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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 (156)

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Swimming Fluorescent Orange Lemur

-4.322Net Profit

0.006Sharpe Ratio

-0.748Alpha

0.338Beta

-12.581CAR

24.8Drawdown

65Loss Rate

1Parameters

1Security Types

0.1042Sortino Ratio

120Tradeable Dates

34Trades

0.008Treynor Ratio

35Win Rate

Casual Fluorescent Orange Bee

102.759Net Profit

2.619Sharpe Ratio

0.06Alpha

0.722Beta

759.599CAR

24.3Drawdown

50Loss Rate

1Parameters

1Security Types

1.4786Sortino Ratio

120Tradeable Dates

20Trades

2.308Treynor Ratio

50Win Rate

Smooth Apricot Elephant

85.913Net Profit

2.333Sharpe Ratio

-0.059Alpha

0.693Beta

560.148CAR

21.7Drawdown

50Loss Rate

1Parameters

1Security Types

1.332Sortino Ratio

120Tradeable Dates

24Trades

2.139Treynor Ratio

50Win Rate

Upgraded Black Anguilline

37.449Net Profit

1.59Sharpe Ratio

-0.188Alpha

0.435Beta

163.288CAR

21.8Drawdown

57Loss Rate

1Parameters

1Security Types

1.2466Sortino Ratio

120Tradeable Dates

28Trades

1.793Treynor Ratio

43Win Rate

Square Asparagus Owlet

-20.6Net Profit

-1.097Sharpe Ratio

-0.911Alpha

0.225Beta

-50.442CAR

31Drawdown

68Loss Rate

1Parameters

1Security Types

-0.5564Sortino Ratio

120Tradeable Dates

38Trades

-1.829Treynor Ratio

32Win Rate


Community

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Xavier left a comment in the discussion BTCUSD, Hour The issue starts from Apr 13th, 2019; and continues until now

Hello,Any update on this issue?Thanks for your support

6 years ago

Xavier started the discussion Log Issue: GDAXBrokerage.Subscribe Duplicated Messages

HelloI have a strategy connected live to GDAX and I'm having this issue in the log, this...

7 years ago

Xavier started the discussion Questions about the Log

The log is a great tool for us to debug and check if the behaviour of our algorithm is...

7 years ago

Xavier started the discussion Retrieve GDAX funds currently on hold.

I'm having problems updating a Stop Market Order on GDAX,

7 years ago

Xavier started the discussion How do I use consolidators with this kind of indicator?

