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Biography

Investor seeking validation of past successes. Machine learning and AI enthusiast (pytorch, keras, TF, sklearn). Application of ML and AI methods to asset management and trading. www.ostirion.net

Activity on QuantConnect

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Public Backtests (25)

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Your Life in C#

467.223Net Profit

14.588PSR

0.826Sharpe Ratio

0Alpha

0Beta

9.407CAR

29.7Drawdown

-0.03Loss Rate

8Parameters

1Security Types

1.259Sortino Ratio

4857Tradeable Dates

9015Trades

0Treynor Ratio

0.04Win Rate

Natural Resources Alarm

197.857Net Profit

86.366PSR

1.688Sharpe Ratio

0.191Alpha

0.322Beta

24.007CAR

18Drawdown

39Loss Rate

7Parameters

1Security Types

13.3781Sortino Ratio

1275Tradeable Dates

37Trades

0.793Treynor Ratio

61Win Rate

SPY-TOP Correlation Model

90.138Net Profit

71.884PSR

1.313Sharpe Ratio

0.122Alpha

-0.051Beta

13.517CAR

14.2Drawdown

-0.2Loss Rate

23Parameters

1Security Types

1.657Sortino Ratio

1275Tradeable Dates

1633Trades

-2.218Treynor Ratio

0.19Win Rate

Long Test

652.897Net Profit

13.622PSR

0.796Sharpe Ratio

0.128Alpha

-0.085Beta

13.111CAR

27.6Drawdown

-1.29Loss Rate

50Parameters

1Security Types

0.855Sortino Ratio

4121Tradeable Dates

933Trades

-1.403Treynor Ratio

1.98Win Rate

Correlation at the Top

96.467Net Profit

34.055PSR

0.881Sharpe Ratio

0.15Alpha

-0.13Beta

14.394CAR

25Drawdown

-1.31Loss Rate

50Parameters

1Security Types

0.951Sortino Ratio

1264Tradeable Dates

204Trades

-0.994Treynor Ratio

2.51Win Rate


Community

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Hector started the discussion IB Brokers hard disconnection

Hello,

3 years ago

Hector left a comment in the discussion Deciphering the Insights.json file

Looks like those are Unix timestamps:

3 years ago

Hector left a comment in the discussion Math Libraries?

Jared Broad would it make sense to offer GPU inside the optimization tool? Pay per use at a higher...

3 years ago

Hector left a comment in the discussion Reset live trading

What I have done for this is to copy the code to a new project and restart live trading. You can...

3 years ago

Hector left a comment in the discussion Why invalid orders in backtest?

Do not mind the comment, self.Symbols are indeed keyed by the string ticker. Should not be that,...

3 years ago

Your Life in C#

467.223Net Profit

14.588PSR

0.826Sharpe Ratio

0Alpha

0Beta

9.407CAR

29.7Drawdown

-0.03Loss Rate

8Parameters

1Security Types

1.259Sortino Ratio

4857Tradeable Dates

9015Trades

0Treynor Ratio

0.04Win Rate

Natural Resources Alarm

197.857Net Profit

86.366PSR

1.688Sharpe Ratio

0.191Alpha

0.322Beta

24.007CAR

18Drawdown

39Loss Rate

7Parameters

1Security Types

13.3781Sortino Ratio

1275Tradeable Dates

37Trades

0.793Treynor Ratio

61Win Rate

SPY-TOP Correlation Model

90.138Net Profit

71.884PSR

1.313Sharpe Ratio

0.122Alpha

-0.051Beta

13.517CAR

14.2Drawdown

-0.2Loss Rate

23Parameters

1Security Types

1.657Sortino Ratio

1275Tradeable Dates

1633Trades

-2.218Treynor Ratio

0.19Win Rate

Long Test

652.897Net Profit

13.622PSR

0.796Sharpe Ratio

0.128Alpha

-0.085Beta

13.111CAR

27.6Drawdown

-1.29Loss Rate

50Parameters

1Security Types

0.855Sortino Ratio

4121Tradeable Dates

933Trades

-1.403Treynor Ratio

1.98Win Rate

Correlation at the Top

96.467Net Profit

34.055PSR

0.881Sharpe Ratio

0.15Alpha

-0.13Beta

14.394CAR

25Drawdown

-1.31Loss Rate

50Parameters

1Security Types

0.951Sortino Ratio

1264Tradeable Dates

204Trades

-0.994Treynor Ratio

2.51Win Rate

Calculating Orange Jellyfish

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

184Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Triple Barrier Method Demostration

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

44Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Adaptable Violet Cow

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

44Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Measured Fluorescent Pink Camel

