Aleksandr Nalivajko
Quant
Date Joined
16th March, 2019
Bootcamp progress
17% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2019-07-24 13:59:34
Python Programming
Choose Python as your preferred programming language.
2019-03-16 05:04:49
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2019-08-20 19:46:27
- 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 (1)
View More2.436Net Profit
9.538Sharpe Ratio
0Alpha
110.715Beta
798.757CAR
0.8Drawdown
0Loss Rate
12Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
8Trades
0.011Treynor Ratio
100Win Rate
Community
View MoreAleksandr left a comment in the discussion Documentation discussion algorithm-reference/universes
*Coarsefundmental starts with data from self.SetStartDate.
Aleksandr left a comment in the discussion Documentation discussion algorithm-reference/universes
ok...I helped myself.
Aleksandr left a comment in the discussion Documentation discussion algorithm-reference/universes
Please explain to me on what date the data are taken in the Universe Selection. For example if...
Aleksandr left a comment in the discussion Morningstar Asset Classification Data Available
Thx for that.
2.436Net Profit
9.538Sharpe Ratio
0Alpha
110.715Beta
798.757CAR
0.8Drawdown
0Loss Rate
12Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
8Trades
0.011Treynor Ratio
100Win Rate
Aleksandr left a comment in the discussion Documentation discussion algorithm-reference/universes
Sorry, I was wrong. I didn't count the following when I checked the data:
Aleksandr left a comment in the discussion Documentation discussion algorithm-reference/universes
*Coarsefundmental starts with data from self.SetStartDate.
Aleksandr left a comment in the discussion Documentation discussion algorithm-reference/universes
ok...I helped myself.
Aleksandr left a comment in the discussion Documentation discussion algorithm-reference/universes
Please explain to me on what date the data are taken in the Universe Selection. For example if...
Aleksandr left a comment in the discussion Morningstar Asset Classification Data Available
Thx for that.
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Aleksandr left a comment in the discussion Documentation discussion algorithm-reference/universes
Sorry, I was wrong. I didn't count the following when I checked the data:
5 years ago