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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 (1)

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Calm Sky Blue Whale

1.447Net Profit

6.28Sharpe Ratio

-0.3Alpha

1.528Beta

98.213CAR

0.8Drawdown

71Loss Rate

1Security Types

0.45420878965195Sortino Ratio

6Tradeable Dates

26Trades

0.398Treynor Ratio

29Win Rate


Community

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John left a comment in the discussion Quantopian to QuantConnect - Data and results are completely different - Please help

See this post on consolidation differences between Q & QC.

6 years ago

John left a comment in the discussion Disable Auto Build

@Michael - I've used both. I'm not a big fan of VS with python. Anaconda (Spyder) executes...

6 years ago

John left a comment in the discussion Disable Auto Build

It would also be nice to optioinally disable auto-complete as it seems to make requests back to QC...

6 years ago

John started the discussion Disable Auto Build

Is there a way to disable the IDE from automatically rebuilding a project while typing?

7 years ago

John left a comment in the discussion QuantConnect Data vs Quantopian Data?

Attached is code that is likely to be quite useful to Quantopian programmers transitioning to QC. I...

7 years ago

Calm Sky Blue Whale

1.447Net Profit

6.28Sharpe Ratio

-0.3Alpha

1.528Beta

98.213CAR

0.8Drawdown

71Loss Rate

1Security Types

0.45420878965195Sortino Ratio

6Tradeable Dates

26Trades

0.398Treynor Ratio

29Win Rate

John left a comment in the discussion Quantopian to QuantConnect - Data and results are completely different - Please help

See this post on consolidation differences between Q & QC.

6 years ago

John left a comment in the discussion Disable Auto Build

@Michael - I've used both. I'm not a big fan of VS with python. Anaconda (Spyder) executes...

6 years ago

John left a comment in the discussion Disable Auto Build

It would also be nice to optioinally disable auto-complete as it seems to make requests back to QC...

6 years ago

John started the discussion Disable Auto Build

Is there a way to disable the IDE from automatically rebuilding a project while typing?

7 years ago

John left a comment in the discussion QuantConnect Data vs Quantopian Data?

Attached is code that is likely to be quite useful to Quantopian programmers transitioning to QC. I...

7 years ago

John left a comment in the discussion QuantConnect Data vs Quantopian Data?

As a new QC subscriber I've been looking at this since my algorithms are currently at...

7 years ago