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Biography

Quantitative researcher and chief data scientist with 20+ years of experience in algorithmic systems, automated trading, and data-driven market models. Google Cloud Certified Machine Learning Engineer and former principal cloud architect focused on adaptive alpha generation, systematic trading infrastructure, probabilistic market models, and scalable AI-driven quantitative systems. Open to selective research collaborations and structured quantitative development engagements via https://github.com/jowalz/

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 (2)

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Swimming Fluorescent Pink Chicken

105.416Net Profit

5.33PSR

0.434Sharpe Ratio

0.021Alpha

1.035Beta

15.479CAR

28.3Drawdown

-1.02Loss Rate

49Parameters

2Security Types

1254Tradeable Dates

578Trades

0.078Treynor Ratio

0.86Win Rate

Crawling Black Bear

798.584Net Profit

96.809PSR

1.736Sharpe Ratio

0.287Alpha

0.819Beta

55.098CAR

22.6Drawdown

-0.24Loss Rate

199Parameters

2Security Types

1826Tradeable Dates

5297Trades

0.414Treynor Ratio

0.19Win Rate


Community

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jowalz left a comment in the discussion Strategy Discussion: 698

Thanks for taking the time on all of this — genuinely appreciate you sharing both the strategy...

25 days ago

jowalz left a comment in the discussion Strategy Discussion: 698

Really interesting strategy, thanks for sharing it publicly. Three questions from digging through...

26 days ago

jowalz left a comment in the discussion Harvesting the Volatility Risk Premium With a Dual VIX Signal

Thanks for this one — the dual-signal implementation was a great starting point and saved me a...

1 months ago

jowalz left a comment in the discussion Have issues when open Code window for backtests

Did you clone the project? 😊

6 months ago

jowalz left a comment in the discussion Beat the Market: An Effective Intraday Momentum Strategy for S&P500 ETF (SPY)

Thanks to Yuri and all others for coding and the clear words and all your observations. 

1 years ago

Swimming Fluorescent Pink Chicken

105.416Net Profit

5.33PSR

0.434Sharpe Ratio

0.021Alpha

1.035Beta

15.479CAR

28.3Drawdown

-1.02Loss Rate

49Parameters

2Security Types

1254Tradeable Dates

578Trades

0.078Treynor Ratio

0.86Win Rate

Crawling Black Bear

798.584Net Profit

96.809PSR

1.736Sharpe Ratio

0.287Alpha

0.819Beta

55.098CAR

22.6Drawdown

-0.24Loss Rate

199Parameters

2Security Types

1826Tradeable Dates

5297Trades

0.414Treynor Ratio

0.19Win Rate

jowalz left a comment in the discussion Strategy Discussion: 698

Thanks for taking the time on all of this — genuinely appreciate you sharing both the strategy...

25 days ago

jowalz left a comment in the discussion Strategy Discussion: 698

Really interesting strategy, thanks for sharing it publicly. Three questions from digging through...

26 days ago

jowalz left a comment in the discussion Harvesting the Volatility Risk Premium With a Dual VIX Signal

Thanks for this one — the dual-signal implementation was a great starting point and saved me a...

1 months ago

jowalz left a comment in the discussion Have issues when open Code window for backtests

Did you clone the project? 😊

6 months ago

jowalz left a comment in the discussion Beat the Market: An Effective Intraday Momentum Strategy for S&P500 ETF (SPY)

Thanks to Yuri and all others for coding and the clear words and all your observations. 

1 years ago

jowalz left a comment in the discussion Is It Possible to Deploy Multiple QuantConnect Algorithms to One Schwab Account?

Hi Trader Ostburg,

1 years ago