Andrew Czeizler
Quant
Date Joined
24th May, 2015
Bootcamp progress
12% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2018-10-07 10:20:06
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2018-10-09 02:24:57
Cloner
Clone at least 100 algorithms from the community.
2018-10-26 08:46:59
C# Programming
Choose C# as your preferred programming language.
2018-10-16 02:27:20
Python Programming
Choose Python as your preferred programming language.
2018-05-23 05:38:02
- 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 (20)
View More45.389Net Profit
0.62Sharpe Ratio
0.068Alpha
-0.029Beta
7.503CAR
19.8Drawdown
33Loss Rate
0Parameters
1Security Types
0Sortino Ratio
1303Tradeable Dates
6Trades
-2.236Treynor Ratio
67Win Rate
338.674Net Profit
1.03Sharpe Ratio
0.11Alpha
3.491Beta
18.131CAR
18.5Drawdown
3Loss Rate
1Security Types
0.23335378258151Sortino Ratio
2233Tradeable Dates
429Trades
0.051Treynor Ratio
97Win Rate
19.796Net Profit
0.895Sharpe Ratio
0.165Alpha
-2.892Beta
10.562CAR
8.9Drawdown
50Loss Rate
1Security Types
-0.095079952120494Sortino Ratio
454Tradeable Dates
106Trades
-0.037Treynor Ratio
50Win Rate
19.796Net Profit
0.895Sharpe Ratio
0.165Alpha
-2.892Beta
10.562CAR
8.9Drawdown
50Loss Rate
1Security Types
-0.095079952120494Sortino Ratio
454Tradeable Dates
106Trades
-0.037Treynor Ratio
50Win Rate
-0.449Net Profit
-0.133Sharpe Ratio
0.066Alpha
-3.61Beta
-0.562CAR
3Drawdown
52Loss Rate
1Security Types
-0.0043491431485404Sortino Ratio
203Tradeable Dates
279Trades
0.001Treynor Ratio
48Win Rate
Community
View MoreAndrew started the discussion Regression Algorithm
Hi, I was wondering if you could help me with the regression algorithm.
Andrew left a comment in the discussion Regression Algorithm
Hi Daniel!
Andrew left a comment in the discussion Algo Framework ETF Momentum Rebalancing using Mean Variance Optimization
Hi all!
Andrew started the discussion Copula pairs trading minute data backtest
Hi,
45.389Net Profit
0.62Sharpe Ratio
0.068Alpha
-0.029Beta
7.503CAR
19.8Drawdown
33Loss Rate
0Parameters
1Security Types
0Sortino Ratio
1303Tradeable Dates
6Trades
-2.236Treynor Ratio
67Win Rate
338.674Net Profit
1.03Sharpe Ratio
0.11Alpha
3.491Beta
18.131CAR
18.5Drawdown
3Loss Rate
1Security Types
0.23335378258151Sortino Ratio
2233Tradeable Dates
429Trades
0.051Treynor Ratio
97Win Rate
19.796Net Profit
0.895Sharpe Ratio
0.165Alpha
-2.892Beta
10.562CAR
8.9Drawdown
50Loss Rate
1Security Types
-0.095079952120494Sortino Ratio
454Tradeable Dates
106Trades
-0.037Treynor Ratio
50Win Rate
19.796Net Profit
0.895Sharpe Ratio
0.165Alpha
-2.892Beta
10.562CAR
8.9Drawdown
50Loss Rate
1Security Types
-0.095079952120494Sortino Ratio
454Tradeable Dates
106Trades
-0.037Treynor Ratio
50Win Rate
-0.449Net Profit
-0.133Sharpe Ratio
0.066Alpha
-3.61Beta
-0.562CAR
3Drawdown
52Loss Rate
1Security Types
-0.0043491431485404Sortino Ratio
203Tradeable Dates
279Trades
0.001Treynor Ratio
48Win Rate
1.317Net Profit
0.776Sharpe Ratio
0.021Alpha
-0.17Beta
1.761CAR
2.4Drawdown
51Loss Rate
1Security Types
0.059490022678399Sortino Ratio
189Tradeable Dates
223Trades
-0.104Treynor Ratio
49Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
1033Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-0.937Net Profit
-0.121Sharpe Ratio
-0.012Alpha
0.451Beta
-0.342CAR
5.7Drawdown
54Loss Rate
1Security Types
-0.011276919593066Sortino Ratio
692Tradeable Dates
274Trades
-0.007Treynor Ratio
46Win Rate
