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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 (1)

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Calm Yellow Green Zebra

-9.044Net Profit

2.164PSR

-1.423Sharpe Ratio

-0.131Alpha

-0.058Beta

-20.398CAR

14.9Drawdown

-0.47Loss Rate

12Parameters

2Security Types

126Tradeable Dates

62Trades

2.449Treynor Ratio

9.09Win Rate


Community

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Vytautas started the discussion Buy futures from consolidation of index

Hi,I create 15 min SPX Index consolidation and based on this data try to buy SP500EMini.My code not...

2 years ago

Vytautas started the discussion Multi timeframe; Multi alphas; Multi symbol model

Hi, I've been digging into creating very hybrid models consisting of multiple alpha models, each...

2 years ago

Vytautas started the discussion Managing multiple independent Alpha Models

Hi, what is the best way to manage orders from multiple alpha models that are independent? Problem:...

2 years ago

Vytautas started the discussion Limit Order Working Shady On Hybrid Framework

Hey,I am creating a hybrid framework algorithm and so far it works as expected until I try to add a...

2 years ago

Vytautas left a comment in the discussion Managing multiple independent Alpha Models

Mia, could you give please an example of a more complex portfolio construction model which can...

2 years ago

Calm Yellow Green Zebra

-9.044Net Profit

2.164PSR

-1.423Sharpe Ratio

-0.131Alpha

-0.058Beta

-20.398CAR

14.9Drawdown

-0.47Loss Rate

12Parameters

2Security Types

126Tradeable Dates

62Trades

2.449Treynor Ratio

9.09Win Rate

Vytautas started the discussion Buy futures from consolidation of index

Hi,I create 15 min SPX Index consolidation and based on this data try to buy SP500EMini.My code not...

2 years ago

Vytautas started the discussion Multi timeframe; Multi alphas; Multi symbol model

Hi, I've been digging into creating very hybrid models consisting of multiple alpha models, each...

2 years ago

Vytautas started the discussion Managing multiple independent Alpha Models

Hi, what is the best way to manage orders from multiple alpha models that are independent? Problem:...

2 years ago

Vytautas started the discussion Limit Order Working Shady On Hybrid Framework

Hey,I am creating a hybrid framework algorithm and so far it works as expected until I try to add a...

2 years ago

Vytautas left a comment in the discussion Managing multiple independent Alpha Models

Mia, could you give please an example of a more complex portfolio construction model which can...

2 years ago

Vytautas left a comment in the discussion Managing multiple independent Alpha Models

Source model is really okay, I can return insight with the source model simply by writing...

2 years ago