cover
  • Profile
  • Backtests
  • Community

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 (5)

View More
Energetic Apricot Manatee

86.801Net Profit

0.56PSR

0.245Sharpe Ratio

0.033Alpha

0.232Beta

6.997CAR

42.1Drawdown

-2.85Loss Rate

0Parameters

0Security Types

0Tradeable Dates

199Trades

0.219Treynor Ratio

5.76Win Rate

Crawling Light Brown Buffalo

0.349Net Profit

0.985PSR

0.064Sharpe Ratio

-0.017Alpha

0.213Beta

0.08CAR

32Drawdown

-0.24Loss Rate

0Parameters

0Security Types

0Tradeable Dates

1023Trades

0.035Treynor Ratio

0.78Win Rate

Ugly Asparagus Goshawk

29.839Net Profit

76.13PSR

1.252Sharpe Ratio

0Alpha

0Beta

6.211CAR

2.8Drawdown

-0.18Loss Rate

6Parameters

0Security Types

1090Tradeable Dates

454Trades

0Treynor Ratio

0.24Win Rate

Well Dressed Violet Llama

14.33Net Profit

0.311PSR

0.185Sharpe Ratio

-0.013Alpha

0.325Beta

1.704CAR

26.3Drawdown

-0.51Loss Rate

5Parameters

0Security Types

0.228Sortino Ratio

1995Tradeable Dates

128Trades

0.047Treynor Ratio

7.53Win Rate

Crawling Violet Gaur

-1.129Net Profit

0.12PSR

-0.125Sharpe Ratio

-0.006Alpha

0.047Beta

-0.23CAR

3.8Drawdown

57Loss Rate

5Parameters

1Security Types

-0.0943Sortino Ratio

1240Tradeable Dates

78Trades

-0.032Treynor Ratio

43Win Rate


Community

View More

Nikolay started the discussion How can construct portfolio properly without re-balancing if there wasn't signal to change direction?

I am trying to build strategy around framework, so I can later test it over universe of stocks. I...

10 months ago

Nikolay left a comment in the discussion How can construct portfolio properly without re-balancing if there wasn't signal to change direction?

How do you find the right Insight to expire it manually? Using tags?

10 months ago

Nikolay started the discussion Is there any implementation for LmitOrderExecutionModel

Hi guys,

1 years ago

Nikolay started the discussion Can I access localhost from lean docker container?

I am trying to develop new data plugin to be imported during my algo execution. Before deploying my...

1 years ago

Nikolay left a comment in the discussion Can I access localhost from lean docker container?

Default behaviour of HttpClient in .NET is to verify validity of SSL certificate. When running...

1 years ago

Energetic Apricot Manatee

86.801Net Profit

0.56PSR

0.245Sharpe Ratio

0.033Alpha

0.232Beta

6.997CAR

42.1Drawdown

-2.85Loss Rate

0Parameters

0Security Types

0Tradeable Dates

199Trades

0.219Treynor Ratio

5.76Win Rate

Crawling Light Brown Buffalo

0.349Net Profit

0.985PSR

0.064Sharpe Ratio

-0.017Alpha

0.213Beta

0.08CAR

32Drawdown

-0.24Loss Rate

0Parameters

0Security Types

0Tradeable Dates

1023Trades

0.035Treynor Ratio

0.78Win Rate

Ugly Asparagus Goshawk

29.839Net Profit

76.13PSR

1.252Sharpe Ratio

0Alpha

0Beta

6.211CAR

2.8Drawdown

-0.18Loss Rate

6Parameters

0Security Types

1090Tradeable Dates

454Trades

0Treynor Ratio

0.24Win Rate

Well Dressed Violet Llama

14.33Net Profit

0.311PSR

0.185Sharpe Ratio

-0.013Alpha

0.325Beta

1.704CAR

26.3Drawdown

-0.51Loss Rate

5Parameters

0Security Types

0.228Sortino Ratio

1995Tradeable Dates

128Trades

0.047Treynor Ratio

7.53Win Rate

Crawling Violet Gaur

-1.129Net Profit

0.12PSR

-0.125Sharpe Ratio

-0.006Alpha

0.047Beta

-0.23CAR

3.8Drawdown

57Loss Rate

5Parameters

1Security Types

-0.0943Sortino Ratio

1240Tradeable Dates

78Trades

-0.032Treynor Ratio

43Win Rate

Nikolay started the discussion How can construct portfolio properly without re-balancing if there wasn't signal to change direction?

I am trying to build strategy around framework, so I can later test it over universe of stocks. I...

10 months ago

Nikolay left a comment in the discussion How can construct portfolio properly without re-balancing if there wasn't signal to change direction?

How do you find the right Insight to expire it manually? Using tags?

10 months ago

Nikolay started the discussion Is there any implementation for LmitOrderExecutionModel

Hi guys,

1 years ago

Nikolay started the discussion Can I access localhost from lean docker container?

I am trying to develop new data plugin to be imported during my algo execution. Before deploying my...

1 years ago

Nikolay left a comment in the discussion Can I access localhost from lean docker container?

Default behaviour of HttpClient in .NET is to verify validity of SSL certificate. When running...

1 years ago

Nikolay left a comment in the discussion Can I access localhost from lean docker container?

Hi,

1 years ago

Nikolay left a comment in the discussion Is there any implementation for LmitOrderExecutionModel

Here is the original code which I wrote, just trying to re-write it now with AlgorithmFramework 

1 years ago

Nikolay started the discussion What's the best way to group order with stop-loss when there are multiple orders

Hi guys,

2 years ago

Nikolay left a comment in the discussion What's the best way to group order with stop-loss when there are multiple orders

Thank you guys, 

2 years ago

Nikolay left a comment in the discussion What's the best way to group order with stop-loss when there are multiple orders

Thank you for you time Derek. How in your opinion then stopMarket orders should be submitted? Will...

2 years ago