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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 (2)

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Calculating Fluorescent Yellow Rabbit

-8.044Net Profit

0PSR

-6.013Sharpe Ratio

-0.517Alpha

0.399Beta

-87.592CAR

8.4Drawdown

-0.45Loss Rate

5Parameters

0Security Types

-5.422Sortino Ratio

10Tradeable Dates

117Trades

-1.946Treynor Ratio

0.24Win Rate

Virtual Red-Orange Frog

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

3Parameters

0Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate


Community

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Jack started the discussion Indicator extension does not work with MOMP

Should the indicator extension not return a value of the std of the 20 most recent momp values? It...

3 years ago

Jack started the discussion Calculating timedelta from orderticket?

Let's say I want to automatically liquidate my position x minutes after it is placed, how would I...

3 years ago

Jack started the discussion Problems creating universe, how much data can I handle?

I have been working on a momentum-based breakout strategy, and naturally, it performs best when the...

3 years ago

Jack started the discussion Using universe securities within another class error?

from Selection.QC500UniverseSelectionModel import QC500UniverseSelectionModel

3 years ago

Jack started the discussion RSI completely off

I was trying to add RSI to one of my algorithms, and it looked like it was completely off, so I...

3 years ago

Calculating Fluorescent Yellow Rabbit

-8.044Net Profit

0PSR

-6.013Sharpe Ratio

-0.517Alpha

0.399Beta

-87.592CAR

8.4Drawdown

-0.45Loss Rate

5Parameters

0Security Types

-5.422Sortino Ratio

10Tradeable Dates

117Trades

-1.946Treynor Ratio

0.24Win Rate

Virtual Red-Orange Frog

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

3Parameters

0Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Jack started the discussion Indicator extension does not work with MOMP

Should the indicator extension not return a value of the std of the 20 most recent momp values? It...

3 years ago

Jack started the discussion Calculating timedelta from orderticket?

Let's say I want to automatically liquidate my position x minutes after it is placed, how would I...

3 years ago

Jack started the discussion Problems creating universe, how much data can I handle?

I have been working on a momentum-based breakout strategy, and naturally, it performs best when the...

3 years ago

Jack started the discussion Using universe securities within another class error?

from Selection.QC500UniverseSelectionModel import QC500UniverseSelectionModel

3 years ago

Jack started the discussion RSI completely off

I was trying to add RSI to one of my algorithms, and it looked like it was completely off, so I...

3 years ago

Jack started the discussion Is it necessary to consolidate if using built in resolutions?

Say I want to check the general trend of a stock, can I simply use moving averages with...

3 years ago

Jack left a comment in the discussion Indicator extension does not work with MOMP

 

3 years ago