129.269Net Profit

33.535PSR

0.889Sharpe Ratio

0.008Alpha

1.068Beta

18.072CAR

33.5Drawdown

-0.01Loss Rate

15Parameters

1Security Types

1.104Sortino Ratio

0Tradeable Dates

64571Trades

0.156Treynor Ratio

0.01Win Rate

Geeky Fluorescent Pink Horse

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

26Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

The Cheap

181.877Net Profit

21.765PSR

0.763Sharpe Ratio

0.27Alpha

-0.101Beta

23.03CAR

67.3Drawdown

-0.08Loss Rate

16Parameters

1Security Types

0.838Sortino Ratio

0Tradeable Dates

22107Trades

-2.522Treynor Ratio

0.09Win Rate

KELYB

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

11Tradeable Dates

6Trades

0Treynor Ratio

0Win Rate

Research ML Sectorial Rotation

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Multiple Moving Averages Model

68.299Net Profit

33.849PSR

0.859Sharpe Ratio

0.112Alpha

-0.101Beta

10.973CAR

26.8Drawdown

-0.01Loss Rate

22Parameters

1Security Types

0.95Sortino Ratio

0Tradeable Dates

76117Trades

-0.958Treynor Ratio

0.01Win Rate

Hyper-Active Fluorescent Pink Owl

204.612Net Profit

87.996PSR

2.892Sharpe Ratio

-0.059Alpha

0.616Beta

183.62CAR

30Drawdown

38Loss Rate

33Parameters

1Security Types

0.116Sortino Ratio

390Tradeable Dates

9143Trades

2.037Treynor Ratio

62Win Rate

Pairs Trading Windows

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

26Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Calm Yellow-Green Hippopotamus

5.583Net Profit

1.723PSR

0.14Sharpe Ratio

0.045Alpha

-0.143Beta

1.092CAR

41.9Drawdown

-4.36Loss Rate

130Parameters

1Security Types

0.064Sortino Ratio

1258Tradeable Dates

113Trades

-0.164Treynor Ratio

3.05Win Rate

Retrospective Yellow-Green Fish

11.846Net Profit

2.426PSR

0.197Sharpe Ratio

0.055Alpha

-0.141Beta

2.263CAR

41.9Drawdown

-4.05Loss Rate

130Parameters

1Security Types

0.133Sortino Ratio

1258Tradeable Dates

113Trades

-0.237Treynor Ratio

3.23Win Rate

Upgraded Blue Cobra

25.977Net Profit

4.641PSR

0.319Sharpe Ratio

0.076Alpha

-0.147Beta

4.724CAR

41.9Drawdown

-4.15Loss Rate

129Parameters

1Security Types

0.277Sortino Ratio

1258Tradeable Dates

113Trades

-0.365Treynor Ratio

3.21Win Rate

Upgraded Tan Duck

4.595Net Profit

1.758PSR

0.168Sharpe Ratio

0.008Alpha

0.008Beta

0.863CAR

10.1Drawdown

-0.01Loss Rate

2Parameters

1Security Types

0.171Sortino Ratio

0Tradeable Dates

34783Trades

5.938Treynor Ratio

0.01Win Rate

20201208 Publication

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

57Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

TLT

-15.044Net Profit

0.13PSR

-0.128Sharpe Ratio

-0.006Alpha

-0.083Beta

-2.747CAR

35.5Drawdown

48Loss Rate

4Parameters

1Security Types

-0.0409Sortino Ratio

1474Tradeable Dates

435Trades

0.187Treynor Ratio

52Win Rate

Small Cap Reversal

12.604Net Profit

0.325PSR

0.172Sharpe Ratio

0.038Alpha

0.036Beta

1.369CAR

54Drawdown

57Loss Rate

11Parameters

1Security Types

0.0055Sortino Ratio

2195Tradeable Dates

66825Trades

1.181Treynor Ratio

43Win Rate

ETH-EUR Trial

0Parameters

0Security Types

245Tradeable Dates

20200408 Publication

54.202Net Profit

0.782PSR

0.293Sharpe Ratio

0.083Alpha

0.053Beta

5.066CAR

64.1Drawdown

36Loss Rate

17Parameters

2Security Types

0.0227Sortino Ratio

3199Tradeable Dates

355Trades

1.693Treynor Ratio

64Win Rate

Hector started the discussion IB Brokers hard disconnection

Hello,

3 years ago

Hector left a comment in the discussion Deciphering the Insights.json file

Looks like those are Unix timestamps:

3 years ago

Hector left a comment in the discussion Math Libraries?

Jared Broad would it make sense to offer GPU inside the optimization tool? Pay per use at a higher...

3 years ago

Hector left a comment in the discussion Reset live trading

What I have done for this is to copy the code to a new project and restart live trading. You can...

3 years ago

Hector left a comment in the discussion Why invalid orders in backtest?

Do not mind the comment, self.Symbols are indeed keyed by the string ticker. Should not be that,...

3 years ago

Hector left a comment in the discussion Why invalid orders in backtest?

Dmitry,

3 years ago

Hector left a comment in the discussion Call for Design Input - Documentation V2

You are welcome Jared,

3 years ago