AlexP
Quant
Date Joined
13th November, 2020
Bootcamp progress
29% Complete
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2020-12-22 00:14:03
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2021-06-24 09:35:21
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2020-12-01 19:59:59
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2020-11-13 17:22:28
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2020-11-27 20:41:10
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Activity on QuantConnect
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Public Backtests (23)
View More0.014Net Profit
93.349PSR
6.242Sharpe Ratio
0.006Alpha
-0.003Beta
0.747CAR
0Drawdown
0Loss Rate
2Parameters
0Security Types
78.664Sortino Ratio
5Tradeable Dates
2Trades
-2.204Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
31Parameters
2Security Types
7.9228162514264E+28Sortino Ratio
288Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-0.093Net Profit
0.16PSR
-0.938Sharpe Ratio
0Alpha
0Beta
-0.081CAR
0.1Drawdown
60Loss Rate
31Parameters
2Security Types
-0.8053Sortino Ratio
288Tradeable Dates
20Trades
0Treynor Ratio
40Win Rate
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
5.099Net Profit
43.881PSR
0.821Sharpe Ratio
-0.007Alpha
1.005Beta
18.482CAR
7.2Drawdown
0Loss Rate
1Parameters
1Security Types
0Sortino Ratio
72Tradeable Dates
1Trades
0.141Treynor Ratio
0Win Rate
Community
View MoreAlexP started the discussion Calendar spread - strange behaviour
Hello everyone, I have been looking at...
AlexP started the discussion My first helloWorld model: advice is needed
Hello everyone. I am just starting with LEAN and have already hit my second hurdle. With this algo,...
AlexP started the discussion Trying to add GOOGL, but algo gets GOOG assigned
Hello everyone, I am trying to follow a simple strategy of defining...
AlexP left a comment in the discussion My first helloWorld model: advice is needed
sorted this out. help us no longer needed
0.014Net Profit
93.349PSR
6.242Sharpe Ratio
0.006Alpha
-0.003Beta
0.747CAR
0Drawdown
0Loss Rate
2Parameters
0Security Types
78.664Sortino Ratio
5Tradeable Dates
2Trades
-2.204Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
31Parameters
2Security Types
7.9228162514264E+28Sortino Ratio
288Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-0.093Net Profit
0.16PSR
-0.938Sharpe Ratio
0Alpha
0Beta
-0.081CAR
0.1Drawdown
60Loss Rate
31Parameters
2Security Types
-0.8053Sortino Ratio
288Tradeable Dates
20Trades
0Treynor Ratio
40Win Rate
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
5.099Net Profit
43.881PSR
0.821Sharpe Ratio
-0.007Alpha
1.005Beta
18.482CAR
7.2Drawdown
0Loss Rate
1Parameters
1Security Types
0Sortino Ratio
72Tradeable Dates
1Trades
0.141Treynor Ratio
0Win Rate
15.833Net Profit
63.987PSR
1.85Sharpe Ratio
0.257Alpha
1.379Beta
65.069CAR
9Drawdown
0Loss Rate
19Parameters
1Security Types
0Sortino Ratio
72Tradeable Dates
18Trades
0.335Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
4Parameters
1Security Types
0Sortino Ratio
44Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
4Parameters
1Security Types
0Sortino Ratio
44Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
7.07Net Profit
61.464PSR
2.082Sharpe Ratio
0.649Alpha
-0.148Beta
64.658CAR
7.7Drawdown
-0.9Loss Rate
14Parameters
0Security Types
4.448Sortino Ratio
0Tradeable Dates
32Trades
-4.041Treynor Ratio
0.52Win Rate
6.615Net Profit
99.104PSR
4.636Sharpe Ratio
0.416Alpha
0.264Beta
59.615CAR
0.7Drawdown
-0.17Loss Rate
13Parameters
0Security Types
25.617Sortino Ratio
0Tradeable Dates
125Trades
1.916Treynor Ratio
0.55Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
13Parameters
1Security Types
0Sortino Ratio
14Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
6.242Net Profit
57.239PSR
1.434Sharpe Ratio
0.175Alpha
