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Biography

Systematic quant trader, software developer and data scientist at global investment bank.

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 (18)

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Energetic Sky Blue Mosquito

6.907Net Profit

1.326Sharpe Ratio

0.412Alpha

-12.618Beta

17.402CAR

6.2Drawdown

62Loss Rate

1Security Types

0.068089259409296Sortino Ratio

0Tradeable Dates

483Trades

-0.013Treynor Ratio

38Win Rate

Virtual Fluorescent Orange Camel

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

146Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Focused Fluorescent Orange Buffalo

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

146Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Virtual Sky Blue Gull

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

1778Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Jumping Orange Lion

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

146Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate


Community

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Lexx7 left a comment in the discussion Adaptive Asset Allocation: ReSolve Asset Management

This code has stopped working. I think symbol reference logic has changed? Can someone have a look...

4 years ago

Lexx7 left a comment in the discussion Downloading pickled models from dropbox in Python

Does it work in research?

5 years ago

Lexx7 left a comment in the discussion Documentation discussion research/historical-data

I tried the below code and it ran successfully but returned an empty dataframe.

5 years ago

Lexx7 started the discussion Stocks on the Move / Equity Momentum

Hi,

6 years ago

Lexx7 left a comment in the discussion Algo Framework ETF Momentum Rebalancing using Mean Variance Optimization

Ok so I have tried playing around with the parameters. I set the below

6 years ago

Energetic Sky Blue Mosquito

6.907Net Profit

1.326Sharpe Ratio

0.412Alpha

-12.618Beta

17.402CAR

6.2Drawdown

62Loss Rate

1Security Types

0.068089259409296Sortino Ratio

0Tradeable Dates

483Trades

-0.013Treynor Ratio

38Win Rate

Virtual Fluorescent Orange Camel

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

146Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Focused Fluorescent Orange Buffalo

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

146Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Virtual Sky Blue Gull

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

1778Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Jumping Orange Lion

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

146Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Retrospective Tan Camel

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

61Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Focused Brown Fox

52.254Net Profit

1.352Sharpe Ratio

0.783Alpha

-24.51Beta

52.191CAR

19.2Drawdown

36Loss Rate

1Security Types

2.5847945635753Sortino Ratio

252Tradeable Dates

30Trades

-0.016Treynor Ratio

64Win Rate

Emotional Brown Pony

-5.955Net Profit

-2.041Sharpe Ratio

-1.17Alpha

35.669Beta

-53.409CAR

12.3Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

19Tradeable Dates

10Trades

-0.016Treynor Ratio

0Win Rate

Dancing Yellow-Green Coyote

-1.088Net Profit

0.004Sharpe Ratio

-1.196Alpha

72.794Beta

-4.234CAR

22Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

125Tradeable Dates

10Trades

0Treynor Ratio

0Win Rate

Well Dressed Tan Eagle

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

1Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Retrospective Green Rhinoceros

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Crying Yellow-Green Rhinoceros

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Creative Black Parrot

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Swimming Light Brown Baboon

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Virtual Red-Orange Parrot

0.754Net Profit

0.416Sharpe Ratio

0.252Alpha

-5.77Beta

9.253CAR

10Drawdown

49Loss Rate

1Security Types

0.095428275431005Sortino Ratio

0Tradeable Dates

174Trades

-0.024Treynor Ratio

51Win Rate

Focused Fluorescent Pink Bat

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Jumping Tan Termite

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Alert Red Buffalo

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

785Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Lexx7 left a comment in the discussion Adaptive Asset Allocation: ReSolve Asset Management

This code has stopped working. I think symbol reference logic has changed? Can someone have a look...

4 years ago

Lexx7 left a comment in the discussion Downloading pickled models from dropbox in Python

Does it work in research?

5 years ago

Lexx7 left a comment in the discussion Documentation discussion research/historical-data

I tried the below code and it ran successfully but returned an empty dataframe.

5 years ago

Lexx7 started the discussion Stocks on the Move / Equity Momentum

Hi,

6 years ago

Lexx7 left a comment in the discussion Algo Framework ETF Momentum Rebalancing using Mean Variance Optimization

Ok so I have tried playing around with the parameters. I set the below

6 years ago

Lexx7 left a comment in the discussion Algo Framework ETF Momentum Rebalancing using Mean Variance Optimization

Nevermind.... cloned the wrong one. 

6 years ago

Lexx7 left a comment in the discussion Algo Framework ETF Momentum Rebalancing using Mean Variance Optimization

Still doesn't work after changing that

6 years ago

Lexx7 started the discussion Help with Algo Issue : KeyError : -1

Hi, I dont understand why I am getting a KeyError: -1 ?

7 years ago

Lexx7 started the discussion How to get backtest results into Research?

Hi,

7 years ago

Lexx7 started the discussion Help with Simple Crypto Strategies

Hi QC Community,

7 years ago

Lexx7 started the discussion Setting Indicators on Universes

Hi All,

7 years ago