-2.812Net Profit
-1.065Sharpe Ratio
0.207Alpha
-14.555Beta
-8.138CAR
6Drawdown
54Loss Rate
1Security Types
-0.033584564588038Sortino Ratio
85Tradeable Dates
78Trades
0.006Treynor Ratio
46Win Rate
104.439Net Profit
1.252Sharpe Ratio
0.087Alpha
3.598Beta
16.268CAR
11.4Drawdown
50Loss Rate
1Security Types
0.48283015877755Sortino Ratio
1195Tradeable Dates
9Trades
0.044Treynor Ratio
50Win Rate
112.025Net Profit
1.315Sharpe Ratio
0.083Alpha
4.179Beta
17.165CAR
11.4Drawdown
50Loss Rate
1Security Types
0.087206580159081Sortino Ratio
1195Tradeable Dates
31Trades
0.04Treynor Ratio
50Win Rate
-39.406Net Profit
-1.327Sharpe Ratio
-0.182Alpha
-1.034Beta
-19.362CAR
43.4Drawdown
56Loss Rate
1Security Types
0.10717333889821Sortino Ratio
588Tradeable Dates
44Trades
0.196Treynor Ratio
44Win Rate
-8.878Net Profit
-1.766Sharpe Ratio
-0.311Alpha
7.202Beta
-16.303CAR
12.2Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
133Tradeable Dates
2Trades
-0.024Treynor Ratio
0Win Rate
-38.414Net Profit
-1.018Sharpe Ratio
-0.102Alpha
-3.008Beta
-16.045CAR
47.6Drawdown
52Loss Rate
1Security Types
0.071019394165962Sortino Ratio
697Tradeable Dates
278Trades
0.054Treynor Ratio
48Win Rate
-7.086Net Profit
-0.86Sharpe Ratio
-0.213Alpha
6.244Beta
-9.117CAR
12.1Drawdown
53Loss Rate
1Security Types
0.27727904301285Sortino Ratio
194Tradeable Dates
84Trades
-0.014Treynor Ratio
47Win Rate
-5.01Net Profit
-0.553Sharpe Ratio
-0.131Alpha
3.652Beta
-6.378CAR
12.4Drawdown
50Loss Rate
1Security Types
0.22576760270219Sortino Ratio
198Tradeable Dates
96Trades
-0.016Treynor Ratio
50Win Rate
1Security Types
0Tradeable Dates
-2.235Net Profit
-1.36Sharpe Ratio
-0.14Alpha
2.49Beta
-9.08CAR
3.6Drawdown
53Loss Rate
1Security Types
0.039710210247232Sortino Ratio
60Tradeable Dates
4526Trades
-0.037Treynor Ratio
47Win Rate
-11.622Net Profit
-1.217Sharpe Ratio
-0.33Alpha
8.621Beta
-15.507CAR
14.9Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
185Tradeable Dates
17Trades
-0.018Treynor Ratio
0Win Rate
21.098Net Profit
1.332Sharpe Ratio
1.037Alpha
-38.113Beta
29.833CAR
14.5Drawdown
52Loss Rate
1Security Types
0.061174715973007Sortino Ratio
185Tradeable Dates
7339Trades
-0.007Treynor Ratio
48Win Rate
Andrew started the discussion Regression Algorithm
Hi, I was wondering if you could help me with the regression algorithm.
Andrew left a comment in the discussion Regression Algorithm
Hi Douglas!
Andrew left a comment in the discussion Regression Algorithm
Hi Daniel!
Andrew left a comment in the discussion Algo Framework ETF Momentum Rebalancing using Mean Variance Optimization
Hi all!
Andrew started the discussion Copula pairs trading minute data backtest
Hi,
Andrew started the discussion Pairs Trading - Changing Time Resolution
Hi Jared Broad !
Andrew started the discussion Copula Pairs - Hour Frequency audit
Hi,
Andrew started the discussion Increasing the frequency of trading - copula algorithm.
Hi Jing Wu & Jared Broad ,
Andrew left a comment in the discussion Copula Pairs - Hour Frequency audit
Another backtest attached.
Andrew left a comment in the discussion Copula Pairs - Hour Frequency audit
Attached is a bit longer backtest- Backtest Handled Error: Order Error: id: 38,...
Andrew left a comment in the discussion Copula Pairs - Hour Frequency audit
The error is -
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Andrew left a comment in the discussion Regression Algorithm
Hi Douglas!
5 years ago