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LukeI

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LukeI
Created May 6, 2020

Bio

My background is in engineering but I have a passion for finance and coding. I use engineering principles to apply rigorous criteria to all my algorithms in order to minimize bias. I have been working on trading algorithms for 4 years now, live trading for the past 2 years. My goal is not to get rich quick, it's to beat the S&P500 on a risk adjusted basis using sound investment strategies that I can use in my own retirement accounts (Long only, no leverage) keeping drawdowns below 25% even though bear markets.


Activity

LukeI started the discussion

How to track separate alphas returns in a live algorithm independent of holdings...

9 months ago


LukeI left a comment on Has anyone made real money yet?

"Please don't think it's even remotely possible to achive 3-5% per day reliably under any circumstanc..."

Go to Discussion

11 months ago


LukeI left a comment on Live Trading for Multiple Algorithms

"This feature already exists IMO.  You can have multiple alphas in a framework algorithm that all em..."

Go to Discussion

11 months ago


LukeI started the discussion

How to tell if live/paper trading results match historical performance?

2 years ago


LukeI left a comment on Passing variables through Algorithm Framework

"Once you "return insights" your algorithm is done with the update function and it doesn't go on to t..."

Go to Discussion

2 years ago


LukeI's Badges

Algorithm Sharing

Shared an Algorithm with the Community

Unlocked: 09-11-2018

Backtester

User has made 100+ Backtests

Unlocked: 02-07-2018

Live Trading

Deploy Live Trading Algorithm

Unlocked: 03-30-2018

Cloner

Clone 100+ Algorithms from the Community

Unlocked: 09-21-2021

Python Programming

Prefer Python Programming Language

Unlocked: 06-26-2019

Popular

Receive 10+ Upvotes From Different Users

Unlocked: 02-09-2018

Boot Camp Private

Finish Easy Tutorial

Unlocked: 10-26-2019

Alpha Streams Developer

1 Alpha Stream Approved

Unlocked: 05-21-2019