Artur Sokolovsky
Quant
Date Joined
2nd May, 2017
Bootcamp progress
0% Complete
Achievements
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2018-01-31 16:39:26
Alpha Streams Developer
Have at least 1 Alpha Stream submission approved.
2019-06-15 00:53:41
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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 (3)
View More16Parameters
1Security Types
0Tradeable Dates
48.2Net Profit
0.704Sharpe Ratio
0.064Alpha
-0.608Beta
5.04CAR
12.1Drawdown
51Loss Rate
1Security Types
0.059050301072118Sortino Ratio
2013Tradeable Dates
6807Trades
-0.085Treynor Ratio
49Win Rate
46.508Net Profit
1.029Sharpe Ratio
0.043Alpha
0.076Beta
4.89CAR
5.2Drawdown
47Loss Rate
1Security Types
0.13874541481182Sortino Ratio
2013Tradeable Dates
2894Trades
0.641Treynor Ratio
53Win Rate
Community
View MoreArtur started the discussion Sequence contains no elements
from QuantConnect import * from QuantConnect.Indicators import * from QuantConnect.Algorithm import...
Artur started the discussion Shape mismatch
2017-10-20 00:00:00 : Runtime Error: ValueError : shape mismatch: value array of shape (4,) could...
Artur started the discussion Runtime Error
Error Message: Runtime Error Stacktrace: [ERROR] FATAL UNHANDLED EXCEPTION: [14:51:47]...
Artur left a comment in the discussion Shape mismatch
I have tried to remove trading logic from my algo to shre it - the exception disappeared.
16Parameters
1Security Types
0Tradeable Dates
48.2Net Profit
0.704Sharpe Ratio
0.064Alpha
-0.608Beta
5.04CAR
12.1Drawdown
51Loss Rate
1Security Types
0.059050301072118Sortino Ratio
2013Tradeable Dates
6807Trades
-0.085Treynor Ratio
49Win Rate
46.508Net Profit
1.029Sharpe Ratio
0.043Alpha
0.076Beta
4.89CAR
5.2Drawdown
47Loss Rate
1Security Types
0.13874541481182Sortino Ratio
2013Tradeable Dates
2894Trades
0.641Treynor Ratio
53Win Rate
Artur started the discussion Sequence contains no elements
from QuantConnect import * from QuantConnect.Indicators import * from QuantConnect.Algorithm import...
Artur started the discussion Shape mismatch
2017-10-20 00:00:00 : Runtime Error: ValueError : shape mismatch: value array of shape (4,) could...
Artur started the discussion Runtime Error
Error Message: Runtime Error Stacktrace: [ERROR] FATAL UNHANDLED EXCEPTION: [14:51:47]...
Artur left a comment in the discussion Shape mismatch
UPDATE: tried running this code multiple times - at certain point it started working. Not getting...
Artur left a comment in the discussion Shape mismatch
I have tried to remove trading logic from my algo to shre it - the exception disappeared.
Artur left a comment in the discussion Shape mismatch
Artur started the discussion System.NullReferenceException: Object reference not set to an instance of an object
Artur left a comment in the discussion [Update] Python Library Support
Awesome, thank you for the reply and your work!
Artur left a comment in the discussion [Update] Python Library Support
Is there an option of using sklearn now? I failed importing it for some reason.
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Artur left a comment in the discussion Shape mismatch
UPDATE: tried running this code multiple times - at certain point it started working. Not getting...
5 years ago