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Biography

Hello, my name is Abhishek Gupta. I am a Quantitative Analyst/Developer/Consultant. Please feel free to contact me at abhi555shek@gmail.com for development of QC Algorithms.

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 (12)

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Retrospective Yellow Owlet

0.698Net Profit

8.848PSR

0.083Sharpe Ratio

0.003Alpha

0.769Beta

0.465CAR

19.7Drawdown

0Loss Rate

16Parameters

1Security Types

0Sortino Ratio

375Tradeable Dates

3Trades

0.016Treynor Ratio

0Win Rate

Alert Yellow Green Galago

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

18Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Smooth Red Orange Falcon

8.018Net Profit

28.632PSR

0.544Sharpe Ratio

-0.012Alpha

0.37Beta

8.018CAR

13Drawdown

-0.62Loss Rate

15Parameters

0Security Types

0.596Sortino Ratio

0Tradeable Dates

17Trades

0.167Treynor Ratio

1.8Win Rate

Focused Brown Jaguar

470.619Net Profit

36.178PSR

0.984Sharpe Ratio

0.136Alpha

0.711Beta

28.223CAR

26.8Drawdown

-1.72Loss Rate

7Parameters

0Security Types

1.376Sortino Ratio

1763Tradeable Dates

56Trades

0.304Treynor Ratio

34.87Win Rate

Baseline

237.479Net Profit

30.692PSR

0.91Sharpe Ratio

0.31Alpha

-0.084Beta

35.235CAR

46.8Drawdown

-0.97Loss Rate

51Parameters

0Security Types

1.28Sortino Ratio

1014Tradeable Dates

1522Trades

-3.55Treynor Ratio

2.52Win Rate


Community

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Abhishek started the discussion Symbol ID of Custom Data Symbol while triggering Live

Hi,

1 years ago

Abhishek started the discussion History Daily Bars in Minute Resolution Algo

Hi Team,

2 years ago

Abhishek left a comment in the discussion How many backtest can run same time for LEAN CLI locally

Hi Jovad,

2 years ago

Abhishek started the discussion Options Delta Calculation manual warm up

Hi,

3 years ago

Abhishek left a comment in the discussion Options Delta Calculation manual warm up

Hi Varad Kabade,

3 years ago

Retrospective Yellow Owlet

0.698Net Profit

8.848PSR

0.083Sharpe Ratio

0.003Alpha

0.769Beta

0.465CAR

19.7Drawdown

0Loss Rate

16Parameters

1Security Types

0Sortino Ratio

375Tradeable Dates

3Trades

0.016Treynor Ratio

0Win Rate

Alert Yellow Green Galago

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

18Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Smooth Red Orange Falcon

8.018Net Profit

28.632PSR

0.544Sharpe Ratio

-0.012Alpha

0.37Beta

8.018CAR

13Drawdown

-0.62Loss Rate

15Parameters

0Security Types

0.596Sortino Ratio

0Tradeable Dates

17Trades

0.167Treynor Ratio

1.8Win Rate

Focused Brown Jaguar

470.619Net Profit

36.178PSR

0.984Sharpe Ratio

0.136Alpha

0.711Beta

28.223CAR

26.8Drawdown

-1.72Loss Rate

7Parameters

0Security Types

1.376Sortino Ratio

1763Tradeable Dates

56Trades

0.304Treynor Ratio

34.87Win Rate

Baseline

237.479Net Profit

30.692PSR

0.91Sharpe Ratio

0.31Alpha

-0.084Beta

35.235CAR

46.8Drawdown

-0.97Loss Rate

51Parameters

0Security Types

1.28Sortino Ratio

1014Tradeable Dates

1522Trades

-3.55Treynor Ratio

2.52Win Rate

v1.0_MACDandStochRSI

-48.852Net Profit

0.608PSR

-0.047Sharpe Ratio

0Alpha

0Beta

-15.572CAR

66.9Drawdown

-1.9Loss Rate

37Parameters

1Security Types

-0.454Sortino Ratio

999Tradeable Dates

1276Trades

0Treynor Ratio

3.55Win Rate

Emotional Fluorescent Orange Gorilla

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

4Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Crawling Brown Bison

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

2Parameters

2Security Types

0Sortino Ratio

8Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Muscular Yellow-Green Fish

-26.074Net Profit

6.655PSR

-1.162Sharpe Ratio

-1.071Alpha

3.198Beta

-86.205CAR

43.1Drawdown

-2.43Loss Rate

0Parameters

0Security Types

-0.981Sortino Ratio

37Tradeable Dates

71Trades

-0.218Treynor Ratio

1.32Win Rate

Ugly Green Jellyfish

-1.02Net Profit

3.152PSR

-3.268Sharpe Ratio

-0.11Alpha

0.068Beta

-11.483CAR

1.4Drawdown

0Loss Rate

9Parameters

0Security Types

-1.643Sortino Ratio

23Tradeable Dates

2Trades

-1.621Treynor Ratio

0Win Rate

Fat Light Brown Lemur

-1.02Net Profit

3.152PSR

-3.268Sharpe Ratio

-0.11Alpha

0.068Beta

-11.483CAR

1.4Drawdown

0Loss Rate

9Parameters

0Security Types

-1.643Sortino Ratio

23Tradeable Dates

2Trades

-1.621Treynor Ratio

0Win Rate

Crying Violet Bat

5Parameters

0Security Types

1153Tradeable Dates

Abhishek started the discussion Symbol ID of Custom Data Symbol while triggering Live

Hi,

1 years ago

Abhishek started the discussion History Daily Bars in Minute Resolution Algo

Hi Team,

2 years ago

Abhishek left a comment in the discussion How many backtest can run same time for LEAN CLI locally

Hi Jovad,

2 years ago

Abhishek started the discussion Options Delta Calculation manual warm up

Hi,

3 years ago

Abhishek left a comment in the discussion Options Delta Calculation manual warm up

Hi Varad Kabade,

3 years ago

Abhishek started the discussion Issues with Lean Build on Visual Studio 2019

Hi,

4 years ago

Abhishek started the discussion Lean Open source connection to Sqlite database

Hi,

4 years ago

Abhishek started the discussion SubscriptionDataSource.Rest Polling Daily for Hourly Resolution

Hi,

4 years ago

Abhishek started the discussion Backtest not completing for longer years

Hi,

4 years ago

Abhishek started the discussion Difference between closing and fill price

I am using a ConstantFeeModel of 0.0 and a slippage model as well of 0.0. Hence I expected the fill...

4 years ago

Abhishek left a comment in the discussion Difference between closing and fill price

Right! Thanks for providing both the reason and solution. I agree on the realistic part, but...

4 years ago

Abhishek left a comment in the discussion SubscriptionDataSource.Rest Polling Daily for Hourly Resolution

Hi Jared,

4 years ago

Abhishek left a comment in the discussion Issues with Lean Build on Visual Studio 2019

Hi Alexandre,

4 years ago

Abhishek left a comment in the discussion Issues with Lean Build on Visual Studio 2019

Hi Jack,

4 years ago