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Biography

4th year CSE - Computer Science @ UC San Diego, President of Triton Quantitative Trading (TQT) 2x 1st place in QuantConnect’s Open Quant League

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 (35)

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Logical Blue Bison

74.602Net Profit

90.9PSR

5.499Sharpe Ratio

2.312Alpha

3.028Beta

429.561CAR

10.7Drawdown

0Loss Rate

9Parameters

1Security Types

0Tradeable Dates

29Trades

0.814Treynor Ratio

0Win Rate

Crypto Tick Data Example

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

10Parameters

1Security Types

2Tradeable Dates

2Trades

0Treynor Ratio

0Win Rate

Test Example

28.327Net Profit

47.527PSR

0.598Sharpe Ratio

0.015Alpha

0.76Beta

18.048CAR

18.4Drawdown

0Loss Rate

6Parameters

1Security Types

378Tradeable Dates

3Trades

0.102Treynor Ratio

0Win Rate

market-neutral-ML_Tensorflow

18.234Net Profit

44.067PSR

0.861Sharpe Ratio

0Alpha

0Beta

14.029CAR

9Drawdown

-0.32Loss Rate

138Parameters

1Security Types

323Tradeable Dates

258Trades

0Treynor Ratio

0.4Win Rate

BTC-ETH_Pairs-Trading

79.226Net Profit

54.561PSR

0.936Sharpe Ratio

0.139Alpha

0.458Beta

33.727CAR

17Drawdown

-4.31Loss Rate

144Parameters

1Security Types

732Tradeable Dates

23Trades

0.427Treynor Ratio

8.51Win Rate


Community

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Rudy left a comment in the discussion Adaptive States for Crypto

