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Biography

Interested in the intersection between technology and finance.

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 (2)

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Energetic Light Brown Beaver

6.494Net Profit

1.736Sharpe Ratio

0.047Alpha

0.183Beta

9.387CAR

2.8Drawdown

38Loss Rate

0Parameters

1Security Types

0.4493Sortino Ratio

177Tradeable Dates

88Trades

0.478Treynor Ratio

62Win Rate

Pensive Light Brown Leopard

17.444Net Profit

0.17Sharpe Ratio

0.009Alpha

0.004Beta

1.14CAR

25.7Drawdown

0Loss Rate

5Parameters

2Security Types

0Sortino Ratio

4435Tradeable Dates

697Trades

2.655Treynor Ratio

0Win Rate


Community

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Hao left a comment in the discussion Partner wanted, system already developed

Hi Timothy, 

4 years ago

Hao started the discussion Rebalance Non-Supported Symbols

Hi,

5 years ago

Hao started the discussion Live Trading Interactive Brokers Currency Conversion

Hi,

5 years ago

Hao left a comment in the discussion Futures data not accessible in research environment

I think there is a memory limit and if you hit the memory limit the kernel will die

5 years ago

Hao left a comment in the discussion Schedule Single Event on Backtest Start Date

Hi, 

5 years ago

Energetic Light Brown Beaver

6.494Net Profit

1.736Sharpe Ratio

0.047Alpha

0.183Beta

9.387CAR

2.8Drawdown

38Loss Rate

0Parameters

1Security Types

0.4493Sortino Ratio

177Tradeable Dates

88Trades

0.478Treynor Ratio

62Win Rate

Pensive Light Brown Leopard

17.444Net Profit

0.17Sharpe Ratio

0.009Alpha

0.004Beta

1.14CAR

25.7Drawdown

0Loss Rate

5Parameters

2Security Types

0Sortino Ratio

4435Tradeable Dates

697Trades

2.655Treynor Ratio

0Win Rate

Hao left a comment in the discussion Partner wanted, system already developed

Hi Timothy, 

4 years ago

Hao started the discussion Rebalance Non-Supported Symbols

Hi,

5 years ago

Hao started the discussion Live Trading Interactive Brokers Currency Conversion

Hi,

5 years ago

Hao left a comment in the discussion Futures data not accessible in research environment

I think there is a memory limit and if you hit the memory limit the kernel will die

5 years ago

Hao left a comment in the discussion Schedule Single Event on Backtest Start Date

Hi, 

5 years ago

Hao left a comment in the discussion Schedule Single Event on Backtest Start Date

Hi,

5 years ago

Hao left a comment in the discussion Gold Seasonality Strategy

I agree with that sentiment. Also looking back at the blogs the results utilise a stop loss which...

5 years ago

Hao left a comment in the discussion Scheduled code runs on the same day over and over

You can also use the insert code snippet function so the text is more readable. But as the others...

5 years ago