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Biography

Econometrics Student

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 (1)

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Emotional Blue Fly

34.914Net Profit

0.039PSR

0.351Sharpe Ratio

0.028Alpha

0.003Beta

3.038CAR

12.7Drawdown

-0.27Loss Rate

9Parameters

0Security Types

0.112Sortino Ratio

2516Tradeable Dates

196Trades

10.681Treynor Ratio

0.57Win Rate


Community

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Wisse started the discussion Adding momentum stop to PEG algorithm

Hi all,

3 years ago

Wisse started the discussion Using Yahoo finance data in Quant Connect python

Hi all,

3 years ago

Wisse left a comment in the discussion Adding momentum stop to PEG algorithm

Hi Hector, 

3 years ago

Emotional Blue Fly

34.914Net Profit

0.039PSR

0.351Sharpe Ratio

0.028Alpha

0.003Beta

3.038CAR

12.7Drawdown

-0.27Loss Rate

9Parameters

0Security Types

0.112Sortino Ratio

2516Tradeable Dates

196Trades

10.681Treynor Ratio

0.57Win Rate

Wisse started the discussion Adding momentum stop to PEG algorithm

Hi all,

3 years ago

Wisse started the discussion Using Yahoo finance data in Quant Connect python

Hi all,

3 years ago

Wisse left a comment in the discussion Adding momentum stop to PEG algorithm

Hi Hector, 

3 years ago