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 (4)

View More
Multiple calls to Filter in the beginning

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

19Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Pensive Yellow-Green Viper

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

54Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

KEEP: Scheduling Result 1

0.785Net Profit

0Sharpe Ratio

0Alpha

0Beta

7146.263CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

1Tradeable Dates

1Trades

0Treynor Ratio

0Win Rate

Simple Test to check OnData

-0.001Net Profit

-11.225Sharpe Ratio

-0.002Alpha

0.115Beta

-0.23CAR

0Drawdown

0Loss Rate

2Security Types

0Sortino Ratio

1Tradeable Dates

3Trades

-0.007Treynor Ratio

0Win Rate


Community

View More

Pranav left a comment in the discussion Debugging C# (c-sharp) code Cloud or Local for Options

Appreciate this insight.  I will try it.  Thanks

25 days ago

Pranav left a comment in the discussion Unable to find Option below Current Strike Price

Appreciate the response Louis.  Based on a support ticket, I ended up following the example of...

25 days ago

Pranav started the discussion Debugging C# (c-sharp) code Cloud or Local for Options

I am trying to DEBUG a C# Project that I recently wrote.  From what I have searched it seems that...

1 months ago

Pranav started the discussion Unable to find Option below Current Strike Price

I am doing my best in following Docs and code-examples.  Please tell me what I need to change such...

1 months ago

Pranav started the discussion Understanding OptionsChainManager Example

I am testing code from the documentation.Individual Contracts : Example 5: Scan and Update Option...

1 months ago

Multiple calls to Filter in the beginning

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

19Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Pensive Yellow-Green Viper

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

54Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

KEEP: Scheduling Result 1

0.785Net Profit

0Sharpe Ratio

0Alpha

0Beta

7146.263CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

1Tradeable Dates

1Trades

0Treynor Ratio

0Win Rate

Simple Test to check OnData

-0.001Net Profit

-11.225Sharpe Ratio

-0.002Alpha

0.115Beta

-0.23CAR

0Drawdown

0Loss Rate

2Security Types

0Sortino Ratio

1Tradeable Dates

3Trades

-0.007Treynor Ratio

0Win Rate

Pranav left a comment in the discussion Debugging C# (c-sharp) code Cloud or Local for Options

Appreciate this insight.  I will try it.  Thanks

25 days ago

Pranav left a comment in the discussion Unable to find Option below Current Strike Price

Appreciate the response Louis.  Based on a support ticket, I ended up following the example of...

25 days ago

Pranav started the discussion Debugging C# (c-sharp) code Cloud or Local for Options

I am trying to DEBUG a C# Project that I recently wrote.  From what I have searched it seems that...

1 months ago

Pranav started the discussion Unable to find Option below Current Strike Price

I am doing my best in following Docs and code-examples.  Please tell me what I need to change such...

1 months ago

Pranav started the discussion Understanding OptionsChainManager Example

I am testing code from the documentation.Individual Contracts : Example 5: Scan and Update Option...

1 months ago

Pranav left a comment in the discussion Unable to find Option below Current Strike Price

Using your suggestion of adding the Where in SetFilter I get the following error in...

1 months ago

Pranav left a comment in the discussion Debugging C# (c-sharp) code Cloud or Local for Options

I just saw that there is “data” folder under the QuantConnect folder created by lean.  How to...

1 months ago

Pranav started the discussion How to rename a Project?

Hi,

6 years ago

Pranav started the discussion How to calculate SMA every 2 hours

This algorithm is cloned from

6 years ago

Pranav started the discussion Questions on Scheduled Funcions

I am newbie learning how to work with QuantConnect.  One of my first things is to learn to run...

6 years ago

Pranav started the discussion Quantopian to Quantconnect -- Get current and history of Price

I am trying to transalte some Quantopian code, and am not sure of the proper C# methods to use.

6 years ago

Pranav started the discussion Quantopian to QuantConnect - Data and results are completely different - Please help

HI,

6 years ago

Pranav left a comment in the discussion Quantopian to QuantConnect - Data and results are completely different - Please help

Thanks a lot for the responses.  I will take a look. 

6 years ago

Pranav left a comment in the discussion RegisterIndicator HeikinAshi

Jorge,

6 years ago