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Biography

I explore AI and algo trading, quant finance.

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 (6)

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Energetic Green Barracuda

-0.81Net Profit

1.71PSR

-6.84Sharpe Ratio

-0.06Alpha

0.003Beta

-0.738CAR

1.2Drawdown

-0.03Loss Rate

0Parameters

0Security Types

274Tradeable Dates

447Trades

-20.351Treynor Ratio

0.04Win Rate

Hipster Apricot Bee

5.199Net Profit

51.869PSR

-0.683Sharpe Ratio

-0.042Alpha

0.161Beta

4.783CAR

2.8Drawdown

-0.3Loss Rate

0Parameters

0Security Types

271Tradeable Dates

48Trades

-0.134Treynor Ratio

0.52Win Rate

Calculating Green Bat

1.688Net Profit

52.098PSR

-4.368Sharpe Ratio

-0.046Alpha

0.014Beta

1.536CAR

0.9Drawdown

56Loss Rate

0Parameters

1Security Types

-3.29Sortino Ratio

274Tradeable Dates

525Trades

-3.117Treynor Ratio

44Win Rate

Hyper Active Blue Parrot

17.606Net Profit

63.656PSR

0.695Sharpe Ratio

-0.019Alpha

0.604Beta

16.122CAR

6.2Drawdown

14Loss Rate

0Parameters

2Security Types

0.779Sortino Ratio

271Tradeable Dates

116Trades

0.096Treynor Ratio

86Win Rate

Swimming Magenta Lemur

16.444Net Profit

46.462PSR

0.439Sharpe Ratio

0Alpha

0Beta

15.284CAR

8.8Drawdown

-0.02Loss Rate

0Parameters

0Security Types

0Tradeable Dates

10001Trades

0Treynor Ratio

0.01Win Rate


Community

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Matt started the discussion Live data fetching/files

Is there someway to fetch, automatically download results from live trading, either via API or...

20 days ago

Matt left a comment in the discussion Using IV indicator outside of OnData?

Still trying to figure this out. A contract's IV needs to be warmed up somehow before selecting it...

21 days ago

Matt started the discussion Using IV indicator outside of OnData?

I have played with the examples in the documentation and I see how to get IV values of a contract...

2 months ago

Matt started the discussion Site speed

I experience a lot of trouble with the website speed. Today the coding environment is loading very...

1 years ago

Matt started the discussion Code environment bug?

It is just hanging here… terminal doesn't work. I use the latest Firefox. Started and restarted...

1 years ago

Energetic Green Barracuda

-0.81Net Profit

1.71PSR

-6.84Sharpe Ratio

-0.06Alpha

0.003Beta

-0.738CAR

1.2Drawdown

-0.03Loss Rate

0Parameters

0Security Types

274Tradeable Dates

447Trades

-20.351Treynor Ratio

0.04Win Rate

Hipster Apricot Bee

5.199Net Profit

51.869PSR

-0.683Sharpe Ratio

-0.042Alpha

0.161Beta

4.783CAR

2.8Drawdown

-0.3Loss Rate

0Parameters

0Security Types

271Tradeable Dates

48Trades

-0.134Treynor Ratio

0.52Win Rate

Calculating Green Bat

1.688Net Profit

52.098PSR

-4.368Sharpe Ratio

-0.046Alpha

0.014Beta

1.536CAR

0.9Drawdown

56Loss Rate

0Parameters

1Security Types

-3.29Sortino Ratio

274Tradeable Dates

525Trades

-3.117Treynor Ratio

44Win Rate

Hyper Active Blue Parrot

17.606Net Profit

63.656PSR

0.695Sharpe Ratio

-0.019Alpha

0.604Beta

16.122CAR

6.2Drawdown

14Loss Rate

0Parameters

2Security Types

0.779Sortino Ratio

271Tradeable Dates

116Trades

0.096Treynor Ratio

86Win Rate

Swimming Magenta Lemur

16.444Net Profit

46.462PSR

0.439Sharpe Ratio

0Alpha

0Beta

15.284CAR

8.8Drawdown

-0.02Loss Rate

0Parameters

0Security Types

0Tradeable Dates

10001Trades

0Treynor Ratio

0.01Win Rate

TSLA bull pivot, no stop loss

17.912Net Profit

72.642PSR

1.94Sharpe Ratio

0.265Alpha

0.067Beta

46.44CAR

6.1Drawdown

-0.5Loss Rate

0Parameters

1Security Types

109Tradeable Dates

314Trades

3.783Treynor Ratio

0.71Win Rate

Matt started the discussion Live data fetching/files

Is there someway to fetch, automatically download results from live trading, either via API or...

20 days ago

Matt left a comment in the discussion Using IV indicator outside of OnData?

Still trying to figure this out. A contract's IV needs to be warmed up somehow before selecting it...

21 days ago

Matt started the discussion Using IV indicator outside of OnData?

I have played with the examples in the documentation and I see how to get IV values of a contract...

2 months ago

Matt started the discussion Site speed

I experience a lot of trouble with the website speed. Today the coding environment is loading very...

1 years ago

Matt started the discussion Code environment bug?

It is just hanging here… terminal doesn't work. I use the latest Firefox. Started and restarted...

1 years ago

Matt started the discussion IsTradeable on SPX options error

I have this option set in my code, according to the documentation I believe, but it is throwing...

1 years ago

Matt left a comment in the discussion IsTradeable on SPX options error

Of course when the debug window looks like this: Backtest Handled Error: The security with symbol...

1 years ago

Matt left a comment in the discussion IsTradeable on SPX options error

looking closer at the debug console, the algo may not be skipping the trades… but for whatever...

1 years ago

Matt left a comment in the discussion Site speed

no way to edit posts either?

1 years ago