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Biography

High school quantitative strategist exploring innovative strategies at the intersection of math, AI, and finance. Developer of Topology-Based Mean Reversion (TBMR-PA) strategy, applying topology to uncover hidden market structures and drive systematic trading.

Activity on QuantConnect

This section highlights your contributions and engagement across the QuantConnect platform — including backtests, live trades, published research, and community involvement through comments and threads. It reflects your overall activity as part of the QuantConnect community.


Public Backtests (3)

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FO-MSR Self RSI

102.815Net Profit

67.3PSR

1.194Sharpe Ratio

0.074Alpha

1.446Beta

42.367CAR

20.6Drawdown

-0.24Loss Rate

66Parameters

1Security Types

502Tradeable Dates

2108Trades

0.174Treynor Ratio

0.25Win Rate

Topology-Based Mean Reversion with Price Predictive Modeling

253.988Net Profit

96.563PSR

2.384Sharpe Ratio

0.361Alpha

1.394Beta

88.037CAR

16.9Drawdown

-0.61Loss Rate

19Parameters

1Security Types

502Tradeable Dates

1698Trades

0.382Treynor Ratio

0.91Win Rate

Red-Day Markov Chain GRA

249.806Net Profit

59.734PSR

1.407Sharpe Ratio

0.309Alpha

2.945Beta

86.924CAR

34.7Drawdown

-0.03Loss Rate

9Parameters

1Security Types

502Tradeable Dates

1128Trades

0.228Treynor Ratio

0.84Win Rate


Community

View More
FO-MSR Self RSI

102.815Net Profit

67.3PSR

1.194Sharpe Ratio

0.074Alpha

1.446Beta

42.367CAR

20.6Drawdown

-0.24Loss Rate

66Parameters

1Security Types

502Tradeable Dates

2108Trades

0.174Treynor Ratio

0.25Win Rate

Topology-Based Mean Reversion with Price Predictive Modeling

253.988Net Profit

96.563PSR

2.384Sharpe Ratio

0.361Alpha

1.394Beta

88.037CAR

16.9Drawdown

-0.61Loss Rate

19Parameters

1Security Types

502Tradeable Dates

1698Trades

0.382Treynor Ratio

0.91Win Rate

Red-Day Markov Chain GRA

249.806Net Profit

59.734PSR

1.407Sharpe Ratio

0.309Alpha

2.945Beta

86.924CAR

34.7Drawdown

-0.03Loss Rate

9Parameters

1Security Types

502Tradeable Dates

1128Trades

0.228Treynor Ratio

0.84Win Rate