big mak
Quant
Date Joined
30th October, 2020
Bootcamp progress
49% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2021-05-07 16:28:11
Python Programming
Choose Python as your preferred programming language.
2020-10-30 03:14:53
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2021-01-05 00:13:32
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2021-05-04 02:06:33
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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 (6)
View More0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
3Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
3Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
2Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
3Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-47.552Net Profit
6.915PSR
-0.756Sharpe Ratio
0.852Alpha
1.996Beta
-99.695CAR
57.1Drawdown
-0.97Loss Rate
3Parameters
0Security Types
-0.961Sortino Ratio
29Tradeable Dates
31Trades
-0.498Treynor Ratio
0.02Win Rate
-47.565Net Profit
6.911PSR
-0.756Sharpe Ratio
0.853Alpha
1.997Beta
-99.696CAR
57.1Drawdown
-0.97Loss Rate
3Parameters
0Security Types
-0.961Sortino Ratio
29Tradeable Dates
31Trades
-0.498Treynor Ratio
0.01Win Rate
-47.565Net Profit
6.911PSR
-0.756Sharpe Ratio
0.853Alpha
1.997Beta
-99.696CAR
57.1Drawdown
-0.97Loss Rate
3Parameters
0Security Types
-0.961Sortino Ratio
29Tradeable Dates
31Trades
-0.498Treynor Ratio
0.01Win Rate
Community
View Morebig started the discussion GOOG vs GOOGL after fine filter
As I am going through my fine filter, I notice that both GOOG and GOOGL make it through. Later on...
big started the discussion Getting a list of trading days (Python)
I am trying to get a list of historical trading days. This is to assist in looking up historical...
big started the discussion Zero Transaction Fees for All Securities
I am trying to get zero transaction fees for every security.
big started the discussion Sectors and Industries in Research Environment
I'm unsure how to get sectors in Research. Normally I'd use a Quantbook and call whatever...
big started the discussion Info in both USD and Foreign Currency for same stock
I came across a stock who's data is presented in two different currencies. My algorithm analyzes...
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
3Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
3Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
2Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
3Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-47.552Net Profit
6.915PSR
-0.756Sharpe Ratio
0.852Alpha
1.996Beta
-99.695CAR
57.1Drawdown
-0.97Loss Rate
3Parameters
0Security Types
-0.961Sortino Ratio
29Tradeable Dates
31Trades
-0.498Treynor Ratio
0.02Win Rate
-47.565Net Profit
6.911PSR
-0.756Sharpe Ratio
0.853Alpha
1.997Beta
-99.696CAR
57.1Drawdown
-0.97Loss Rate
3Parameters
0Security Types
-0.961Sortino Ratio
29Tradeable Dates
31Trades
-0.498Treynor Ratio
0.01Win Rate
-47.565Net Profit
6.911PSR
-0.756Sharpe Ratio
0.853Alpha
1.997Beta
-99.696CAR
57.1Drawdown
-0.97Loss Rate
3Parameters
0Security Types
-0.961Sortino Ratio
29Tradeable Dates
31Trades
-0.498Treynor Ratio
0.01Win Rate
-47.565Net Profit
6.911PSR
-0.756Sharpe Ratio
0.853Alpha
1.997Beta
-99.696CAR
57.1Drawdown
-0.97Loss Rate
3Parameters
0Security Types
-0.961Sortino Ratio
29Tradeable Dates
31Trades
-0.498Treynor Ratio
0.01Win Rate
big started the discussion GOOG vs GOOGL after fine filter
As I am going through my fine filter, I notice that both GOOG and GOOGL make it through. Later on...
big started the discussion Getting a list of trading days (Python)
I am trying to get a list of historical trading days. This is to assist in looking up historical...
big started the discussion Zero Transaction Fees for All Securities
I am trying to get zero transaction fees for every security.
big started the discussion Sectors and Industries in Research Environment
I'm unsure how to get sectors in Research. Normally I'd use a Quantbook and call whatever...
big started the discussion Info in both USD and Foreign Currency for same stock
I came across a stock who's data is presented in two different currencies. My algorithm analyzes...
big started the discussion Market Cap and EV Issue: sometimes updates daily, other times doesn't
In the attached notebook the market cap and EV do not update every day. I have a couple of days...
big started the discussion Historical Fundamentals: Requested since at least 2016
Up until last week, I was able to use QuantBook (specifically, qb.GetFundamental) in the backtester...
big started the discussion Runtime Error: Algorithm took longer than 10 minutes on a single time loop
For the error below, what consists of “a single time loop”? I am having trouble understanding...
big left a comment in the discussion How get Fundamentals not add by `AddUniverse`
Is there any advantage to doing it the way you and Varad are suggesting with self.Securities? I...
big left a comment in the discussion How can I use fundamental universe selection in QuantBook?
Rushi,
big left a comment in the discussion How get Fundamentals not add by `AddUniverse`
Thanks Varad. Any idea how to do that for all stocks in the securities list, and preferably in one...
big left a comment in the discussion Runtime Error: Algorithm took longer than 10 minutes on a single time loop
Gotcha, I'll try to put my time-heavy code in OnData then at some point this coming weekend and...
big left a comment in the discussion Runtime Error: Algorithm took longer than 10 minutes on a single time loop
Also, there's a chance I'm just hitting an upper resource limit since I'm roughly doing exactly...
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big left a comment in the discussion How get Fundamentals not add by `AddUniverse`
Thanks Louis, that answers my question.
3 years ago