temporary inactive submission

5 months ago

Logical Blue Bison

74.602Net Profit

90.9PSR

5.499Sharpe Ratio

2.312Alpha

3.028Beta

429.561CAR

10.7Drawdown

0Loss Rate

9Parameters

1Security Types

0Tradeable Dates

29Trades

0.814Treynor Ratio

0Win Rate

Crypto Tick Data Example

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

10Parameters

1Security Types

2Tradeable Dates

2Trades

0Treynor Ratio

0Win Rate

Test Example

28.327Net Profit

47.527PSR

0.598Sharpe Ratio

0.015Alpha

0.76Beta

18.048CAR

18.4Drawdown

0Loss Rate

6Parameters

1Security Types

378Tradeable Dates

3Trades

0.102Treynor Ratio

0Win Rate

market-neutral-ML_Tensorflow

18.234Net Profit

44.067PSR

0.861Sharpe Ratio

0Alpha

0Beta

14.029CAR

9Drawdown

-0.32Loss Rate

138Parameters

1Security Types

323Tradeable Dates

258Trades

0Treynor Ratio

0.4Win Rate

BTC-ETH_Pairs-Trading

79.226Net Profit

54.561PSR

0.936Sharpe Ratio

0.139Alpha

0.458Beta

33.727CAR

17Drawdown

-4.31Loss Rate

144Parameters

1Security Types

732Tradeable Dates

23Trades

0.427Treynor Ratio

8.51Win Rate

Emotional Green Buffalo

321.299Net Profit

27.448PSR

0.804Sharpe Ratio

0.181Alpha

0.622Beta

31.462CAR

36.5Drawdown

-1.34Loss Rate

120Parameters

1Security Types

1323Tradeable Dates

782Trades

0.382Treynor Ratio

1.77Win Rate

Momentum+RegimeSwitchingGLDHedge

403.525Net Profit

40.775PSR

0.953Sharpe Ratio

0.206Alpha

0.575Beta

35.997CAR

35.5Drawdown

-0.95Loss Rate

79Parameters

1Security Types

1323Tradeable Dates

1054Trades

0.45Treynor Ratio

1.34Win Rate

4AssetMomentum+Multi-FactorRegimeDetection

371.259Net Profit

39.497PSR

0.932Sharpe Ratio

0.198Alpha

0.511Beta

34.295CAR

35.5Drawdown

-0.94Loss Rate

115Parameters

1Security Types

1323Tradeable Dates

1011Trades

0.479Treynor Ratio

1.3Win Rate

4AssetWeekday

385.803Net Profit

32.147PSR

0.868Sharpe Ratio

0.171Alpha

1.05Beta

35.073CAR

35.3Drawdown

-1.23Loss Rate

62Parameters

1Security Types

0Tradeable Dates

1060Trades

0.254Treynor Ratio

1.45Win Rate

4AssetWeekly

267.211Net Profit

22.029PSR

0.726Sharpe Ratio

0.126Alpha

0.984Beta

28.071CAR

46Drawdown

-1.08Loss Rate

62Parameters

1Security Types

0Tradeable Dates

966Trades

0.219Treynor Ratio

1.64Win Rate

3%Position-PreMarketGapEMABounceStrategy

9.25Net Profit

28.365PSR

-0.444Sharpe Ratio

-0.02Alpha

-0.009Beta

4.518CAR

8.1Drawdown

-0.5Loss Rate

0Parameters

1Security Types

502Tradeable Dates

483Trades

2.256Treynor Ratio

0.59Win Rate

PreMarketGapEMABounceStrategy+MaxHoldPeriod

2.154Net Profit

7.215PSR

-0.671Sharpe Ratio

-0.032Alpha

-0.097Beta

1.07CAR

14.3Drawdown

-0.84Loss Rate

0Parameters

1Security Types

502Tradeable Dates

296Trades

0.453Treynor Ratio

1.22Win Rate

PreMarketGapEMABounceStrategy

6.166Net Profit

28.471PSR

-1.005Sharpe Ratio

-0.031Alpha

-0.006Beta

3.033CAR

5.4Drawdown

-0.33Loss Rate

0Parameters

1Security Types

502Tradeable Dates

483Trades

5.148Treynor Ratio

0.39Win Rate

Casual Sky Blue Galago

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

733Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

EqualWeightS&P500Replication

43.543Net Profit

12.451PSR

0.391Sharpe Ratio

-0.002Alpha

0.716Beta

9.464CAR

25.9Drawdown

0Loss Rate

10Parameters

1Security Types

1006Tradeable Dates

483Trades

0.078Treynor Ratio

0.22Win Rate

Hist_ParallelProcessing

57.438Net Profit

81.1PSR

1.152Sharpe Ratio

0Alpha

1.001Beta

25.448CAR

10Drawdown

0Loss Rate

7Parameters

1Security Types

502Tradeable Dates

1Trades

0.123Treynor Ratio

0Win Rate

HFT_RollingWindow_OBI+SMA

2.064Net Profit

28.8PSR

0.301Sharpe Ratio

0.016Alpha

-0.025Beta

3.02CAR

3.8Drawdown

-0.23Loss Rate

7Parameters

1Security Types

173Tradeable Dates

213Trades

-0.554Treynor Ratio

0.26Win Rate

HFT_OBI_Traditional

1.183Net Profit

22.846PSR

0.115Sharpe Ratio

0.007Alpha

-0.017Beta

1.728CAR

2.9Drawdown

-0.2Loss Rate

7Parameters

1Security Types

173Tradeable Dates

154Trades

-0.301Treynor Ratio

0.28Win Rate

Take Profit and Stop Loss Example on Universe

-3.061Net Profit

0PSR

-10.718Sharpe Ratio

-0.314Alpha

-0.081Beta

-39.381CAR

3.1Drawdown

0Loss Rate

1Parameters

1Security Types

16Tradeable Dates

4149Trades

4.386Treynor Ratio

0Win Rate

2025-Q1 Performance

