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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 (0)

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Community

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Will left a comment in the discussion Hybrid Asset Allocation

Also you can't simply use the prices of fixed income ETF's to get their total return which is what...

11 months ago

Will left a comment in the discussion Hybrid Asset Allocation

# Calculate total returns for each period returns_1m = (prices[-1] / prices[-21])^(252/21)...

11 months ago

Will left a comment in the discussion Hybrid Asset Allocation

You are not using ANNUALIZED returns for the momentum calculations, just period returns. This is...

11 months ago

Will left a comment in the discussion Hybrid Asset Allocation

One issue is your safe universe only includes BIL when it should just be whatever the best...

11 months ago

Will left a comment in the discussion Hybrid Asset Allocation

Also you can't simply use the prices of fixed income ETF's to get their total return which is what...

11 months ago

Will left a comment in the discussion Hybrid Asset Allocation

# Calculate total returns for each period returns_1m = (prices[-1] / prices[-21])^(252/21)...

11 months ago

Will left a comment in the discussion Hybrid Asset Allocation

You are not using ANNUALIZED returns for the momentum calculations, just period returns. This is...

11 months ago

Will left a comment in the discussion Hybrid Asset Allocation

One issue is your safe universe only includes BIL when it should just be whatever the best...

11 months ago