-0.04Beta
19.926CAR
8.8Drawdown
-1.28Loss Rate
78Parameters
0Security Types
1.176Sortino Ratio
85Tradeable Dates
26Trades
-4.145Treynor Ratio
0.22Win Rate
4.714Net Profit
47.77PSR
0.972Sharpe Ratio
0.135Alpha
0.12Beta
14.769CAR
8.7Drawdown
-0.63Loss Rate
81Parameters
0Security Types
0.865Sortino Ratio
85Tradeable Dates
91Trades
1.35Treynor Ratio
0.31Win Rate
-9.287Net Profit
6.554PSR
-1.674Sharpe Ratio
-0.272Alpha
-0.23Beta
-43.859CAR
13.1Drawdown
-2.26Loss Rate
29Parameters
0Security Types
-1.984Sortino Ratio
44Tradeable Dates
6Trades
1.549Treynor Ratio
0Win Rate
-1.928Net Profit
28.416PSR
-0.246Sharpe Ratio
-0.064Alpha
0.009Beta
-10.889CAR
9Drawdown
-1.8Loss Rate
29Parameters
0Security Types
-0.461Sortino Ratio
44Tradeable Dates
8Trades
-6.765Treynor Ratio
0Win Rate
-0.155Net Profit
36.137PSR
-0.563Sharpe Ratio
-0.025Alpha
-0.004Beta
-2.579CAR
1.5Drawdown
50Loss Rate
0Parameters
1Security Types
-0.017Sortino Ratio
0Tradeable Dates
12Trades
6.306Treynor Ratio
50Win Rate
-0.155Net Profit
36.137PSR
-0.563Sharpe Ratio
-0.025Alpha
-0.004Beta
-2.579CAR
1.5Drawdown
50Loss Rate
0Parameters
1Security Types
-0.017Sortino Ratio
0Tradeable Dates
12Trades
6.306Treynor Ratio
50Win Rate
-5.368Net Profit
0.038PSR
-4.404Sharpe Ratio
-0.719Alpha
0.133Beta
-64.088CAR
5.9Drawdown
60Loss Rate
0Parameters
1Security Types
-0.5127Sortino Ratio
0Tradeable Dates
30Trades
-4.911Treynor Ratio
40Win Rate
-4.076Net Profit
0.567PSR
-3.926Sharpe Ratio
-0.694Alpha
0.219Beta
-57.674CAR
4.8Drawdown
57Loss Rate
0Parameters
1Security Types
-0.4295Sortino Ratio
0Tradeable Dates
28Trades
-2.787Treynor Ratio
43Win Rate
-0.49Net Profit
1.048PSR
-5.86Sharpe Ratio
-0.079Alpha
-0.361Beta
-16.913CAR
0.5Drawdown
100Loss Rate
0Parameters
1Security Types
-1.8351Sortino Ratio
0Tradeable Dates
3Trades
0.516Treynor Ratio
0Win Rate
5.786Net Profit
77.087PSR
9.424Sharpe Ratio
2.588Alpha
0.478Beta
219.686CAR
4.3Drawdown
53Loss Rate
0Parameters
1Security Types
-0.1735Sortino Ratio
0Tradeable Dates
165Trades
5.798Treynor Ratio
47Win Rate
7.718Net Profit
60.377PSR
3.715Sharpe Ratio
1.783Alpha
1.595Beta
189.334CAR
8.6Drawdown
21Loss Rate
0Parameters
1Security Types
0.0397Sortino Ratio
0Tradeable Dates
207Trades
1.336Treynor Ratio
79Win Rate
7.718Net Profit
60.377PSR
3.715Sharpe Ratio
1.783Alpha
1.595Beta
189.334CAR
8.6Drawdown
21Loss Rate
0Parameters
1Security Types
0.0397Sortino Ratio
0Tradeable Dates
207Trades
1.336Treynor Ratio
79Win Rate
AlexP started the discussion Calendar spread - strange behaviour
Hello everyone, I have been looking at...
AlexP started the discussion My first helloWorld model: advice is needed
Hello everyone. I am just starting with LEAN and have already hit my second hurdle. With this algo,...
AlexP started the discussion Trying to add GOOGL, but algo gets GOOG assigned
Hello everyone, I am trying to follow a simple strategy of defining...
AlexP left a comment in the discussion Trying to add GOOGL, but algo gets GOOG assigned
still can't find the solution; I know that GOOGL and GOOG swapped tickers sometime ago but I am...
AlexP left a comment in the discussion My first helloWorld model: advice is needed
sorted this out. help us no longer needed
AlexP left a comment in the discussion My first helloWorld model: advice is needed
Lastly, if I get "GOOG.L" I get "Runtime Error: It is not possible to cast a non-finite...
AlexP started the discussion Could not read IEX API key from config.json. Please make sure to add "iex-cloud-api-key" to your configuration file
Trying to get some IBM data downloaded using the local system
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AlexP left a comment in the discussion Trying to add GOOGL, but algo gets GOOG assigned
still can't find the solution; I know that GOOGL and GOOG swapped tickers sometime ago but I am...
3 years ago