algo_dude
SethL
Date Joined
3rd March, 2023
Bootcamp progress
99% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2024-02-28 21:02:50
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2023-06-15 18:53:18
Python Programming
Choose Python as your preferred programming language.
2023-03-03 20:34:08
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2023-04-16 20:19:19
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2023-04-30 21:41:20
Connected with Discord
2023-06-15 19:05:33
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Activity on QuantConnect
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Public Backtests (11)
View More741.2Net Profit
5.338PSR
0.548Sharpe Ratio
0.025Alpha
0.687Beta
11.698CAR
38.4Drawdown
-0.14Loss Rate
2Parameters
0Security Types
4842Tradeable Dates
548Trades
0.096Treynor Ratio
0.56Win Rate
-55.694Net Profit
0PSR
-0.665Sharpe Ratio
0Alpha
0Beta
-13.214CAR
57.7Drawdown
0.07Loss Rate
0Parameters
0Security Types
1445Tradeable Dates
24879Trades
0Treynor Ratio
-0.64Win Rate
-46.194Net Profit
0.004PSR
-0.588Sharpe Ratio
0Alpha
0Beta
-11.648CAR
49Drawdown
0.07Loss Rate
0Parameters
0Security Types
1258Tradeable Dates
21858Trades
0Treynor Ratio
0.77Win Rate
89.501Net Profit
11.195PSR
0.466Sharpe Ratio
0Alpha
0Beta
11.573CAR
19.1Drawdown
-0.07Loss Rate
0Parameters
0Security Types
1469Tradeable Dates
27687Trades
0Treynor Ratio
0.36Win Rate
89.501Net Profit
11.195PSR
0.466Sharpe Ratio
0Alpha
0Beta
11.573CAR
19.1Drawdown
-0.07Loss Rate
0Parameters
0Security Types
1469Tradeable Dates
27687Trades
0Treynor Ratio
0.36Win Rate
Community
View Morealgo_dude started the discussion Bear Bull Traders' paper on "The Holy Grail" - not so fast.
@rakinmunim sent me a paper a while ago that I finally had the time to figure out. I'm going to...
algo_dude left a comment in the discussion Bear Bull Traders' paper on "The Holy Grail" - not so fast.
Thanks Jared. I actually added the minimum after emailing the guys who wrote the paper and trying...
algo_dude left a comment in the discussion Bear Bull Traders' paper on "The Holy Grail" - not so fast.
Their paper:
algo_dude left a comment in the discussion Importing / uploading a deep learning model
I’m not too sure I follow. clarify one thing though: are you sure main.py and research.ipynb...
741.2Net Profit
5.338PSR
0.548Sharpe Ratio
0.025Alpha
0.687Beta
11.698CAR
38.4Drawdown
-0.14Loss Rate
2Parameters
0Security Types
4842Tradeable Dates
548Trades
0.096Treynor Ratio
0.56Win Rate
-55.694Net Profit
0PSR
-0.665Sharpe Ratio
0Alpha
0Beta
-13.214CAR
57.7Drawdown
0.07Loss Rate
0Parameters
0Security Types
1445Tradeable Dates
24879Trades
0Treynor Ratio
-0.64Win Rate
-46.194Net Profit
0.004PSR
-0.588Sharpe Ratio
0Alpha
0Beta
-11.648CAR
49Drawdown
0.07Loss Rate
0Parameters
0Security Types
1258Tradeable Dates
21858Trades
0Treynor Ratio
0.77Win Rate
89.501Net Profit
11.195PSR
0.466Sharpe Ratio
0Alpha
0Beta
11.573CAR
19.1Drawdown
-0.07Loss Rate
0Parameters
0Security Types
1469Tradeable Dates
27687Trades
0Treynor Ratio
0.36Win Rate
89.501Net Profit
11.195PSR
0.466Sharpe Ratio
0Alpha
0Beta
11.573CAR
19.1Drawdown
-0.07Loss Rate
0Parameters
0Security Types
1469Tradeable Dates
27687Trades
0Treynor Ratio
0.36Win Rate
89.501Net Profit
11.195PSR
0.466Sharpe Ratio
0Alpha
0Beta
11.573CAR
19.1Drawdown
-0.07Loss Rate
0Parameters
0Security Types
1469Tradeable Dates
27687Trades
0Treynor Ratio
0.36Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
32Parameters
1Security Types
0Sortino Ratio
10Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-100.793Net Profit
0.093PSR
-0.362Sharpe Ratio
0Alpha
0Beta
0CAR
100.5Drawdown
63Loss Rate
18Parameters
3Security Types
-1.2819Sortino Ratio
963Tradeable Dates
436Trades
0Treynor Ratio
37Win Rate
-104.703Net Profit
17.446PSR
-0.042Sharpe Ratio
0Alpha
0Beta
0CAR
104.7Drawdown
0Loss Rate
17Parameters
3Security Types
0Sortino Ratio
226Tradeable Dates
21Trades
0Treynor Ratio
0Win Rate
-91.807Net Profit
70.487PSR
741462649289.12Sharpe Ratio
0Alpha
0Beta
-100CAR
99.3Drawdown
0Loss Rate
17Parameters
0Security Types
32Tradeable Dates
21Trades
0Treynor Ratio
0Win Rate
-100.3Net Profit
0PSR
-0.631Sharpe Ratio
0Alpha
0Beta
0CAR
100.1Drawdown
51Loss Rate
16Parameters
3Security Types
-0.3818Sortino Ratio
1652Tradeable Dates
1071Trades
0Treynor Ratio
49Win Rate
algo_dude started the discussion Bear Bull Traders' paper on "The Holy Grail" - not so fast.
@rakinmunim sent me a paper a while ago that I finally had the time to figure out. I'm going to...
algo_dude left a comment in the discussion Bear Bull Traders' paper on "The Holy Grail" - not so fast.
Nice! But, we are still a long way off from Sharpe 2.1. A big disperity in the paper which had me...
algo_dude left a comment in the discussion Bear Bull Traders' paper on "The Holy Grail" - not so fast.
Thanks Jared. I actually added the minimum after emailing the guys who wrote the paper and trying...
algo_dude left a comment in the discussion Bear Bull Traders' paper on "The Holy Grail" - not so fast.
Their paper:
algo_dude left a comment in the discussion Importing / uploading a deep learning model
I’m not too sure I follow. clarify one thing though: are you sure main.py and research.ipynb...
algo_dude left a comment in the discussion Docs V2 Released
Saw this when the github issue closed. Great stuff team!
algo_dude left a comment in the discussion Algorithmic Trading Video Series #4 | Taking profit
Van Quoc Nguyen You are using 5% take profit - he is testing 10%
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algo_dude left a comment in the discussion Bear Bull Traders' paper on "The Holy Grail" - not so fast.
Nice! But, we are still a long way off from Sharpe 2.1. A big disperity in the paper which had me...
8 months ago