Aaron Eller
Quant Trader & Developer
Date Joined
19th June, 2017
Bootcamp progress
77% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2018-12-18 23:26:59
Notebook Sharing
Share a notebook with others.
2019-08-23 19:13:23
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2019-07-31 13:33:59
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2019-09-17 21:16:56
Parallel Live Trading
Run multiple live algorithms simultaneously.
2020-07-12 12:53:07
Cloner
Clone at least 100 algorithms from the community.
2020-07-03 12:59:39
Python Programming
Choose Python as your preferred programming language.
2018-10-19 11:26:42
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2020-01-14 14:24:24
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2020-01-14 19:45:08
Connected with Discord
2022-08-11 12:23:41
Integration Partner
Available to help community members, integration partners are master craftsmen serving others in the pursuit of Alpha.
2023-02-22 15:41:51
- Profile
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Biography
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 (2)
View More0.399Net Profit
94.319PSR
2.135Sharpe Ratio
0.037Alpha
-0.125Beta
12.893CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
10Tradeable Dates
3Trades
-0.326Treynor Ratio
0.4Win Rate
21557.204Net Profit
93.158PSR
1.148Sharpe Ratio
0Alpha
0Beta
24.075CAR
14.9Drawdown
-0.73Loss Rate
0Parameters
0Security Types
6268Tradeable Dates
5341Trades
0Treynor Ratio
1.42Win Rate
Community
View MoreAaron started the discussion BuyingPowerModel to always show sufficient buying power
This approach has worked up until the last couple of days. It is now throwing the following runtime...
Aaron left a comment in the discussion BuyingPowerModel to always show sufficient buying power
Got it! Thank you, Martin Molinero
Aaron left a comment in the discussion BuyingPowerModel to always show sufficient buying power
Thanks for checking Vladimir. Seems to be specific to the new 3.0 IDE. It runs fine in 2.0 IDE.
Aaron left a comment in the discussion Debugging no longer supported in version 2.0 of Algorithm Terminal
Francesco, here is a link to the QuantBook class:
0.399Net Profit
94.319PSR
2.135Sharpe Ratio
0.037Alpha
-0.125Beta
12.893CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
10Tradeable Dates
3Trades
-0.326Treynor Ratio
0.4Win Rate
21557.204Net Profit
93.158PSR
1.148Sharpe Ratio
0Alpha
0Beta
24.075CAR
14.9Drawdown
-0.73Loss Rate
0Parameters
0Security Types
6268Tradeable Dates
5341Trades
0Treynor Ratio
1.42Win Rate
Aaron left a comment in the discussion Precise Market Open and Close Times for Daily Data
This is a great update. Is there a way (other than using a custom calendar function) to take...
Aaron started the discussion BuyingPowerModel to always show sufficient buying power
This approach has worked up until the last couple of days. It is now throwing the following runtime...
Aaron left a comment in the discussion BuyingPowerModel to always show sufficient buying power
Got it! Thank you, Martin Molinero
Aaron left a comment in the discussion BuyingPowerModel to always show sufficient buying power
Thanks for checking Vladimir. Seems to be specific to the new 3.0 IDE. It runs fine in 2.0 IDE.
Aaron left a comment in the discussion Debugging no longer supported in version 2.0 of Algorithm Terminal
Francesco, here is a link to the QuantBook class:
Aaron left a comment in the discussion Debugging no longer supported in version 2.0 of Algorithm Terminal
Hey Francesco,
Aaron left a comment in the discussion Fundamental data missing?
Hi Levi.
Aaron started the discussion Stop Market Order Error with Futures
I've found instances of stop market orders filling incorrectly for futures contracts. Attached is...
Aaron started the discussion Custom One Minute Data Backtest
I am trying to backtest a strategy using custom one minute bar data for foreign equities that...
Aaron started the discussion Data Consolidator with Python
I'm brand new to QuantConnect, and I'm trying to understand how to build a custom bar using...
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Aaron left a comment in the discussion Precise Market Open and Close Times for Daily Data
This is a great update. Is there a way (other than using a custom calendar function) to take...
5 months ago