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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 (2)

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Crawling Fluorescent Orange Manatee

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

4Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Geeky Black Termite

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

6Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate


Community

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Taylor started the discussion Simple Moving Average (algorithm.SMA) calculation vs security.Price?

I have a couple questions after looking into security prices vs the SMA returned for a set of...

5 years ago

Taylor started the discussion OnData not being called on valid trading days?

Hello,In the attached backtest, I log the day for the self.Time in the 'onData' function. It...

5 years ago

Taylor left a comment in the discussion Simple Moving Average (algorithm.SMA) calculation vs security.Price?

Hi Derek,The link is no longer 404'ing so I was able to see what you are talking about. I'm still a...

5 years ago

Taylor left a comment in the discussion Simple Moving Average (algorithm.SMA) calculation vs security.Price?

Hi Derek,Thanks for the response, it looks like your link for `this discussion thread` is a 404...

5 years ago

Taylor left a comment in the discussion Simple Moving Average (algorithm.SMA) calculation vs security.Price?

Additional point I found interesting, when setting the window size to 1 day, shouldn't the price...

5 years ago

Crawling Fluorescent Orange Manatee

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

4Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Geeky Black Termite

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

6Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Taylor started the discussion Simple Moving Average (algorithm.SMA) calculation vs security.Price?

I have a couple questions after looking into security prices vs the SMA returned for a set of...

5 years ago

Taylor started the discussion OnData not being called on valid trading days?

Hello,In the attached backtest, I log the day for the self.Time in the 'onData' function. It...

5 years ago

Taylor left a comment in the discussion Simple Moving Average (algorithm.SMA) calculation vs security.Price?

Hi Derek,The link is no longer 404'ing so I was able to see what you are talking about. I'm still a...

5 years ago

Taylor left a comment in the discussion Simple Moving Average (algorithm.SMA) calculation vs security.Price?

Hi Derek,Thanks for the response, it looks like your link for `this discussion thread` is a 404...

5 years ago

Taylor left a comment in the discussion Simple Moving Average (algorithm.SMA) calculation vs security.Price?

Additional point I found interesting, when setting the window size to 1 day, shouldn't the price...

5 years ago

Taylor started the discussion Rebalancing Monthly using PortfolioConstructionModel? - Algorithm Framework

Hi There,

7 years ago

Taylor started the discussion RateOfChange not working in Classic C# algorithm?

Hello,

7 years ago