Hello,

7 years ago

Swimming Fluorescent Orange Lemur

-4.322Net Profit

0.006Sharpe Ratio

-0.748Alpha

0.338Beta

-12.581CAR

24.8Drawdown

65Loss Rate

1Parameters

1Security Types

0.1042Sortino Ratio

120Tradeable Dates

34Trades

0.008Treynor Ratio

35Win Rate

Casual Fluorescent Orange Bee

102.759Net Profit

2.619Sharpe Ratio

0.06Alpha

0.722Beta

759.599CAR

24.3Drawdown

50Loss Rate

1Parameters

1Security Types

1.4786Sortino Ratio

120Tradeable Dates

20Trades

2.308Treynor Ratio

50Win Rate

Smooth Apricot Elephant

85.913Net Profit

2.333Sharpe Ratio

-0.059Alpha

0.693Beta

560.148CAR

21.7Drawdown

50Loss Rate

1Parameters

1Security Types

1.332Sortino Ratio

120Tradeable Dates

24Trades

2.139Treynor Ratio

50Win Rate

Upgraded Black Anguilline

37.449Net Profit

1.59Sharpe Ratio

-0.188Alpha

0.435Beta

163.288CAR

21.8Drawdown

57Loss Rate

1Parameters

1Security Types

1.2466Sortino Ratio

120Tradeable Dates

28Trades

1.793Treynor Ratio

43Win Rate

Square Asparagus Owlet

-20.6Net Profit

-1.097Sharpe Ratio

-0.911Alpha

0.225Beta

-50.442CAR

31Drawdown

68Loss Rate

1Parameters

1Security Types

-0.5564Sortino Ratio

120Tradeable Dates

38Trades

-1.829Treynor Ratio

32Win Rate

Ugly Black Mule

-18.429Net Profit

-0.802Sharpe Ratio

-1.025Alpha

0.309Beta

-46.202CAR

30.8Drawdown

72Loss Rate

1Parameters

1Security Types

-0.3722Sortino Ratio

120Tradeable Dates

36Trades

-1.089Treynor Ratio

28Win Rate

Calculating Brown Parrot

72.61Net Profit

2.248Sharpe Ratio

-0.037Alpha

0.599Beta

426.633CAR

30.6Drawdown

50Loss Rate

1Parameters

1Security Types

2.3191Sortino Ratio

120Tradeable Dates

16Trades

2.162Treynor Ratio

50Win Rate

Muscular Tan Snake

42.034Net Profit

1.605Sharpe Ratio

-0.25Alpha

0.503Beta

190.943CAR

29Drawdown

56Loss Rate

1Parameters

1Security Types

1.4201Sortino Ratio

120Tradeable Dates

18Trades

1.727Treynor Ratio

44Win Rate

Hyper-Active Violet Dogfish

10.492Net Profit

0.705Sharpe Ratio

-0.363Alpha

0.294Beta

35.482CAR

26.8Drawdown

70Loss Rate

1Parameters

1Security Types

0.9953Sortino Ratio

120Tradeable Dates

20Trades

0.992Treynor Ratio

30Win Rate

Square Light Brown Llama

-33.702Net Profit

-3.071Sharpe Ratio

-1.029Alpha

0.095Beta

-71.376CAR

39.1Drawdown

86Loss Rate

1Parameters

1Security Types

-1.3973Sortino Ratio

120Tradeable Dates

28Trades

-8.638Treynor Ratio

14Win Rate

Pensive Tan Falcon

-31.233Net Profit

-2.253Sharpe Ratio

-1.107Alpha

0.171Beta

-68.006CAR

39.8Drawdown

85Loss Rate

1Parameters

1Security Types

-1.1845Sortino Ratio

120Tradeable Dates

26Trades

-4.235Treynor Ratio

15Win Rate

Emotional Yellow Butterfly

72.093Net Profit

2.241Sharpe Ratio

-0.024Alpha

0.59Beta

421.847CAR

30.4Drawdown

50Loss Rate

1Parameters

1Security Types

1.5599Sortino Ratio

120Tradeable Dates

16Trades

2.184Treynor Ratio

50Win Rate

Hyper-Active Fluorescent Yellow Kangaroo

49.052Net Profit

1.775Sharpe Ratio

-0.159Alpha

0.508Beta

236.943CAR

28.4Drawdown

44Loss Rate

1Parameters

1Security Types

1.0131Sortino Ratio

120Tradeable Dates

18Trades

1.913Treynor Ratio

56Win Rate

Crawling Black Fox

14.38Net Profit

0.868Sharpe Ratio

-0.301Alpha

0.301Beta

50.517CAR

24.5Drawdown

60Loss Rate

1Parameters

1Security Types

0.8696Sortino Ratio

120Tradeable Dates

20Trades

1.224Treynor Ratio

40Win Rate

Adaptable Yellow-Green Tapir

-24.309Net Profit

-1.6Sharpe Ratio

-0.919Alpha

0.177Beta

-57.159CAR

40Drawdown

77Loss Rate

1Parameters

1Security Types

-0.5956Sortino Ratio

120Tradeable Dates

26Trades

-2.966Treynor Ratio

23Win Rate

Logical Black Cormorant

-22.772Net Profit

-1.331Sharpe Ratio

-0.919Alpha

0.2Beta

-54.455CAR

37.8Drawdown

69Loss Rate

1Parameters

1Security Types

-0.4476Sortino Ratio

120Tradeable Dates

26Trades

-2.365Treynor Ratio

31Win Rate

Creative Magenta Hippopotamus

66.224Net Profit

2.11Sharpe Ratio

-0.099Alpha

0.591Beta

369.546CAR

30.6Drawdown

50Loss Rate

1Parameters

1Security Types

1.5003Sortino Ratio

120Tradeable Dates

16Trades

2.058Treynor Ratio

50Win Rate

Calm Brown Pelican

36.779Net Profit

1.459Sharpe Ratio

-0.311Alpha

0.495Beta

159.405CAR

29Drawdown

56Loss Rate

1Parameters

1Security Types

0.9786Sortino Ratio

120Tradeable Dates

18Trades

1.596Treynor Ratio

44Win Rate

Calculating Fluorescent Pink Parrot

6.405Net Profit

0.516Sharpe Ratio

-0.424Alpha

0.286Beta

20.796CAR