998.128Net Profit

7.909PSR

1.251Sharpe Ratio

1.594Alpha

1.542Beta

145.458CAR

17.1Drawdown

-1.09Loss Rate

157Parameters

2Security Types

0Tradeable Dates

219Trades

1.072Treynor Ratio

5.16Win Rate

CustomDataHandling

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

10Parameters

1Security Types

2Tradeable Dates

1Trades

0Treynor Ratio

0Win Rate

CustomDataHandling

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

9Parameters

1Security Types

3Tradeable Dates

1Trades

0Treynor Ratio

0Win Rate

RangeboundExample

10.113Net Profit

90.945PSR

5.552Sharpe Ratio

0.981Alpha

-0.032Beta

158.386CAR

6.5Drawdown

0Loss Rate

0Parameters

1Security Types

32Tradeable Dates

7588Trades

-30.198Treynor Ratio

0Win Rate

RangeboundTrading

9.839Net Profit

96.766PSR

7.783Sharpe Ratio

0.587Alpha

0.367Beta

115.16CAR

2.6Drawdown

0Loss Rate

0Parameters

1Security Types

39Tradeable Dates

528Trades

1.897Treynor Ratio

0Win Rate

HedgingAgainstInverseBreakout

1.232Net Profit

63.338PSR

0.325Sharpe Ratio

0.002Alpha

0Beta

1.23CAR

0.6Drawdown

0Loss Rate

0Parameters

1Security Types

311Tradeable Dates

489Trades

-7.242Treynor Ratio

0Win Rate

Jobib parallel threading

21.262Net Profit

32.825PSR

0.657Sharpe Ratio

0.024Alpha

0.967Beta

21.219CAR

28.7Drawdown

0Loss Rate

0Parameters

1Security Types

253Tradeable Dates

1Trades

0.186Treynor Ratio

0Win Rate

Trailing Stop Loss From Tutorial

39.671Net Profit

38.5PSR

0.689Sharpe Ratio

0.046Alpha

0.199Beta

11.774CAR

14.2Drawdown

-3.11Loss Rate

0Parameters

1Security Types

756Tradeable Dates

32Trades

0.328Treynor Ratio

4.43Win Rate

HedgingPipsAndLots+BB

0.135Net Profit

18.274PSR

-6.753Sharpe Ratio

-0.055Alpha

0.008Beta

0.17CAR

0.7Drawdown

0Loss Rate

0Parameters

1Security Types

247Tradeable Dates

714Trades

-6.369Treynor Ratio

0Win Rate

2StrategiesWithSeparatePortfolioAllocation

9.305Net Profit

28.112PSR

0.484Sharpe Ratio

-0.013Alpha

0.501Beta

9.287CAR

18.4Drawdown

-0.06Loss Rate

0Parameters

1Security Types

253Tradeable Dates

96Trades

0.135Treynor Ratio

0.03Win Rate

Two TimeFrames in One Algorithm

2.017Net Profit

16.582PSR

0.189Sharpe Ratio

0.201Alpha

-0.863Beta

2.013CAR

35.4Drawdown

-0.38Loss Rate

0Parameters

1Security Types

253Tradeable Dates

1715Trades

-0.071Treynor Ratio

0.42Win Rate

Rudy left a comment in the discussion Adaptive States for Crypto

temporary inactive submission

5 months ago

Open Quant League

The Open-Quant League is a quarterly competition between universities and investment clubs for the best-performing strategy. The previous quarter's code is open-sourced, and competitors must adapt to survive.

Get this certificate by participating in our Open Quant League

Open Quant League

The Open-Quant League is a quarterly competition between universities and investment clubs for the best-performing strategy. The previous quarter's code is open-sourced, and competitors must adapt to survive.

Get this certificate by participating in our Open Quant League

Open Quant League

The Open-Quant League is a quarterly competition between universities and investment clubs for the best-performing strategy. The previous quarter's code is open-sourced, and competitors must adapt to survive.

Get this certificate by participating in our Open Quant League

Open Quant League

The Open-Quant League is a quarterly competition between universities and investment clubs for the best-performing strategy. The previous quarter's code is open-sourced, and competitors must adapt to survive.

Get this certificate by participating in our Open Quant League

QuantConnect Boot Camp

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Open Quant League

The Open-Quant League is a quarterly competition between universities and investment clubs for the best-performing strategy. The previous quarter's code is open-sourced, and competitors must adapt to survive.

Get this certificate by participating in our Open Quant League

Open Quant League

The Open-Quant League is a quarterly competition between universities and investment clubs for the best-performing strategy. The previous quarter's code is open-sourced, and competitors must adapt to survive.

Get this certificate by participating in our Open Quant League