Abco Janssens
Quant
Date Joined
19th July, 2021
Bootcamp progress
99% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2021-07-30 12:49:51
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2021-07-29 08:31:00
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2021-07-30 10:41:47
Parallel Live Trading
Run multiple live algorithms simultaneously.
2021-11-29 19:56:03
Cloner
Clone at least 100 algorithms from the community.
2021-08-23 18:19:49
Python Programming
Choose Python as your preferred programming language.
2021-07-19 10:04:23
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2021-07-21 21:07:50
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2021-07-27 10:58:30
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Activity on QuantConnect
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Public Backtests (5)
View More0.158Net Profit
40.25PSR
0.304Sharpe Ratio
0.061Alpha
-0.058Beta
1.765CAR
2Drawdown
-0.09Loss Rate
39Parameters
0Security Types
0.694Sortino Ratio
0Tradeable Dates
108Trades
-0.233Treynor Ratio
0.27Win Rate
8.08Net Profit
99.707PSR
13.382Sharpe Ratio
0.357Alpha
1.088Beta
168.948CAR
2.4Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
21Tradeable Dates
1Trades
1.223Treynor Ratio
0Win Rate
4.987Net Profit
95.052PSR
8.742Sharpe Ratio
-0.094Alpha
1.366Beta
111.817CAR
3.4Drawdown
0Loss Rate
3Parameters
1Security Types
0Sortino Ratio
18Tradeable Dates
2Trades
0.812Treynor Ratio
0Win Rate
111.737Net Profit
96.366PSR
3.007Sharpe Ratio
0.341Alpha
0.372Beta
50.642CAR
9.4Drawdown
0Loss Rate
15Parameters
0Security Types
3.112Sortino Ratio
462Tradeable Dates
9Trades
1.426Treynor Ratio
18.08Win Rate
-8.158Net Profit
0PSR
-3.203Sharpe Ratio
-1.029Alpha
-0.137Beta
-95.522CAR
8.4Drawdown
0Loss Rate
0Parameters
0Security Types
-2.844Sortino Ratio
5Tradeable Dates
2Trades
6.783Treynor Ratio
0Win Rate
Community
View MoreAbco started the discussion How to annualize SymbolData indicators?
I am trying to annualize standarddeviation and simplemovingaverage in class SymbolData. But sofar I...
Abco started the discussion Def EveryDayAfterMarketOpen(self, symbol)
Is it possible to create a function like EveryDayAfterMarketOpen(self, symbol), which works similar...
Abco left a comment in the discussion Hedging Equities with Options in a Dynamic Universe
Above problem is solved via a support ticket I raised. And solution is as below.
Abco left a comment in the discussion Hedging Equities with Options in a Dynamic Universe
I'd like to re-use parts of the code provided by Derek Melchin on July 2020 above. But it gives...
0.158Net Profit
40.25PSR
0.304Sharpe Ratio
0.061Alpha
-0.058Beta
1.765CAR
2Drawdown
-0.09Loss Rate
39Parameters
0Security Types
0.694Sortino Ratio
0Tradeable Dates
108Trades
-0.233Treynor Ratio
0.27Win Rate
8.08Net Profit
99.707PSR
13.382Sharpe Ratio
0.357Alpha
1.088Beta
168.948CAR
2.4Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
21Tradeable Dates
1Trades
1.223Treynor Ratio
0Win Rate
4.987Net Profit
95.052PSR
8.742Sharpe Ratio
-0.094Alpha
1.366Beta
111.817CAR
3.4Drawdown
0Loss Rate
3Parameters
1Security Types
0Sortino Ratio
18Tradeable Dates
2Trades
0.812Treynor Ratio
0Win Rate
111.737Net Profit
96.366PSR
3.007Sharpe Ratio
0.341Alpha
0.372Beta
50.642CAR
9.4Drawdown
0Loss Rate
15Parameters
0Security Types
3.112Sortino Ratio
462Tradeable Dates
9Trades
1.426Treynor Ratio
18.08Win Rate
-8.158Net Profit
0PSR
-3.203Sharpe Ratio
-1.029Alpha
-0.137Beta
-95.522CAR
8.4Drawdown
0Loss Rate
0Parameters
0Security Types
-2.844Sortino Ratio
5Tradeable Dates
2Trades
6.783Treynor Ratio
0Win Rate
Abco started the discussion How to annualize SymbolData indicators?
I am trying to annualize standarddeviation and simplemovingaverage in class SymbolData. But sofar I...
Abco started the discussion Def EveryDayAfterMarketOpen(self, symbol)
Is it possible to create a function like EveryDayAfterMarketOpen(self, symbol), which works similar...
Abco left a comment in the discussion Hedging Equities with Options in a Dynamic Universe
For completeness and clarity also below line was changed to fix all issues with the original code...
Abco left a comment in the discussion Hedging Equities with Options in a Dynamic Universe
Above problem is solved via a support ticket I raised. And solution is as below.
Abco left a comment in the discussion Hedging Equities with Options in a Dynamic Universe
I'd like to re-use parts of the code provided by Derek Melchin on July 2020 above. But it gives...
Abco left a comment in the discussion Def EveryDayAfterMarketOpen(self, symbol)
I have checked solution confirmed by Varad now in live and what happens is that it works, but after...
Abco left a comment in the discussion Def EveryDayAfterMarketOpen(self, symbol)
Hi Louis,
Abco left a comment in the discussion Can't start backtesting for any of my algos
I have sent a message to support@quantconnect.com
QuantConnect™ 2024. All Rights Reserved
Abco left a comment in the discussion Hedging Equities with Options in a Dynamic Universe
For completeness and clarity also below line was changed to fix all issues with the original code...
3 years ago