29.5Drawdown

70Loss Rate

1Parameters

1Security Types

0.6251Sortino Ratio

120Tradeable Dates

20Trades

0.744Treynor Ratio

30Win Rate

Upgraded Green Gorilla

-35.807Net Profit

-3.368Sharpe Ratio

-1.078Alpha

0.086Beta

-74.053CAR

41.1Drawdown

86Loss Rate

1Parameters

1Security Types

-1.6296Sortino Ratio

120Tradeable Dates

28Trades

-10.29Treynor Ratio

14Win Rate

Focused Apricot Fly

-33.416Net Profit

-2.477Sharpe Ratio

-1.155Alpha

0.163Beta

-70.998CAR

42.1Drawdown

85Loss Rate

1Parameters

1Security Types

-1.2054Sortino Ratio

120Tradeable Dates

26Trades

-4.874Treynor Ratio

15Win Rate

Casual Sky Blue Jaguar

130.499Net Profit

2.918Sharpe Ratio

0.155Alpha

0.809Beta

1169.933CAR

24Drawdown

55Loss Rate

1Parameters

1Security Types

2.5565Sortino Ratio

120Tradeable Dates

22Trades

2.417Treynor Ratio

45Win Rate

Fat Yellow-Green Wolf

111.347Net Profit

2.645Sharpe Ratio

0.036Alpha

0.78Beta

875.271CAR

22.5Drawdown

54Loss Rate

1Parameters

1Security Types

2.0703Sortino Ratio

120Tradeable Dates

26Trades

2.271Treynor Ratio

46Win Rate

Formal Asparagus Cormorant

56.254Net Profit

1.996Sharpe Ratio

-0.093Alpha

0.522Beta

288.975CAR

21Drawdown

60Loss Rate

1Parameters

1Security Types

1.7523Sortino Ratio

120Tradeable Dates

30Trades

2.047Treynor Ratio

40Win Rate

Hyper-Active Blue Mule

-19.326Net Profit

-0.991Sharpe Ratio

-0.906Alpha

0.238Beta

-47.983CAR

30.9Drawdown

70Loss Rate

1Parameters

1Security Types

-0.4108Sortino Ratio

120Tradeable Dates

40Trades

-1.58Treynor Ratio

30Win Rate

Focused Yellow-Green Leopard

-6.704Net Profit

-0.076Sharpe Ratio

-0.914Alpha

0.395Beta

-19.038CAR

31.1Drawdown

68Loss Rate

1Parameters

1Security Types

0.1489Sortino Ratio

120Tradeable Dates

38Trades

-0.09Treynor Ratio

32Win Rate

Pensive Brown Salmon

125.225Net Profit

2.933Sharpe Ratio

0.196Alpha

0.762Beta

1083.552CAR

23.5Drawdown

50Loss Rate

1Parameters

1Security Types

1.7499Sortino Ratio

120Tradeable Dates

20Trades

2.481Treynor Ratio

50Win Rate

Well Dressed Red Cat

129.574Net Profit

2.986Sharpe Ratio

0.277Alpha

0.744Beta

1154.497CAR

21.3Drawdown

45Loss Rate

1Parameters

1Security Types

1.4786Sortino Ratio

120Tradeable Dates

22Trades

2.597Treynor Ratio

55Win Rate

Muscular Green Chicken

64.894Net Profit

2.292Sharpe Ratio

0.084Alpha

0.488Beta

358.206CAR

21.8Drawdown

54Loss Rate

1Parameters

1Security Types

1.5787Sortino Ratio

120Tradeable Dates

26Trades

2.397Treynor Ratio

46Win Rate

Fat Black Cobra

3.359Net Profit

0.371Sharpe Ratio

-0.632Alpha

0.357Beta

10.578CAR

27.7Drawdown

59Loss Rate

1Parameters

1Security Types

0.2943Sortino Ratio

120Tradeable Dates

34Trades

0.453Treynor Ratio

41Win Rate

Xavier left a comment in the discussion BTCUSD, Hour The issue starts from Apr 13th, 2019; and continues until now

Hello,Any update on this issue?Thanks for your support

6 years ago

Xavier started the discussion Log Issue: GDAXBrokerage.Subscribe Duplicated Messages

HelloI have a strategy connected live to GDAX and I'm having this issue in the log, this...

7 years ago

Xavier started the discussion Questions about the Log

The log is a great tool for us to debug and check if the behaviour of our algorithm is...

7 years ago

Xavier started the discussion Retrieve GDAX funds currently on hold.

I'm having problems updating a Stop Market Order on GDAX,

7 years ago

Xavier started the discussion How do I use consolidators with this kind of indicator?

Hello,

7 years ago

Xavier started the discussion How to convert bar time to UTC?

I have a simple question,

7 years ago

Xavier started the discussion Bitfinex features missing

Hello,

7 years ago

Xavier left a comment in the discussion How to convert bar time to UTC?

Hello Jing,

7 years ago

Xavier left a comment in the discussion Using Lean with Visual Studio 2017 and Anaconda3

Hello Mathias,Your post is really helpful.However, I'm still not able to get Intellisense...

7 years ago

Xavier left a comment in the discussion How do I use consolidators with this kind of indicator?

Thank you, Sawhney,

7 years ago

Xavier left a comment in the discussion Preprocessor Directives

Hello, 

7 years ago

Xavier left a comment in the discussion Log Issue: GDAXBrokerage.Subscribe Duplicated Messages

Thanks, Michael, for your response, will try and subscribe to more currencies and check it...

7 years ago