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Biography

Currently work for an HFT firm.

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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Emotional Yellow Bear

10.417Net Profit

88.573PSR

2.896Sharpe Ratio

0.248Alpha

-0.033Beta

30.564CAR

4.8Drawdown

37Loss Rate

10Parameters

2Security Types

0.4509Sortino Ratio

136Tradeable Dates

104Trades

-7.618Treynor Ratio

63Win Rate

Well Dressed Fluorescent Orange Butterfly

10.417Net Profit

88.573PSR

2.896Sharpe Ratio

0.248Alpha

-0.033Beta

30.564CAR

4.8Drawdown

37Loss Rate

10Parameters

2Security Types

0.4509Sortino Ratio

136Tradeable Dates

104Trades

-7.618Treynor Ratio

63Win Rate


Community

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Kyle started the discussion Signal vs Insight?

Hi,

5 years ago

Kyle started the discussion Combining data sets in research -- Issue with VIX df index vs SPY df index

Hi,

5 years ago

Kyle started the discussion Attribute error in scheduled event

Hi,

5 years ago

Kyle started the discussion Is this strategy suffering from look ahead bias?

First off, I know this is an overfitted strategy catered to the recent volatility, but I am just...

5 years ago

Kyle left a comment in the discussion Is this strategy suffering from look ahead bias?

Thanks, Derek. 

5 years ago

Emotional Yellow Bear

10.417Net Profit

88.573PSR

2.896Sharpe Ratio

0.248Alpha

-0.033Beta

30.564CAR

4.8Drawdown

37Loss Rate

10Parameters

2Security Types

0.4509Sortino Ratio

136Tradeable Dates

104Trades

-7.618Treynor Ratio

63Win Rate

Well Dressed Fluorescent Orange Butterfly

10.417Net Profit

88.573PSR

2.896Sharpe Ratio

0.248Alpha

-0.033Beta

30.564CAR

4.8Drawdown

37Loss Rate

10Parameters

2Security Types

0.4509Sortino Ratio

136Tradeable Dates

104Trades

-7.618Treynor Ratio

63Win Rate

Kyle started the discussion Signal vs Insight?

Hi,

5 years ago

Kyle started the discussion Combining data sets in research -- Issue with VIX df index vs SPY df index

Hi,

5 years ago

Kyle started the discussion Attribute error in scheduled event

Hi,

5 years ago

Kyle started the discussion Is this strategy suffering from look ahead bias?

First off, I know this is an overfitted strategy catered to the recent volatility, but I am just...

5 years ago

Kyle left a comment in the discussion Is this strategy suffering from look ahead bias?

Thanks, Derek. 

5 years ago

Kyle left a comment in the discussion Is this strategy suffering from look ahead bias?

 

5 years ago

Kyle left a comment in the discussion Attribute error in scheduled event

Apologies, I thought I had a project attached. See below:

5 years ago

Kyle left a comment in the discussion Attribution of trades/positions

I feel like you would need a trade ID to determine specific trade details, no? I dont think trade...

5 years ago

Kyle left a comment in the discussion A little trick to plot the Benchmark

That makes sense. I was able to make that work in a test algorithm and I am definitely going to add...

5 years ago

Kyle left a comment in the discussion Combining data sets in research -- Issue with VIX df index vs SPY df index

This is exactly what I was looking for, thanks.

5 years ago