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Biography

10+ years as a Data Scientist with numerous models in Cloud-scale production; looking to apply some of those skills to Algorithmic Trading for fun.

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 (0)

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Community

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Jake left a comment in the discussion Opening Range Breakout for Stocks in Play

I'm seeing the same difference. I use TradeStation. Were you able to resolve this issue?

10 months ago

Jake left a comment in the discussion Opening Range Breakout for Stocks in Play

Although I don't have data to back up that core assumption haha, so I'm be happy to be challenged...

11 months ago

Jake left a comment in the discussion Opening Range Breakout for Stocks in Play

I've mentally accepted issue 1... My core assumption is that the top 1000 symbols sorted by volume...

11 months ago

Jake left a comment in the discussion Opening Range Breakout for Stocks in Play

Can confirm; I backtested from 2016-2025 and shortening opening_range_minutes to 1 improved Sharpe,...

11 months ago

Jake left a comment in the discussion Opening Range Breakout for Stocks in Play

Thanks for that info Lex. I'm happy to report that Yuri's Python code is still running on an L1-1...

1 years ago

Jake left a comment in the discussion Opening Range Breakout for Stocks in Play

I'm seeing the same difference. I use TradeStation. Were you able to resolve this issue?

10 months ago

Jake left a comment in the discussion Opening Range Breakout for Stocks in Play

Although I don't have data to back up that core assumption haha, so I'm be happy to be challenged...

11 months ago

Jake left a comment in the discussion Opening Range Breakout for Stocks in Play

I've mentally accepted issue 1... My core assumption is that the top 1000 symbols sorted by volume...

11 months ago

Jake left a comment in the discussion Opening Range Breakout for Stocks in Play

Can confirm; I backtested from 2016-2025 and shortening opening_range_minutes to 1 improved Sharpe,...

11 months ago

Jake left a comment in the discussion Opening Range Breakout for Stocks in Play

Thanks for that info Lex. I'm happy to report that Yuri's Python code is still running on an L1-1...

1 years ago

Jake left a comment in the discussion Opening Range Breakout for Stocks in Play

FYI I was able to deploy @Yuri's Python code on L1-1 (lowest+1 tier) tier after it OOM'ed on...

1 years ago