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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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Smooth Fluorescent Pink Bee

4.778Net Profit

77.6108PSR

1.652Sharpe Ratio

0.051Alpha

-0.012Beta

6.073CAR

1.3Drawdown

12Loss Rate

29Parameters

1Security Types

0.3797Sortino Ratio

201Tradeable Dates

68Trades

-3.945Treynor Ratio

88Win Rate

Jumping Asparagus Giraffe

10.367Net Profit

71.7947PSR

1.601Sharpe Ratio

0.109Alpha

-0.028Beta

13.201CAR

5Drawdown

12Loss Rate

19Parameters

1Security Types

0.0825Sortino Ratio

202Tradeable Dates

2327Trades

-3.766Treynor Ratio

88Win Rate

Emotional Green Eagle

19.94Net Profit

68.7879PSR

1.514Sharpe Ratio

0.208Alpha

-0.058Beta

25.819CAR

9.5Drawdown

18Loss Rate

16Parameters

1Security Types

0.0805Sortino Ratio

200Tradeable Dates

4334Trades

-3.355Treynor Ratio

82Win Rate

Calm Yellow-Green Elephant

111.041Net Profit

0.783Sharpe Ratio

0.151Alpha

-5.769Beta

7.132CAR

13.1Drawdown

17Loss Rate

1Security Types

1.7049059774639Sortino Ratio

3364Tradeable Dates

74Trades

-0.01Treynor Ratio

83Win Rate

Emotional Fluorescent Orange Termite

140.245Net Profit

0.571Sharpe Ratio

0.333Alpha

-6.562Beta

20.379CAR

47.5Drawdown

69Loss Rate

1Security Types

0.38828998418227Sortino Ratio

1479Tradeable Dates

195Trades

-0.035Treynor Ratio

31Win Rate


Community

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Jeff started the discussion OnData Time Change?

Hello,

6 years ago

Jeff started the discussion Options Broker

Right now is it true that IB is the only choice for trading options live?

6 years ago

Jeff left a comment in the discussion How to stop churn in algorithm?

Thanks, that explains a lot. I guess the follow-up question would be is there a sensible way to...

6 years ago

Jeff left a comment in the discussion How to stop churn in algorithm?

Check it out. This simply emits an up insight every day at the market open.  At 9:30 on the first...

6 years ago

Jeff left a comment in the discussion How to stop churn in algorithm?

Alexandre, that isn't the problem. With Alphas, you never issue any trades. You only emit insights...

6 years ago

Smooth Fluorescent Pink Bee

4.778Net Profit

77.6108PSR

1.652Sharpe Ratio

0.051Alpha

-0.012Beta

6.073CAR

1.3Drawdown

12Loss Rate

29Parameters

1Security Types

0.3797Sortino Ratio

201Tradeable Dates

68Trades

-3.945Treynor Ratio

88Win Rate

Jumping Asparagus Giraffe

10.367Net Profit

71.7947PSR

1.601Sharpe Ratio

0.109Alpha

-0.028Beta

13.201CAR

5Drawdown

12Loss Rate

19Parameters

1Security Types

0.0825Sortino Ratio

202Tradeable Dates

2327Trades

-3.766Treynor Ratio

88Win Rate

Emotional Green Eagle

19.94Net Profit

68.7879PSR

1.514Sharpe Ratio

0.208Alpha

-0.058Beta

25.819CAR

9.5Drawdown

18Loss Rate

16Parameters

1Security Types

0.0805Sortino Ratio

200Tradeable Dates

4334Trades

-3.355Treynor Ratio

82Win Rate

Calm Yellow-Green Elephant

111.041Net Profit

0.783Sharpe Ratio

0.151Alpha

-5.769Beta

7.132CAR

13.1Drawdown

17Loss Rate

1Security Types

1.7049059774639Sortino Ratio

3364Tradeable Dates

74Trades

-0.01Treynor Ratio

83Win Rate

Emotional Fluorescent Orange Termite

140.245Net Profit

0.571Sharpe Ratio

0.333Alpha

-6.562Beta

20.379CAR

47.5Drawdown

69Loss Rate

1Security Types

0.38828998418227Sortino Ratio

1479Tradeable Dates

195Trades

-0.035Treynor Ratio

31Win Rate

Well Dressed Brown Armadillo

140.245Net Profit

0.571Sharpe Ratio

0.333Alpha

-6.562Beta

20.379CAR

47.5Drawdown

69Loss Rate

1Security Types

0.38828998418227Sortino Ratio

1479Tradeable Dates

195Trades

-0.035Treynor Ratio

31Win Rate

Jeff started the discussion OnData Time Change?

Hello,

6 years ago

Jeff started the discussion Options Broker

Right now is it true that IB is the only choice for trading options live?

6 years ago

Jeff left a comment in the discussion How to stop churn in algorithm?

Thanks, that explains a lot. I guess the follow-up question would be is there a sensible way to...

6 years ago

Jeff left a comment in the discussion How to stop churn in algorithm?

Check it out. This simply emits an up insight every day at the market open.  At 9:30 on the first...

6 years ago

Jeff left a comment in the discussion How to stop churn in algorithm?

Alexandre, that isn't the problem. With Alphas, you never issue any trades. You only emit insights...

6 years ago

Jeff left a comment in the discussion How to stop churn in algorithm?

I agree. I do not understand the trading algorithm used to test the insights. It does some crazy...

6 years ago

Jeff left a comment in the discussion Competition Template: Precious Metals ETFs

Thanks! That's really helpful. Not to sidetrack the discussion too much, but another helpful...

6 years ago

Jeff left a comment in the discussion Competition Template: Precious Metals ETFs

This is a great starter, but I think it would help out a lot to understand what the metrics mean...

6 years ago

Jeff started the discussion Trend Following Strategy Free

Hello,

7 years ago