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Biography

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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Adaptable Magenta Kangaroo

21.811Net Profit

39.267PSR

0.875Sharpe Ratio

0.082Alpha

0.048Beta

11.351CAR

10.5Drawdown

40Loss Rate

5Parameters

1Security Types

0.2403Sortino Ratio

669Tradeable Dates

110Trades

1.694Treynor Ratio

60Win Rate


Community

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M. started the discussion How to use a rollingwindow of price ratios as input for an indicator

hi guys, 

2 years ago

M. left a comment in the discussion How to use a rollingwindow of price ratios as input for an indicator

hi louis, 

2 years ago

M. left a comment in the discussion How to use a rollingwindow of price ratios as input for an indicator

hi derek,

2 years ago

M. left a comment in the discussion How to use a rollingwindow of price ratios as input for an indicator

btw i declared it to be public in the following way so shouldnt it be accessible in ondata?:

2 years ago

M. left a comment in the discussion How to use a rollingwindow of price ratios as input for an indicator

thanks derek, looks like im able to get the desired sma for 100 samples now, however im still...

2 years ago

Adaptable Magenta Kangaroo

21.811Net Profit

39.267PSR

0.875Sharpe Ratio

0.082Alpha

0.048Beta

11.351CAR

10.5Drawdown

40Loss Rate

5Parameters

1Security Types

0.2403Sortino Ratio

669Tradeable Dates

110Trades

1.694Treynor Ratio

60Win Rate

M. started the discussion How to use a rollingwindow of price ratios as input for an indicator

hi guys, 

2 years ago

M. left a comment in the discussion How to use a rollingwindow of price ratios as input for an indicator

hi louis, 

2 years ago

M. left a comment in the discussion How to use a rollingwindow of price ratios as input for an indicator

hi derek,

2 years ago

M. left a comment in the discussion How to use a rollingwindow of price ratios as input for an indicator

btw i declared it to be public in the following way so shouldnt it be accessible in ondata?:

2 years ago

M. left a comment in the discussion How to use a rollingwindow of price ratios as input for an indicator

thanks derek, looks like im able to get the desired sma for 100 samples now, however im still...

2 years ago

M. left a comment in the discussion How to use a rollingwindow of price ratios as input for an indicator

just noticed that you can't edit posts 😊

2 years ago

M. left a comment in the discussion ETHBTC, Second The issue starts from Sep 10th, 2022 12:00 AM; and continues until Sep 16th, 2022 12:00 PM

Currently live trading this and i desperately need the data! thanks to anyone trying to fix this.

2 years ago