cover
  • 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 (2)

View More
Hyper-Active Blue Dinosaur

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

5 yrs 0.4 delta selling 2 weeks

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 More

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...

3 years ago

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...

3 years ago

Abhijeet started the discussion Filtering options by greeks: Delta is chosen correctly in the beginning of backtest but drifts over time

Hi team,

3 years ago

Abhijeet started the discussion Running more than 1 backtest simultaneously

Hi,

3 years ago

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:

3 years ago

Hyper-Active Blue Dinosaur

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

5 yrs 0.4 delta selling 2 weeks

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 Algorithm not placing any trades - what am I doing wrong? Thanks

from datetime import timedelta from QuantConnect.Data.UniverseSelection import * from...

3 years ago

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...

3 years ago

Abhijeet started the discussion Filtering options by greeks: Delta is chosen correctly in the beginning of backtest but drifts over time

Hi team,

3 years ago

Abhijeet started the discussion Running more than 1 backtest simultaneously

Hi,

3 years ago

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:

3 years ago

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...

3 years ago

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

3 years ago