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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 (2)

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Hyper-Active Fluorescent Pink Gorilla

-1.803Net Profit

26.797PSR

-2.047Sharpe Ratio

-0.274Alpha

0.423Beta

-46.339CAR

5.9Drawdown

-1.7Loss Rate

9Parameters

0Security Types

-1.998Sortino Ratio

9Tradeable Dates

27Trades

-1.006Treynor Ratio

1.23Win Rate

Square Apricot Rhinoceros

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

5Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate


Community

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Nick started the discussion Daily consolidated data shifted back by one day

I'm subscribed to hourly data, but I also want daily data. I'm using a Consolidate object to do...

4 years ago

Nick started the discussion Issue creating indicator within Alpha model

I'm stuck on an error when trying to create a momentum indicator as a separate class, which is...

4 years ago

Nick started the discussion Canceling insights after liquidating via risk management module

In the attached backtest I'm emitting insights as part of a pairs strategy. The code is emitting Up...

4 years ago

Hyper-Active Fluorescent Pink Gorilla

-1.803Net Profit

26.797PSR

-2.047Sharpe Ratio

-0.274Alpha

0.423Beta

-46.339CAR

5.9Drawdown

-1.7Loss Rate

9Parameters

0Security Types

-1.998Sortino Ratio

9Tradeable Dates

27Trades

-1.006Treynor Ratio

1.23Win Rate

Square Apricot Rhinoceros

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

5Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Nick started the discussion Daily consolidated data shifted back by one day

I'm subscribed to hourly data, but I also want daily data. I'm using a Consolidate object to do...

4 years ago

Nick started the discussion Issue creating indicator within Alpha model

I'm stuck on an error when trying to create a momentum indicator as a separate class, which is...

4 years ago

Nick started the discussion Canceling insights after liquidating via risk management module

In the attached backtest I'm emitting insights as part of a pairs strategy. The code is emitting Up...

4 years ago