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Biography

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 (170)

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GAUSSIAN PROCESSES

9.017Net Profit

32.541PSR

0.257Sharpe Ratio

-0.015Alpha

0.878Beta

12.11CAR

17.4Drawdown

0Loss Rate

44Parameters

1Security Types

187Tradeable Dates

409Trades

0.047Treynor Ratio

0Win Rate

TechMomentumWithHedges

33.149Net Profit

68.055PSR

1.34Sharpe Ratio

0.269Alpha

0.045Beta

46.093CAR

13.9Drawdown

-0.76Loss Rate

83Parameters

1Security Types

188Tradeable Dates

190Trades

6.046Treynor Ratio

0.82Win Rate

Johns Tech Momentum Hedge Fund

61.242Net Profit

92.617PSR

2.494Sharpe Ratio

0.522Alpha

0.117Beta

88.241CAR

13.9Drawdown

-0.69Loss Rate

82Parameters

1Security Types

188Tradeable Dates

232Trades

4.498Treynor Ratio

0.88Win Rate

University of Nebraska Lincoln Built By J

61.242Net Profit

92.617PSR

2.494Sharpe Ratio

0.522Alpha

0.117Beta

88.241CAR

13.9Drawdown

-0.69Loss Rate

82Parameters

1Security Types

188Tradeable Dates

232Trades

4.498Treynor Ratio

0.88Win Rate

Multi Asset Momentum strategy

23.461Net Profit

80.489PSR

1.51Sharpe Ratio

0.15Alpha

0.23Beta

32.033CAR

8.7Drawdown

-0.25Loss Rate

0Parameters

3Security Types

276Tradeable Dates

476Trades

0.714Treynor Ratio

0.39Win Rate


Community

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Quant left a comment in the discussion GAUSSIAN PROCESSES

Strategy redeployed with code hash (8b15a632c0b5d0a8bed2bf1519a8e621) on 2025-11-03 14:24:14

1 months ago

Quant left a comment in the discussion TechMomentumWithHedges

Strategy launched with code hash (df87b59dd516b20e43fae310fcafda6a) on 2025-10-30 00:29:33

1 months ago

Quant left a comment in the discussion Johns Tech Momentum Hedge Fund

Strategy launched with code hash (abbe99d43ec771f3bd29cf95b7666335) on 2025-10-29 18:29:29

1 months ago

Quant left a comment in the discussion The Sharpe Engine - Adaptive Tech Momentum by J Jacobson

Strategy launched with code hash (71b3a9f9fba64c8dbacb9f092b4ab7bc) on 2025-10-29 05:08:30

1 months ago

Quant left a comment in the discussion Multi Asset Momentum strategy

Strategy redeployed with code hash (6f40de569dc23d50de11af9f3d692090) on 2025-10-26 19:15:54

