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Public Backtests (4)

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Measured Sky Blue kitten

-0.377Net Profit

-7.903Sharpe Ratio

-0.426Alpha

11.856Beta

-40.399CAR

0.9Drawdown

66Loss Rate

1Security Types

-0.099349414482953Sortino Ratio

3Tradeable Dates

105Trades

-0.027Treynor Ratio

34Win Rate

Swimming Red-Orange Baboon

5.082Net Profit

11.365Sharpe Ratio

1.285Alpha

59.411Beta

1939.462CAR

1.5Drawdown

12Loss Rate

1Security Types

0Sortino Ratio

0Tradeable Dates

28Trades

0.035Treynor Ratio

88Win Rate

Jumping Fluorescent Pink Seahorse

-0.463Net Profit

-3.556Sharpe Ratio

-0.098Alpha

-0.516Beta

-12.526CAR

0.9Drawdown

83Loss Rate

1Security Types

-0.53300089518753Sortino Ratio

10Tradeable Dates

12Trades

0.205Treynor Ratio

17Win Rate

Ugly Red-Orange Rat

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

6Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate


Community

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Richard left a comment in the discussion Using Limit Orders

Although I'm not a programmer, I've been slowly teaching myself by taking online courses...

6 years ago

Richard started the discussion Using RollingWindow to retrieving OHLC data

I'm trying to access the OHLC data from the first one minute bar of the regular trading day...

7 years ago

Richard started the discussion How can I add coarse universe to an existing strategy?

I have 2 working algos.  One is an opening range breakout from here: [Strategy] Opening...

7 years ago

Richard left a comment in the discussion How can I add coarse universe to an existing strategy?

Any help with this would be greatly appreciated.

7 years ago

Richard left a comment in the discussion How can I add coarse universe to an existing strategy?

Here is the coase universe algo referred to above:

7 years ago

Measured Sky Blue kitten

-0.377Net Profit

-7.903Sharpe Ratio

-0.426Alpha

11.856Beta

-40.399CAR

0.9Drawdown

66Loss Rate

1Security Types

-0.099349414482953Sortino Ratio

3Tradeable Dates

105Trades

-0.027Treynor Ratio

34Win Rate

Swimming Red-Orange Baboon

5.082Net Profit

11.365Sharpe Ratio

1.285Alpha

59.411Beta

1939.462CAR

1.5Drawdown

12Loss Rate

1Security Types

0Sortino Ratio

0Tradeable Dates

28Trades

0.035Treynor Ratio

88Win Rate

Jumping Fluorescent Pink Seahorse

-0.463Net Profit

-3.556Sharpe Ratio

-0.098Alpha

-0.516Beta

-12.526CAR

0.9Drawdown

83Loss Rate

1Security Types

-0.53300089518753Sortino Ratio

10Tradeable Dates

12Trades

0.205Treynor Ratio

17Win Rate

Ugly Red-Orange Rat

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

6Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Richard left a comment in the discussion Using Limit Orders

Although I'm not a programmer, I've been slowly teaching myself by taking online courses...

6 years ago

Richard started the discussion Using RollingWindow to retrieving OHLC data

I'm trying to access the OHLC data from the first one minute bar of the regular trading day...

7 years ago

Richard started the discussion How can I add coarse universe to an existing strategy?

I have 2 working algos.  One is an opening range breakout from here: [Strategy] Opening...

7 years ago

Richard left a comment in the discussion How can I add coarse universe to an existing strategy?

Any help with this would be greatly appreciated.

7 years ago

Richard left a comment in the discussion How can I add coarse universe to an existing strategy?

Here is the coase universe algo referred to above:

7 years ago

Richard left a comment in the discussion Using RollingWindow to retrieving OHLC data

Thank you Michael for your reply.  Are you suggesting that I look at history examples...

7 years ago

Richard left a comment in the discussion Universe Selection

@Quant Trader, ty, very much appreciated

7 years ago

Richard left a comment in the discussion Universe Selection

@Quant Trader, thanks for the comments.  The full algo can be cloned from above...it's...

7 years ago