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Biography

Quantitative Analyst at DFIC

Activity on QuantConnect

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Public Backtests (2)

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comp backtest

180.798Net Profit

63.363PSR

2.046Sharpe Ratio

1.482Alpha

1.486Beta

180.007CAR

48Drawdown

-0.78Loss Rate

0Parameters

0Security Types

252Tradeable Dates

3668Trades

1.114Treynor Ratio

6.65Win Rate

Determined Magenta Termite

95.102Net Profit

49.071PSR

1.355Sharpe Ratio

0.895Alpha

0.784Beta

94.746CAR

60Drawdown

-1.32Loss Rate

0Parameters

0Security Types

252Tradeable Dates

194Trades

1.258Treynor Ratio

5.26Win Rate


Community

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comp backtest

180.798Net Profit

63.363PSR

2.046Sharpe Ratio

1.482Alpha

1.486Beta

180.007CAR

48Drawdown

-0.78Loss Rate

0Parameters

0Security Types

252Tradeable Dates

3668Trades

1.114Treynor Ratio

6.65Win Rate

Determined Magenta Termite

95.102Net Profit

49.071PSR

1.355Sharpe Ratio

0.895Alpha

0.784Beta

94.746CAR

60Drawdown

-1.32Loss Rate

0Parameters

0Security Types

252Tradeable Dates

194Trades

1.258Treynor Ratio

5.26Win Rate