1 months ago

GAUSSIAN PROCESSES

9.017Net Profit

32.541PSR

0.257Sharpe Ratio

-0.015Alpha

0.878Beta

12.11CAR

17.4Drawdown

0Loss Rate

44Parameters

1Security Types

187Tradeable Dates

409Trades

0.047Treynor Ratio

0Win Rate

TechMomentumWithHedges

33.149Net Profit

68.055PSR

1.34Sharpe Ratio

0.269Alpha

0.045Beta

46.093CAR

13.9Drawdown

-0.76Loss Rate

83Parameters

1Security Types

188Tradeable Dates

190Trades

6.046Treynor Ratio

0.82Win Rate

Johns Tech Momentum Hedge Fund

61.242Net Profit

92.617PSR

2.494Sharpe Ratio

0.522Alpha

0.117Beta

88.241CAR

13.9Drawdown

-0.69Loss Rate

82Parameters

1Security Types

188Tradeable Dates

232Trades

4.498Treynor Ratio

0.88Win Rate

University of Nebraska Lincoln Built By J

61.242Net Profit

92.617PSR

2.494Sharpe Ratio

0.522Alpha

0.117Beta

88.241CAR

13.9Drawdown

-0.69Loss Rate

82Parameters

1Security Types

188Tradeable Dates

232Trades

4.498Treynor Ratio

0.88Win Rate

Multi Asset Momentum strategy

23.461Net Profit

80.489PSR

1.51Sharpe Ratio

0.15Alpha

0.23Beta

32.033CAR

8.7Drawdown

-0.25Loss Rate

0Parameters

3Security Types

276Tradeable Dates

476Trades

0.714Treynor Ratio

0.39Win Rate

MH-VARM

18.154Net Profit

56.996PSR

0.853Sharpe Ratio

0.11Alpha

0.093Beta

24.783CAR

11.3Drawdown

-1.87Loss Rate

105Parameters

1Security Types

187Tradeable Dates

42Trades

1.254Treynor Ratio

3.2Win Rate

Directional LME

-16.684Net Profit

1.904PSR

-1.182Sharpe Ratio

-0.217Alpha

0.35Beta

-21.447CAR

21.8Drawdown

-2.51Loss Rate

27Parameters

1Security Types

188Tradeable Dates

28Trades

-0.563Treynor Ratio

1.69Win Rate

Firebirds Investment Club

-49.309Net Profit

0.024PSR

-1.836Sharpe Ratio

-0.461Alpha

-0.599Beta

-59.283CAR

50Drawdown

-1.18Loss Rate

21Parameters

1Security Types

188Tradeable Dates

311Trades

0.832Treynor Ratio

0.63Win Rate

Moving Average

4.998Net Profit

35.363PSR

-0.087Sharpe Ratio

-0.015Alpha

0.166Beta

6.671CAR

6.1Drawdown

-1.29Loss Rate

5Parameters

1Security Types

188Tradeable Dates

9Trades

-0.039Treynor Ratio

0Win Rate

Defense ADR Momentum Rebalance

10.08Net Profit

82.126PSR

0.801Sharpe Ratio

0.038Alpha

0.015Beta

13.56CAR

2Drawdown

-0.24Loss Rate

0Parameters

1Security Types

187Tradeable Dates

94Trades

2.556Treynor Ratio

0.28Win Rate

Weighted Beta Low PE Exclusion Rebalance

11.101Net Profit

34.567PSR

0.357Sharpe Ratio

0.018Alpha

0.943Beta

14.938CAR

21.3Drawdown

-0.06Loss Rate

34Parameters

1Security Types

186Tradeable Dates

280Trades

0.067Treynor Ratio

0.05Win Rate

BTC Strategy

28.577Net Profit

58.998PSR

1.111Sharpe Ratio

0.04Alpha

0.25Beta

39.433CAR

15Drawdown

-0.71Loss Rate

10Parameters

1Security Types

276Tradeable Dates

689Trades

0.928Treynor Ratio

1.47Win Rate

Crypto and Stock Momentum

-1.321Net Profit

17.174PSR

-0.107Sharpe Ratio

-0.057Alpha

0.444Beta

-1.738CAR

28.3Drawdown

-0.91Loss Rate

19Parameters

3Security Types

276Tradeable Dates

68Trades

-0.066Treynor Ratio

3.09Win Rate

XGBoost 2

0Net Profit

20.826PSR

0.118Sharpe Ratio

0.044Alpha

0.163Beta

0CAR

17.3Drawdown

0Loss Rate

56Parameters

1Security Types

276Tradeable Dates

36Trades

0.331Treynor Ratio

0Win Rate

Bid Ask Skew

0.875Net Profit

54.707PSR

-6.477Sharpe Ratio

-0.049Alpha

0.034Beta

1.165CAR

0.9Drawdown

0Loss Rate

39Parameters

1Security Types

188Tradeable Dates

521Trades

-1.361Treynor Ratio

0.01Win Rate

Defense ADR Momentum Rebalance Demo 1

14.32Net Profit

91.839PSR

1.408Sharpe Ratio

0.076Alpha

0.028Beta

19.473CAR

2Drawdown

-0.24Loss Rate

0Parameters

1Security Types

188Tradeable Dates

98Trades

2.764Treynor Ratio

0.36Win Rate

Multi Asset Momentum strategy

18.07Net Profit

67.796PSR

1.06Sharpe Ratio

0.101Alpha

0.237Beta

24.485CAR

8.7Drawdown

-0.25Loss Rate

0Parameters

3Security Types

276Tradeable Dates

455Trades

0.489Treynor Ratio

0.41Win Rate

Adaptive States for Crypto

9.264Net Profit

38.127PSR

0.148Sharpe Ratio

