Abhijeet Mulye
Quant
Date Joined
12th March, 2021
Bootcamp progress
86% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2021-06-14 02:17:07
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2021-04-20 12:27:26
Python Programming
Choose Python as your preferred programming language.
2021-03-12 01:36:59
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2021-04-03 00:38:14
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2021-04-04 17:47:10
Alpha Streams Developer
Have at least 1 Alpha Stream submission approved.
2021-07-29 20:58:00
- Profile
- Backtests
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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 More341.654Net Profit
0.018PSR
0.348Sharpe Ratio
0.091Alpha
-0.057Beta
6.531CAR
82Drawdown
-4.07Loss Rate
8Parameters
1Security Types
0.285Sortino Ratio
0Tradeable Dates
146Trades
-1.513Treynor Ratio
12.54Win Rate
609.746Net Profit
50.436PSR
1.234Sharpe Ratio
0.213Alpha
1.796Beta
47.653CAR
49.2Drawdown
-1.2Loss Rate
0Parameters
0Security Types
1.365Sortino Ratio
1266Tradeable Dates
105Trades
0.274Treynor Ratio
6.6Win Rate
Community
View MoreAbhijeet started the discussion Filtering options by greeks: Delta is chosen correctly in the beginning of backtest but drifts over time
Hi team,
Abhijeet started the discussion Running more than 1 backtest simultaneously
Hi,
Abhijeet started the discussion Algorithm not placing any trades - what am I doing wrong? Thanks
from datetime import timedelta from QuantConnect.Data.UniverseSelection import * from...
Abhijeet started the discussion How to use multiperiod fields from morningstar fundamentals?
I'm trying to rank companies by revenuegrowth. However OperationRatios.RevenueGrowth is not a...
341.654Net Profit
0.018PSR
0.348Sharpe Ratio
0.091Alpha
-0.057Beta
6.531CAR
82Drawdown
-4.07Loss Rate
8Parameters
1Security Types
0.285Sortino Ratio
0Tradeable Dates
146Trades
-1.513Treynor Ratio
12.54Win Rate
609.746Net Profit
50.436PSR
1.234Sharpe Ratio
0.213Alpha
1.796Beta
47.653CAR
49.2Drawdown
-1.2Loss Rate
0Parameters
0Security Types
1.365Sortino Ratio
1266Tradeable Dates
105Trades
0.274Treynor Ratio
6.6Win Rate
Abhijeet started the discussion Filtering options by greeks: Delta is chosen correctly in the beginning of backtest but drifts over time
Hi team,
Abhijeet started the discussion Running more than 1 backtest simultaneously
Hi,
Abhijeet started the discussion Algorithm not placing any trades - what am I doing wrong? Thanks
from datetime import timedelta from QuantConnect.Data.UniverseSelection import * from...
Abhijeet started the discussion How to use multiperiod fields from morningstar fundamentals?
I'm trying to rank companies by revenuegrowth. However OperationRatios.RevenueGrowth is not a...
Abhijeet left a comment in the discussion The starting date for symbol - Deactivate Log Message
Was this resolved? Burning through my daily log limit as well due to messages like these:
Abhijeet left a comment in the discussion Probabilistic Sharpe Ratio
Longer duration backtests have higher PSRs. Is there a standardized time period for making sure an...
Abhijeet left a comment in the discussion What Should Be the Theme for the Next Boot Camp?
Late to the party, but options bootcamp would be great
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Abhijeet left a comment in the discussion The starting date for symbol - Deactivate Log Message
Was this resolved? Burning through my daily log limit as well due to messages like these:
4 years ago