQQ

20451.386Net Profit

99.029PSR

1.906Sharpe Ratio

0.414Alpha

0.231Beta

50.474CAR

23.3Drawdown

-0.92Loss Rate

19Parameters

1Security Types

2.926Sortino Ratio

3279Tradeable Dates

265Trades

1.89Treynor Ratio

5.54Win Rate


Community

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Guy left a comment in the discussion ETFConstituentsUniverse

My latest short paper might interest some wishing to design better trading programs with a...

1 years ago

Guy left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy

@Peter, the cited article provided more than points to keep in mind. They are points to live by.

2 years ago

Guy left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy

The following article from Quantpedia on 355 published strategies using QuantConnect's platform...

2 years ago

Guy left a comment in the discussion Benjamin Graham's Net-Net Investing strategy

@Denis.

2 years ago

Guy left a comment in the discussion Benjamin Graham's Net-Net Investing strategy

@Denis.

2 years ago

Formal Red Orange Pelican

19432.343Net Profit

1.344PSR

0.722Sharpe Ratio

0.169Alpha

0.647Beta

24.198CAR

68.4Drawdown

-0.9Loss Rate

26Parameters

1Security Types

0Tradeable Dates

1746Trades

0.323Treynor Ratio

2.43Win Rate

V13_!M_TMF

38641.854Net Profit

89.284PSR

1.639Sharpe Ratio

0.549Alpha

-0.13Beta

57.894CAR

47.7Drawdown

-1.52Loss Rate

37Parameters

1Security Types

2.29Sortino Ratio

3282Tradeable Dates

544Trades

-4.115Treynor Ratio

3.92Win Rate

ROC_TQQQ_TMF_9h40

46973.983Net Profit

98.984PSR

1.969Sharpe Ratio

0.52Alpha

0.089Beta

60.354CAR

35.6Drawdown

-1.16Loss Rate

19Parameters

1Security Types

2.992Sortino Ratio

3279Tradeable Dates

261Trades

5.972Treynor Ratio

6.66Win Rate

ROC_orig_TQQQ_TMF

44297.962Net Profit

98.813PSR

1.947Sharpe Ratio

0.515Alpha

0.089Beta

59.636CAR

35.6Drawdown

-1.13Loss Rate

19Parameters

1Security Types

2.959Sortino Ratio

3279Tradeable Dates

261Trades

5.863Treynor Ratio

6.62Win Rate

ROC_Orig_TQQQ

20451.386Net Profit

99.029PSR

1.906Sharpe Ratio

0.414Alpha

0.231Beta

50.474CAR

23.3Drawdown

-0.92Loss Rate

19Parameters

1Security Types

2.926Sortino Ratio

3279Tradeable Dates

265Trades

1.89Treynor Ratio

5.54Win Rate

Sim_01 Derek

17989.883Net Profit

87.263PSR

1.822Sharpe Ratio

0.674Alpha

0.607Beta

61.685CAR

53.3Drawdown

42Loss Rate

32Parameters

1Security Types

0.2712Sortino Ratio

2724Tradeable Dates

288Trades

1.271Treynor Ratio

58Win Rate

Guy left a comment in the discussion ETFConstituentsUniverse

My latest short paper might interest some wishing to design better trading programs with a...

1 years ago

Guy left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy

@Peter, the cited article provided more than points to keep in mind. They are points to live by.

2 years ago

Guy left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy

The following article from Quantpedia on 355 published strategies using QuantConnect's platform...

2 years ago

Guy left a comment in the discussion Benjamin Graham's Net-Net Investing strategy

@Denis.

2 years ago

Guy left a comment in the discussion Benjamin Graham's Net-Net Investing strategy

@Denis.

2 years ago

Guy left a comment in the discussion ETFConstituentsUniverse

In my upcoming book, scheduled for an early March release, I cover this trading strategy...

2 years ago