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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 (1)

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Pensive Fluorescent Orange Goat

884.652Net Profit

36.699PSR

0.86Sharpe Ratio

0.1Alpha

0.852Beta

25.397CAR

22.2Drawdown

-0.39Loss Rate

1069Parameters

2Security Types

3689Tradeable Dates

2753Trades

0.193Treynor Ratio

0.57Win Rate


Community

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John left a comment in the discussion Quantopian Shutdown Migration 2020

Based on my review, QuantConnect offers a technology platform stronger than Quantopian's. And its...

5 years ago

John started the discussion Total Return on SPY

I'm testing a buy & hold strategy on the SPY as a total return symbol, but I'm having trouble...

10 years ago

John started the discussion Total Return strategy questions

We are trying to build a total return momentum strategy using a methodology that will facilitate...

10 years ago

John left a comment in the discussion Total Return strategy questions

Masterful job. We are making great progress with our implementation thanks to your insightful...

10 years ago

John left a comment in the discussion Total Return strategy questions

Project backtest with code, inadvertently deleted, follows. Sorry about that!

10 years ago

Pensive Fluorescent Orange Goat

884.652Net Profit

36.699PSR

0.86Sharpe Ratio

0.1Alpha

0.852Beta

25.397CAR

22.2Drawdown

-0.39Loss Rate

1069Parameters

2Security Types

3689Tradeable Dates

2753Trades

0.193Treynor Ratio

0.57Win Rate

John left a comment in the discussion Quantopian Shutdown Migration 2020

Based on my review, QuantConnect offers a technology platform stronger than Quantopian's. And its...

5 years ago

John started the discussion Total Return on SPY

I'm testing a buy & hold strategy on the SPY as a total return symbol, but I'm having trouble...

10 years ago

John started the discussion Total Return strategy questions

We are trying to build a total return momentum strategy using a methodology that will facilitate...

10 years ago

John left a comment in the discussion Total Return strategy questions

Masterful job. We are making great progress with our implementation thanks to your insightful...

10 years ago

John left a comment in the discussion Total Return strategy questions

Project backtest with code, inadvertently deleted, follows. Sorry about that!

10 years ago

John left a comment in the discussion Total Return on SPY

Extremely well done. I will work on this and keep you posted. Cheers!

10 years ago

John left a comment in the discussion Total Return on SPY

This is great feedback. Thanks! So in live mode I can't run "Total Return" rankings on a list of...

10 years ago

John left a comment in the discussion Total Return on SPY

Thank you very much for the review and advice. I will need manual dividend reinvestment. I was...

10 years ago