Aaron Janeiro Stone
Statistician
Date Joined
20th August, 2020
Bootcamp progress
42% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2020-10-21 04:10:59
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2020-09-10 06:28:38
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2020-09-11 13:39:18
C# Programming
Choose C# as your preferred programming language.
2021-01-29 10:09:06
Python Programming
Choose Python as your preferred programming language.
2020-08-20 04:27:05
Popular
Receive at least 10 upvotes from different users in the community.
2020-10-07 01:35:55
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2020-08-20 04:48:42
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2020-09-20 06:57:53
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Public Backtests (7)
View More13.19Net Profit
79.248PSR
2.496Sharpe Ratio
0Alpha
0.997Beta
28.273CAR
5.4Drawdown
0Loss Rate
6Parameters
1Security Types
0Sortino Ratio
126Tradeable Dates
1Trades
0.309Treynor Ratio
0Win Rate
16.642Net Profit
35.764PSR
0.7Sharpe Ratio
0Alpha
0.997Beta
16.658CAR
34.1Drawdown
0Loss Rate
1Parameters
0Security Types
0.767Sortino Ratio
252Tradeable Dates
1Trades
0.237Treynor Ratio
0Win Rate
0.09Net Profit
44.551PSR
0.87Sharpe Ratio
0.001Alpha
0Beta
0.096CAR
0.1Drawdown
0Loss Rate
11Parameters
0Security Types
1.268Sortino Ratio
236Tradeable Dates
52Trades
-4.174Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
2Parameters
1Security Types
0Sortino Ratio
128Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
2Parameters
1Security Types
0Sortino Ratio
128Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Community
View MoreAaron left a comment in the discussion Scaling Trailing Stop Loss based on Profit
While not exactly the same, some simple modification of the code in the following article should...
Aaron left a comment in the discussion Rolling window in and out of sample
While there is no way to manipulate time in a backtest, you can always consolidate data to fit into...
Aaron started the discussion (WIP) QtLean -- a GUI interface for Lean
Hi all,
Aaron left a comment in the discussion Cython/Numba Examples?
Just following up with some additional findings…
13.19Net Profit
79.248PSR
2.496Sharpe Ratio
0Alpha
0.997Beta
28.273CAR
5.4Drawdown
0Loss Rate
6Parameters
1Security Types
0Sortino Ratio
126Tradeable Dates
1Trades
0.309Treynor Ratio
0Win Rate
16.642Net Profit
35.764PSR
0.7Sharpe Ratio
0Alpha
0.997Beta
16.658CAR
34.1Drawdown
0Loss Rate
1Parameters
0Security Types
0.767Sortino Ratio
252Tradeable Dates
1Trades
0.237Treynor Ratio
0Win Rate
0.09Net Profit
44.551PSR
0.87Sharpe Ratio
0.001Alpha
0Beta
0.096CAR
0.1Drawdown
0Loss Rate
11Parameters
0Security Types
1.268Sortino Ratio
236Tradeable Dates
52Trades
-4.174Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
2Parameters
1Security Types
0Sortino Ratio
128Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
2Parameters
1Security Types
0Sortino Ratio
128Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
6.729Net Profit
82.45PSR
9.371Sharpe Ratio
2.363Alpha
-0.421Beta
216.578CAR
8.6Drawdown
0Loss Rate
2Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
11Trades
-5.186Treynor Ratio
100Win Rate
22.48Net Profit
76.357PSR
2.607Sharpe Ratio
0.02Alpha
0.996Beta
49.958CAR
9.8Drawdown
17Loss Rate
0Parameters
1Security Types
0Sortino Ratio
130Tradeable Dates
13Trades
0.544Treynor Ratio
83Win Rate
Aaron left a comment in the discussion When we use self.AddData to add my custom data. How to differentiate if this data is stock or futures by Lean?
Lean is generally agnostic to your external data's type and thus this is not required (but can be...
Aaron left a comment in the discussion Scaling Trailing Stop Loss based on Profit
While not exactly the same, some simple modification of the code in the following article should...
Aaron left a comment in the discussion Rolling window in and out of sample
While there is no way to manipulate time in a backtest, you can always consolidate data to fit into...
Aaron started the discussion (WIP) QtLean -- a GUI interface for Lean
Hi all,
Aaron left a comment in the discussion Cython/Numba Examples?
Just following up with some additional findings…
Aaron left a comment in the discussion Cython/Numba Examples?
While Cython can be used in a QuantBook by means of using magic/decorators (for usage, see...
Aaron left a comment in the discussion How to receive emails in Quantconnect?
You can probably implement this using
Aaron started the discussion Lean Vagrant box?
I am having difficulty setting up lean to work with vscode but believe it may be due to my...
Aaron started the discussion YouTube Tutorial - Running C# Algorithms Locally using Lean
www.youtube.com/watch?v=jpXmUU1uu90
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Aaron left a comment in the discussion When we use self.AddData to add my custom data. How to differentiate if this data is stock or futures by Lean?
Lean is generally agnostic to your external data's type and thus this is not required (but can be...
2 years ago