Alex Rehf
Quant
Date Joined
30th January, 2020
Bootcamp progress
85% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2020-11-10 15:24:42
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2021-03-06 15:33:01
Python Programming
Choose Python as your preferred programming language.
2020-01-30 19:28:24
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2021-01-16 10:59:17
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2021-01-17 18:49:42
- 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 (1)
View More1486.776Net Profit
58.192PSR
1.158Sharpe Ratio
0.218Alpha
-0.043Beta
23.963CAR
40.5Drawdown
23Loss Rate
29Parameters
1Security Types
2.3788Sortino Ratio
3239Tradeable Dates
141Trades
-4.992Treynor Ratio
77Win Rate
Community
View MoreAlex left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Elsid Aliaj Yes, thats right. My plans are use an other data provider to get the current price of...
Alex left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Nathan Swenson I used the code (more or less as it is) and used yahoo finance to get the stock...
Alex left a comment in the discussion The In & Out Strategy - Continued from Quantopian
As this strategy doesnt need to be traded automated, i set up a telegram bot notifying me, when the...
Alex left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Peter Guenther thanks for your reply. Is there a reason, that you use a average of the 11 days 60...
1486.776Net Profit
58.192PSR
1.158Sharpe Ratio
0.218Alpha
-0.043Beta
23.963CAR
40.5Drawdown
23Loss Rate
29Parameters
1Security Types
2.3788Sortino Ratio
3239Tradeable Dates
141Trades
-4.992Treynor Ratio
77Win Rate
Alex left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Hi,
Alex left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Elsid Aliaj Yes, thats right. My plans are use an other data provider to get the current price of...
Alex left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Nathan Swenson I used the code (more or less as it is) and used yahoo finance to get the stock...
Alex left a comment in the discussion The In & Out Strategy - Continued from Quantopian
As this strategy doesnt need to be traded automated, i set up a telegram bot notifying me, when the...
Alex left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Peter Guenther thanks for your reply. Is there a reason, that you use a average of the 11 days 60...
Alex left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Peter Guenther nice modifications, thank you! Just a quick question: The timeperiod for...
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Alex left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Hi,
4 years ago