AlphAngel
Quant
Date Joined
11th January, 2017
Bootcamp progress
2% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2021-01-14 09:22:27
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2018-01-24 07:19:01
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2018-01-26 07:31:59
Parallel Live Trading
Run multiple live algorithms simultaneously.
2018-01-26 07:31:59
Cloner
Clone at least 100 algorithms from the community.
2018-02-14 17:24:19
C# Programming
Choose C# as your preferred programming language.
2018-02-05 10:18:03
Python Programming
Choose Python as your preferred programming language.
2020-06-26 08:15:16
Popular
Receive at least 10 upvotes from different users in the community.
2022-04-28 18:01:47
- Profile
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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 (2)
View More19.463Net Profit
3.418PSR
0.428Sharpe Ratio
0.016Alpha
0.015Beta
2.463CAR
8.3Drawdown
43Loss Rate
54Parameters
1Security Types
0.1044Sortino Ratio
1839Tradeable Dates
390Trades
1.164Treynor Ratio
57Win Rate
19.885Net Profit
1.868Sharpe Ratio
0.244Alpha
-0.036Beta
33.867CAR
9.4Drawdown
32Loss Rate
1Security Types
0.21545632312564Sortino Ratio
195Tradeable Dates
53Trades
-6.695Treynor Ratio
68Win Rate
Community
View MoreAlphAngel started the discussion Simple pair trading framework
Hi QC community!
AlphAngel left a comment in the discussion Meta-Algorithm: Allocation between algorithmS and strategies!
Yes that's what I'm doing but I find myself having to rewrite a version of the...
AlphAngel left a comment in the discussion Meta-Algorithm: Allocation between algorithmS and strategies!
Hi Thanks Shile,
AlphAngel left a comment in the discussion What is the suggested workflow?
regarding persistence, this is something that would be very useful and time saving, especially if...
19.463Net Profit
3.418PSR
0.428Sharpe Ratio
0.016Alpha
0.015Beta
2.463CAR
8.3Drawdown
43Loss Rate
54Parameters
1Security Types
0.1044Sortino Ratio
1839Tradeable Dates
390Trades
1.164Treynor Ratio
57Win Rate
19.885Net Profit
1.868Sharpe Ratio
0.244Alpha
-0.036Beta
33.867CAR
9.4Drawdown
32Loss Rate
1Security Types
0.21545632312564Sortino Ratio
195Tradeable Dates
53Trades
-6.695Treynor Ratio
68Win Rate
AlphAngel left a comment in the discussion Simple pair trading framework
Hi, yes but as part of a larger framework. It does reasonably well, but the bulk of the work is...
AlphAngel started the discussion Simple pair trading framework
Hi QC community!
AlphAngel left a comment in the discussion Meta-Algorithm: Allocation between algorithmS and strategies!
Yes that's what I'm doing but I find myself having to rewrite a version of the...
AlphAngel left a comment in the discussion Meta-Algorithm: Allocation between algorithmS and strategies!
Hi Thanks Shile,
AlphAngel left a comment in the discussion What is the suggested workflow?
regarding persistence, this is something that would be very useful and time saving, especially if...
AlphAngel left a comment in the discussion Crypto Trading on QuantConnect
@Drew baker, I don't have any issues with Limit orders they work fine (even Post Only), I'm...
AlphAngel left a comment in the discussion Crypto Trading on QuantConnect
Hi, my experience live with gdax so far as been pretty poor, during the big selloff the API usually...
AlphAngel started the discussion It is possible to trade on Vix options?
Hi
AlphAngel started the discussion StopMarketOrder and execution trigger level seem inconsistent....
Hi
AlphAngel started the discussion Log data in the live environment- Can we tail it or clear it?
Hi
AlphAngel started the discussion Leveraged ETF Variance optimisation strategy
Hi,
AlphAngel started the discussion How are splits and positions supposed to work? and what is different between Live and Backtest...
I need to manage quantities myself for a multi stategy allocation algorithm.
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AlphAngel left a comment in the discussion Simple pair trading framework
Hi, yes but as part of a larger framework. It does reasonably well, but the bulk of the work is...
1 years ago