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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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Geeky Apricot Camel

-49.688Net Profit

14.095PSR

0.018Sharpe Ratio

0.1Alpha

-0.431Beta

-49.593CAR

77.6Drawdown

-74.1Loss Rate

5Parameters

0Security Types

-0.452Sortino Ratio

253Tradeable Dates

196Trades

-0.034Treynor Ratio

10Win Rate


Community

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Maddox started the discussion Average Dollar Volume Universe

I am trying to create a universe that filters equities by the average dollar volume. I know the...

4 years ago

Maddox started the discussion Margin Fees and Tax Modeling

Has anyone hacked up a way to model margin fees or taxes? These are both very real costs associated...

4 years ago

Geeky Apricot Camel

-49.688Net Profit

14.095PSR

0.018Sharpe Ratio

0.1Alpha

-0.431Beta

-49.593CAR

77.6Drawdown

-74.1Loss Rate

5Parameters

0Security Types

-0.452Sortino Ratio

253Tradeable Dates

196Trades

-0.034Treynor Ratio

10Win Rate

Maddox started the discussion Average Dollar Volume Universe

I am trying to create a universe that filters equities by the average dollar volume. I know the...

4 years ago

Maddox started the discussion Margin Fees and Tax Modeling

Has anyone hacked up a way to model margin fees or taxes? These are both very real costs associated...

4 years ago