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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 (1)

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Determined Fluorescent Orange Penguin

21.039Net Profit

39.93PSR

0.843Sharpe Ratio

0.229Alpha

0.229Beta

23.05CAR

30.7Drawdown

-0.15Loss Rate

5Parameters

0Security Types

1.01Sortino Ratio

0Tradeable Dates

3662Trades

68.301Treynor Ratio

0.19Win Rate


Community

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Prometheus started the discussion Why do trading happen when insights are stale?

Hi Community:

4 years ago

Prometheus left a comment in the discussion Why do trading happen when insights are stale?

Thanks a lot for your education, Shile.  Setting the rebalancing function to None does work. ...

4 years ago

Determined Fluorescent Orange Penguin

21.039Net Profit

39.93PSR

0.843Sharpe Ratio

0.229Alpha

0.229Beta

23.05CAR

30.7Drawdown

-0.15Loss Rate

5Parameters

0Security Types

1.01Sortino Ratio

0Tradeable Dates

3662Trades

68.301Treynor Ratio

0.19Win Rate

Prometheus started the discussion Why do trading happen when insights are stale?

Hi Community:

4 years ago

Prometheus left a comment in the discussion Why do trading happen when insights are stale?

Thanks a lot for your education, Shile.  Setting the rebalancing function to None does work. ...

4 years ago