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Biography

I'm an expert quantitative finance researcher and developer who has: • 10+ yrs of trading and strategy research experience in financial markets. • 10+ yrs of programming experience in Python, R, vectorized / parallel computation. • Expertise in a wide range of instruments including stocks, options, futures, ETPs (ETF, ETN), bonds, forex and cryptocurrencies. • Expertise in mathematical finance: volatility, Black-Scholes, Sharpe, Sortino, CAPE, Monte-Carlo. • Perfect understanding of Interactive Brokers API, QuantConnect, Backtrader, Quantopian (Zipline), TradingView (Pine Script).

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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Muscular Violet Cat

1Parameters

0Security Types

11Tradeable Dates


Community

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Konstantin started the discussion Market cap of sector of the symbol

I need to get access to the market cap of a sector of the symbol inside the strategy.

5 years ago

Konstantin started the discussion Futures with consolidator - No data

I have troubles with futures using consolidator and indicators.

5 years ago

Konstantin started the discussion Bootcamp doesn't accept correct answer

Hello,

5 years ago

Konstantin left a comment in the discussion Futures with consolidator - No data

Dear Jared,

5 years ago

Konstantin left a comment in the discussion Futures with consolidator - No data

After changing self.res_data = Resolution.Minute

5 years ago

Muscular Violet Cat

1Parameters

0Security Types

11Tradeable Dates

Konstantin started the discussion Market cap of sector of the symbol

I need to get access to the market cap of a sector of the symbol inside the strategy.

5 years ago

Konstantin started the discussion Futures with consolidator - No data

I have troubles with futures using consolidator and indicators.

5 years ago

Konstantin started the discussion Bootcamp doesn't accept correct answer

Hello,

5 years ago

Konstantin left a comment in the discussion Futures with consolidator - No data

Dear Jared,

5 years ago

Konstantin left a comment in the discussion Futures with consolidator - No data

After changing self.res_data = Resolution.Minute

5 years ago

Konstantin left a comment in the discussion Custom indicator. Error - object has no attribute 'Updated'

class AwesomeOscillator(): def __init__(self, name, fast=5, slow=34): self.Name = name ...

5 years ago

Konstantin left a comment in the discussion Update rolling windows window for multiple symbols

For me it seems like you overwrite same window for every symbol.

5 years ago

Konstantin left a comment in the discussion Custom indicator. Error - object has no attribute 'Updated'

Hi Alethea Lin,

5 years ago

Konstantin started the discussion Average Position Open Price

Is there any build in method to get Average Position Open Price?

6 years ago

Konstantin started the discussion Running multiple algorithms on single account

Running multiple algorithms on single account is supported by QC or Lean?

6 years ago

Konstantin started the discussion Custom indicator. Error - object has no attribute 'Updated'

Hello,

6 years ago

Konstantin started the discussion Update rolling windows window for multiple symbols

I have same indicator for multiple symbols.

6 years ago