Aaron Gilman
Quant
Date Joined
22nd November, 2017
Bootcamp progress
0% Complete
Achievements
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2018-01-24 01:12:05
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2018-01-24 16:31:08
Parallel Live Trading
Run multiple live algorithms simultaneously.
2018-01-24 16:31:08
Cloner
Clone at least 100 algorithms from the community.
2018-01-29 16:32:23
Popular
Receive at least 10 upvotes from different users in the community.
2018-12-12 01:03:57
- Profile
- Backtests
- Community
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 (10)
View More119.162Net Profit
0.797Sharpe Ratio
0.355Alpha
-12.562Beta
12.481CAR
24.4Drawdown
31Loss Rate
1Security Types
0.51429079239348Sortino Ratio
1678Tradeable Dates
379Trades
-0.01Treynor Ratio
69Win Rate
267.21Net Profit
0.52Sharpe Ratio
0.076Alpha
-0.937Beta
8.458CAR
41.2Drawdown
29Loss Rate
1Security Types
0.25382013322505Sortino Ratio
4028Tradeable Dates
476Trades
-0.068Treynor Ratio
71Win Rate
227.191Net Profit
0.745Sharpe Ratio
0.001Alpha
7.181Beta
14.061CAR
24.8Drawdown
27Loss Rate
1Security Types
0.29597318383674Sortino Ratio
2265Tradeable Dates
569Trades
0.014Treynor Ratio
73Win Rate
49.427Net Profit
3.138Sharpe Ratio
0.354Alpha
-0.172Beta
47.529CAR
4.3Drawdown
22Loss Rate
1Security Types
0.93757852758683Sortino Ratio
260Tradeable Dates
156Trades
-1.88Treynor Ratio
78Win Rate
1029.454Net Profit
0.815Sharpe Ratio
0.194Alpha
-0.013Beta
22.301CAR
30.7Drawdown
47Loss Rate
1Security Types
0.26251606202624Sortino Ratio
3028Tradeable Dates
2604Trades
-14.602Treynor Ratio
53Win Rate
Community
View MoreAaron started the discussion Altman Z Score in Python
I created an Altman Z Score function in Python. I am sure their is a better way to do it, but you...
Aaron left a comment in the discussion Are there any examples of using TradeBuilder/StatisticsBuilder classes in Python?
Wow thank you so much! I eventually figured it out but this provides context (and is a lot cleaner...
Aaron left a comment in the discussion ETF Trend Following Algorithm
Jing,
Aaron left a comment in the discussion Piotroski F-Score Fundamental Filter / Value Screen
Jon,
119.162Net Profit
0.797Sharpe Ratio
0.355Alpha
-12.562Beta
12.481CAR
24.4Drawdown
31Loss Rate
1Security Types
0.51429079239348Sortino Ratio
1678Tradeable Dates
379Trades
-0.01Treynor Ratio
69Win Rate
267.21Net Profit
0.52Sharpe Ratio
0.076Alpha
-0.937Beta
8.458CAR
41.2Drawdown
29Loss Rate
1Security Types
0.25382013322505Sortino Ratio
4028Tradeable Dates
476Trades
-0.068Treynor Ratio
71Win Rate
227.191Net Profit
0.745Sharpe Ratio
0.001Alpha
7.181Beta
14.061CAR
24.8Drawdown
27Loss Rate
1Security Types
0.29597318383674Sortino Ratio
2265Tradeable Dates
569Trades
0.014Treynor Ratio
73Win Rate
49.427Net Profit
3.138Sharpe Ratio
0.354Alpha
-0.172Beta
47.529CAR
4.3Drawdown
22Loss Rate
1Security Types
0.93757852758683Sortino Ratio
260Tradeable Dates
156Trades
-1.88Treynor Ratio
78Win Rate
1029.454Net Profit
0.815Sharpe Ratio
0.194Alpha
-0.013Beta
22.301CAR
30.7Drawdown
47Loss Rate
1Security Types
0.26251606202624Sortino Ratio
3028Tradeable Dates
2604Trades
-14.602Treynor Ratio
53Win Rate
530.504Net Profit
0.963Sharpe Ratio
0.63Alpha
-20.317Beta
35.692CAR
49.4Drawdown
55Loss Rate
1Security Types
-0.080995142594363Sortino Ratio
1516Tradeable Dates
1225Trades
-0.015Treynor Ratio
45Win Rate
33.545Net Profit
1.109Sharpe Ratio
0.255Alpha
-8.064Beta
15.303CAR
9.5Drawdown
40Loss Rate
1Security Types
0.63523646089894Sortino Ratio
510Tradeable Dates
172Trades
-0.015Treynor Ratio
60Win Rate
50.495Net Profit
0.939Sharpe Ratio
0.123Alpha
-0.038Beta
14.512CAR
16.6Drawdown
36Loss Rate
1Security Types
0.2042316894127Sortino Ratio
759Tradeable Dates
977Trades
-3.15Treynor Ratio
64Win Rate
173.232Net Profit
0.844Sharpe Ratio
0.013Alpha
4.272Beta
9.569CAR
13.8Drawdown
35Loss Rate
1Security Types
0.47467123261526Sortino Ratio
2768Tradeable Dates
261Trades
0.023Treynor Ratio
65Win Rate
101.443Net Profit
0.857Sharpe Ratio
-0.037Alpha
5.547Beta
7.258CAR
9Drawdown
29Loss Rate
1Security Types
0.23132840407899Sortino Ratio
2515Tradeable Dates
729Trades
0.013Treynor Ratio
71Win Rate
Aaron started the discussion Altman Z Score in Python
I created an Altman Z Score function in Python. I am sure their is a better way to do it, but you...
Aaron left a comment in the discussion ETF Trend Following Algorithm
As always, Thanks Jing! I will post a new version if I find anything worthwhile.
Aaron left a comment in the discussion Are there any examples of using TradeBuilder/StatisticsBuilder classes in Python?
Wow thank you so much! I eventually figured it out but this provides context (and is a lot cleaner...
Aaron left a comment in the discussion ETF Trend Following Algorithm
Jing,
Aaron left a comment in the discussion Piotroski F-Score Fundamental Filter / Value Screen
Jon,
Aaron left a comment in the discussion Piotroski F-Score Fundamental Filter / Value Screen
DEVON,
Aaron left a comment in the discussion Piotroski F-Score Fundamental Filter / Value Screen
Lexx7,
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Aaron left a comment in the discussion ETF Trend Following Algorithm
As always, Thanks Jing! I will post a new version if I find anything worthwhile.
6 years ago