0.015Alpha

-0.014Beta

12.431CAR

17Drawdown

-0.05Loss Rate

0Parameters

1Security Types

276Tradeable Dates

9462Trades

-0.998Treynor Ratio

0.1Win Rate

Pairs Trading US ETFs

-0.706Net Profit

5.913PSR

-4.392Sharpe Ratio

-0.062Alpha

0.006Beta

-0.938CAR

2.4Drawdown

-0.34Loss Rate

2Parameters

1Security Types

0Tradeable Dates

197Trades

-10.648Treynor Ratio

0.34Win Rate

Johns Hopkins Algorithmic Trading

16.108Net Profit

47.306PSR

0.671Sharpe Ratio

0.062Alpha

0.697Beta

21.924CAR

8.8Drawdown

0Loss Rate

14Parameters

1Security Types

188Tradeable Dates

4Trades

0.152Treynor Ratio

0.14Win Rate

Volatility Adjusted Means

-26.556Net Profit

0.702PSR

-1.066Sharpe Ratio

-0.297Alpha

0.355Beta

-33.658CAR

29Drawdown

-8.74Loss Rate

27Parameters

1Security Types

188Tradeable Dates

18Trades

-0.773Treynor Ratio

5.58Win Rate

VWMA ROC Momentum Temporary 1

3.983Net Profit

23.719PSR

-0.021Sharpe Ratio

0.025Alpha

-0.449Beta

5.33CAR

14.6Drawdown

-0.51Loss Rate

14Parameters

1Security Types

188Tradeable Dates

153Trades

0.008Treynor Ratio

0.08Win Rate

Simple Dynamic Momentum

-35.612Net Profit

0.215PSR

-1.752Sharpe Ratio

-0.406Alpha

0.521Beta

-44.306CAR

35.6Drawdown

-1.47Loss Rate

20Parameters

1Security Types

188Tradeable Dates

42Trades

-0.715Treynor Ratio

0.11Win Rate

NCSU SPY AND GOLD 1

-3.507Net Profit

5.305PSR

-1.435Sharpe Ratio

-0.093Alpha

0.103Beta

-4.635CAR

7.7Drawdown

-0.26Loss Rate

34Parameters

1Security Types

188Tradeable Dates

1524Trades

-0.84Treynor Ratio

0.14Win Rate

Santa Clara Quant

7.543Net Profit

27.572PSR

0.183Sharpe Ratio

0.005Alpha

0.537Beta

10.151CAR

21Drawdown

-1.03Loss Rate

0Parameters

1Security Types

188Tradeable Dates

433Trades

0.073Treynor Ratio

0.49Win Rate

Candlestick Trading Equities Forex 1

1.449Net Profit

23.353PSR

0.234Sharpe Ratio

-0.027Alpha

2.511Beta

1.93CAR

61.9Drawdown

-0.9Loss Rate

0Parameters

1Security Types

188Tradeable Dates

229Trades

0.053Treynor Ratio

0.1Win Rate

FixedNoShortMACDeltaLowRisk 2

6.252Net Profit

30.255PSR

0.085Sharpe Ratio

-0.026Alpha

0.576Beta

8.382CAR

14.3Drawdown

-0.18Loss Rate

86Parameters

1Security Types

188Tradeable Dates

360Trades

0.018Treynor Ratio

0.14Win Rate

Lake Forest College

12.609Net Profit

36.445PSR

0.425Sharpe Ratio

0.017Alpha

0.991Beta

17.004CAR

20.4Drawdown

-0.01Loss Rate

9Parameters

2Security Types

276Tradeable Dates

177Trades

0.08Treynor Ratio

0.01Win Rate

Intraday Momentum

-0.084Net Profit

15.256PSR

-0.917Sharpe Ratio

-0.048Alpha

-0.101Beta

-0.111CAR

5.9Drawdown

-0.14Loss Rate

20Parameters

1Security Types

188Tradeable Dates

600Trades

0.535Treynor Ratio

0.26Win Rate

Tactical Momentum Rank

-0.061Net Profit

19.365PSR

0.01Sharpe Ratio

0Alpha

0Beta

-0.081CAR

34.6Drawdown

-0.39Loss Rate

22Parameters

1Security Types

0Tradeable Dates

584Trades

0Treynor Ratio

0.24Win Rate

Quant left a comment in the discussion GAUSSIAN PROCESSES

Strategy redeployed with code hash (8b15a632c0b5d0a8bed2bf1519a8e621) on 2025-11-03 14:24:14

1 months ago

Quant left a comment in the discussion TechMomentumWithHedges

Strategy launched with code hash (df87b59dd516b20e43fae310fcafda6a) on 2025-10-30 00:29:33

1 months ago

Quant left a comment in the discussion Johns Tech Momentum Hedge Fund

Strategy launched with code hash (abbe99d43ec771f3bd29cf95b7666335) on 2025-10-29 18:29:29

1 months ago

Quant left a comment in the discussion The Sharpe Engine - Adaptive Tech Momentum by J Jacobson

Strategy launched with code hash (71b3a9f9fba64c8dbacb9f092b4ab7bc) on 2025-10-29 05:08:30

1 months ago

Quant left a comment in the discussion Multi Asset Momentum strategy

Strategy redeployed with code hash (6f40de569dc23d50de11af9f3d692090) on 2025-10-26 19:15:54

1 months ago

Quant left a comment in the discussion MH-VARM

Strategy launched with code hash (adca2788c06affec609f6ac7ea851087) on 2025-10-19 07:25:55

1 months ago