Timothy Comisky
Quant
Date Joined
9th September, 2015
Bootcamp progress
2% Complete
Achievements
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2018-04-10 05:06:01
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2018-04-13 04:28:31
Parallel Live Trading
Run multiple live algorithms simultaneously.
2018-09-15 07:06:51
Cloner
Clone at least 100 algorithms from the community.
2018-04-13 04:26:25
C# Programming
Choose C# as your preferred programming language.
2020-01-10 01:13:59
Python Programming
Choose Python as your preferred programming language.
2019-07-28 19:50:59
Alpha Streams Developer
Have at least 1 Alpha Stream submission approved.
2019-05-21 18:04:54
- Profile
- Backtests
- Community
Biography
Activity on QuantConnect
We are pioneering the radical future for open-source quant finance. QuantConnect is the world's largest quant community, empowering 220,000 quants with a framework, data, and infrastructure for their investments.
Public Backtests (7)
View More150.275Net Profit
87.376PSR
6.906Sharpe Ratio
6.921Alpha
-0.515Beta
625.607CAR
38.4Drawdown
-4.14Loss Rate
21Parameters
0Security Types
9.961Sortino Ratio
116Tradeable Dates
210Trades
-13.208Treynor Ratio
3.81Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
19Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
2Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
4.238Net Profit
84.895PSR
1.637Sharpe Ratio
0.055Alpha
-0.047Beta
4.817CAR
1.1Drawdown
-0.26Loss Rate
16Parameters
0Security Types
1.753Sortino Ratio
222Tradeable Dates
24Trades
-0.855Treynor Ratio
0.65Win Rate
0.95Net Profit
66.214PSR
1.565Sharpe Ratio
0.057Alpha
-0.056Beta
4CAR
0.6Drawdown
-0.11Loss Rate
16Parameters
0Security Types
1.989Sortino Ratio
60Tradeable Dates
18Trades
-0.596Treynor Ratio
0.28Win Rate
5.709Net Profit
68.459PSR
2.096Sharpe Ratio
0.264Alpha
-0.111Beta
25.894CAR
4.3Drawdown
-0.19Loss Rate
14Parameters
0Security Types
2.936Sortino Ratio
60Tradeable Dates
17Trades
-1.96Treynor Ratio
0.28Win Rate
Community
View MoreTimothy started the discussion Interactive Brokers Options Exchange Fees
Hi All!
Timothy started the discussion Partner wanted, system already developed
Hi All,
Timothy left a comment in the discussion Alpha Five: ETF Universe Alpha Streams Competition
Hello,
Timothy started the discussion Order Filling efficiencies
Market On Open Orders Vs Limit Orders, how does one get the most efficient fill possible?
150.275Net Profit
87.376PSR
6.906Sharpe Ratio
6.921Alpha
-0.515Beta
625.607CAR
38.4Drawdown
-4.14Loss Rate
21Parameters
0Security Types
9.961Sortino Ratio
116Tradeable Dates
210Trades
-13.208Treynor Ratio
3.81Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
19Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
2Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
4.238Net Profit
84.895PSR
1.637Sharpe Ratio
0.055Alpha
-0.047Beta
4.817CAR
1.1Drawdown
-0.26Loss Rate
16Parameters
0Security Types
1.753Sortino Ratio
222Tradeable Dates
24Trades
-0.855Treynor Ratio
0.65Win Rate
0.95Net Profit
66.214PSR
1.565Sharpe Ratio
0.057Alpha
-0.056Beta
4CAR
0.6Drawdown
-0.11Loss Rate
16Parameters
0Security Types
1.989Sortino Ratio
60Tradeable Dates
18Trades
-0.596Treynor Ratio
0.28Win Rate
5.709Net Profit
68.459PSR
2.096Sharpe Ratio
0.264Alpha
-0.111Beta
25.894CAR
4.3Drawdown
-0.19Loss Rate
14Parameters
0Security Types
2.936Sortino Ratio
60Tradeable Dates
17Trades
-1.96Treynor Ratio
0.28Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
14Parameters
1Security Types
0Sortino Ratio
76Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
12Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
8Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Timothy started the discussion Interactive Brokers Options Exchange Fees
Hi All!
Timothy started the discussion Partner wanted, system already developed
Hi All,
Timothy left a comment in the discussion Looking for a partner to develop quantconnect systems
Hi Hn999, my partner and I have a working Machine Learning algo in a python notebook in the...
Timothy left a comment in the discussion Alpha Five: ETF Universe Alpha Streams Competition
Hello,
Timothy started the discussion Order Filling efficiencies
Market On Open Orders Vs Limit Orders, how does one get the most efficient fill possible?
Timothy left a comment in the discussion Order Filling efficiencies
hmmm.
Timothy started the discussion ALL-Time Highs List using Universe
Thinking about how I would make an algo to find stocks hitting all time highs. Has anyone attempted...
Timothy started the discussion Live Trading Maintenance
just wondering if live trading maintenance be finished before tomorrows premarket? :)
Timothy left a comment in the discussion Overall Statistics in live projects
I'd be very interested in this as well
Timothy left a comment in the discussion Better live tracking statistics?
Hi Elsid,
Timothy started the discussion Changing live paper trading equity
Hello everyone! Is there an easy way to change the starting live paper trading equity? for example...
Timothy left a comment in the discussion Tvix
Ron,
Timothy started the discussion Using OHLC Data
Hey everyone,
Timothy started the discussion More Log Data
My algo is getting to the point of longer term testing. I do all my debugging through my logs since...
Timothy started the discussion Forex Data Updating vs Equities
I've been noticing the forex, specifically GBP/USD, historical data doesn't update as often. Right...
Timothy started the discussion Looking for another partner!
Hey All,
Timothy started the discussion QC Collaboration Communication
Noticed that the notepad is no longer there. There is no way to communicate within QC among...
Timothy started the discussion X Time Candle Charts
I'd really like to see my charts in 15min or 30 min candles. Is this possible yet? I know daily is...
Timothy started the discussion Back Test Timing out
I am having a big issue with QC. I want to run my algo on 15 min, 30 min, 1 hr, 2 hr time frames...
Timothy started the discussion Futures ema cross algo
I am looking to make a futures ema cross algo. Anyone have a working example of a futures algo that...
Timothy started the discussion Having trouble importing Futures Data
Hello all, Iam having trouble getting my futures algo to work. I get an error with my add data...
Timothy started the discussion Futures Orders
Hello All! Iam having trouble with finding the best way to order futures contracts. In the...
Timothy started the discussion Tvix
QC doesnt recognize TVIX as a ticker. When I use that ticker, it wont build. Anyone know why?...
Timothy started the discussion Retrieving Account equity and MR
Hi everyone,
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Timothy left a comment in the discussion Looking for a partner to develop quantconnect systems
Hi Hn999, my partner and I have a working Machine Learning algo in a python notebook in the...
4 years ago