amol gupta
Quant
Date Joined
3rd March, 2017
Bootcamp progress
49% Complete
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2020-06-02 16:44:11
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2022-01-26 11:21:54
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2022-10-14 16:26:09
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2019-09-29 14:19:39
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2019-10-19 14:23:20
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Public Backtests (5)
View More22.07Net Profit
44.943PSR
0.465Sharpe Ratio
-0.036Alpha
0.774Beta
13.837CAR
10.1Drawdown
0Loss Rate
3Parameters
0Security Types
385Tradeable Dates
3Trades
0.062Treynor Ratio
0Win Rate
45.687Net Profit
28.788PSR
0.754Sharpe Ratio
0.028Alpha
0.356Beta
14.666CAR
28.5Drawdown
-0.59Loss Rate
8Parameters
0Security Types
0.901Sortino Ratio
692Tradeable Dates
477Trades
0.312Treynor Ratio
1.99Win Rate
0.503Net Profit
37.173PSR
-0.14Sharpe Ratio
-0.073Alpha
0.115Beta
8.416CAR
1.5Drawdown
72Loss Rate
0Parameters
2Security Types
0.0931Sortino Ratio
20Tradeable Dates
226Trades
-0.062Treynor Ratio
28Win Rate
383.883Net Profit
98.173PSR
1.701Sharpe Ratio
0.168Alpha
-0.018Beta
23.953CAR
8.6Drawdown
-0.07Loss Rate
0Parameters
1Security Types
5.174Sortino Ratio
2291Tradeable Dates
24082Trades
-9.286Treynor Ratio
0.21Win Rate
92.325Net Profit
6.382PSR
0.474Sharpe Ratio
0.064Alpha
0.111Beta
8.759CAR
51.4Drawdown
43Loss Rate
4Parameters
2Security Types
0.0488Sortino Ratio
2433Tradeable Dates
3859Trades
0.668Treynor Ratio
57Win Rate
Community
View Moreamol started the discussion Adding new symbols / instruments to local lean installation
Hi
amol started the discussion Option data not available in slice
Hi
amol started the discussion Code snippet to import OI data
I am writing my own data importer which is largely inspired by NseMarketDatcConverter. My...
amol left a comment in the discussion Option data not available in slice
Thanks. That helped.
22.07Net Profit
44.943PSR
0.465Sharpe Ratio
-0.036Alpha
0.774Beta
13.837CAR
10.1Drawdown
0Loss Rate
3Parameters
0Security Types
385Tradeable Dates
3Trades
0.062Treynor Ratio
0Win Rate
45.687Net Profit
28.788PSR
0.754Sharpe Ratio
0.028Alpha
0.356Beta
14.666CAR
28.5Drawdown
-0.59Loss Rate
8Parameters
0Security Types
0.901Sortino Ratio
692Tradeable Dates
477Trades
0.312Treynor Ratio
1.99Win Rate
0.503Net Profit
37.173PSR
-0.14Sharpe Ratio
-0.073Alpha
0.115Beta
8.416CAR
1.5Drawdown
72Loss Rate
0Parameters
2Security Types
0.0931Sortino Ratio
20Tradeable Dates
226Trades
-0.062Treynor Ratio
28Win Rate
383.883Net Profit
98.173PSR
1.701Sharpe Ratio
0.168Alpha
-0.018Beta
23.953CAR
8.6Drawdown
-0.07Loss Rate
0Parameters
1Security Types
5.174Sortino Ratio
2291Tradeable Dates
24082Trades
-9.286Treynor Ratio
0.21Win Rate
92.325Net Profit
6.382PSR
0.474Sharpe Ratio
0.064Alpha
0.111Beta
8.759CAR
51.4Drawdown
43Loss Rate
4Parameters
2Security Types
0.0488Sortino Ratio
2433Tradeable Dates
3859Trades
0.668Treynor Ratio
57Win Rate
amol started the discussion Adding new symbols / instruments to local lean installation
Hi
amol started the discussion Option data not available in slice
Hi
amol started the discussion Code snippet to import OI data
I am writing my own data importer which is largely inspired by NseMarketDatcConverter. My...
amol left a comment in the discussion Code snippet to import OI data
Fred
amol left a comment in the discussion Option data not available in slice
Thanks. That helped.
amol started the discussion Backtesting a portfolio of algorithm
I wish to backtest a portfolio of pairs trading algorithm. Same algorithm working on multiple...
amol started the discussion AverageFill Price is 0
orderTicketX=self.MarketOrder(self.ticker1 , ...
amol started the discussion Lean setup: NSE options data: setfilter
Hi
amol left a comment in the discussion Lean setup: NSE options data: setfilter
Shile Wen,
amol left a comment in the discussion AverageFill Price is 0
I am trading MSFT and SPY. I have shared the backtest. Refer line 138-141 of code. I have tried...
amol started the discussion Is there a way to subscribe to all constituent stock of an Index eg SPY
Is there a way to subscribe to all constituent stock of an Index eg SPY and also, track them as...
amol started the discussion Accessing instrument list from a universe in research (quantbook).
How can I access the list of instruments from quantbook in research environment in the notebook. a...
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amol left a comment in the discussion Code snippet to import OI data
Fred
3 years ago