Bill McCabe
Quant
Date Joined
2nd July, 2017
Bootcamp progress
0% Complete
Achievements
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2018-07-13 19:59:13
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Activity on QuantConnect
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Public Backtests (7)
View More21.912Net Profit
1.739Sharpe Ratio
0.123Alpha
-3.91Beta
90.686CAR
23.8Drawdown
19Loss Rate
1Security Types
2.3243127113468Sortino Ratio
0Tradeable Dates
181724Trades
-0.143Treynor Ratio
81Win Rate
-4.155Net Profit
-1.033Sharpe Ratio
-0.179Alpha
-1.411Beta
-17.212CAR
10Drawdown
20Loss Rate
1Security Types
2.3567634083519Sortino Ratio
0Tradeable Dates
91393Trades
0.099Treynor Ratio
80Win Rate
-1.744Net Profit
-0.371Sharpe Ratio
0.001Alpha
-1.106Beta
-7.74CAR
9.6Drawdown
3Loss Rate
1Security Types
0Sortino Ratio
0Tradeable Dates
73432Trades
0.049Treynor Ratio
97Win Rate
1.809Net Profit
0.354Sharpe Ratio
0.089Alpha
-1.877Beta
8.382CAR
14.4Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
0Tradeable Dates
96088Trades
-0.056Treynor Ratio
100Win Rate
-8.613Net Profit
-1.516Sharpe Ratio
-0.357Alpha
-0.945Beta
-33.03CAR
15.6Drawdown
32Loss Rate
1Security Types
1.2625903338896Sortino Ratio
0Tradeable Dates
94635Trades
0.317Treynor Ratio
68Win Rate
Community
View MoreBill started the discussion Need help finding a simple mean reversion algo
I am pretty new to this but was hoping to break into the algo trading world. I am looking for...
Bill started the discussion Why is this backtest stopping??
Not really sure what's going on I'm sure I'm just missing something but none of my...
Bill left a comment in the discussion Why is this backtest stopping??
Sorry do you know how to put that filter on to have only one position open because when I attempt...
Bill left a comment in the discussion Need help finding a simple mean reversion algo
Thanks Alexandre! I'll take a look and try to make my own.
21.912Net Profit
1.739Sharpe Ratio
0.123Alpha
-3.91Beta
90.686CAR
23.8Drawdown
19Loss Rate
1Security Types
2.3243127113468Sortino Ratio
0Tradeable Dates
181724Trades
-0.143Treynor Ratio
81Win Rate
-4.155Net Profit
-1.033Sharpe Ratio
-0.179Alpha
-1.411Beta
-17.212CAR
10Drawdown
20Loss Rate
1Security Types
2.3567634083519Sortino Ratio
0Tradeable Dates
91393Trades
0.099Treynor Ratio
80Win Rate
-1.744Net Profit
-0.371Sharpe Ratio
0.001Alpha
-1.106Beta
-7.74CAR
9.6Drawdown
3Loss Rate
1Security Types
0Sortino Ratio
0Tradeable Dates
73432Trades
0.049Treynor Ratio
97Win Rate
1.809Net Profit
0.354Sharpe Ratio
0.089Alpha
-1.877Beta
8.382CAR
14.4Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
0Tradeable Dates
96088Trades
-0.056Treynor Ratio
100Win Rate
-8.613Net Profit
-1.516Sharpe Ratio
-0.357Alpha
-0.945Beta
-33.03CAR
15.6Drawdown
32Loss Rate
1Security Types
1.2625903338896Sortino Ratio
0Tradeable Dates
94635Trades
0.317Treynor Ratio
68Win Rate
10.26Net Profit
1.795Sharpe Ratio
0.905Alpha
-4.79Beta
219.274CAR
14.7Drawdown
0Loss Rate
1Security Types
3.6411698587349Sortino Ratio
0Tradeable Dates
88982Trades
-0.225Treynor Ratio
100Win Rate
33.654Net Profit
2.225Sharpe Ratio
6.697Alpha
-25.208Beta
4050.671CAR
66.6Drawdown
9Loss Rate
1Security Types
1.1912890500196Sortino Ratio
314Tradeable Dates
4942Trades
-0.304Treynor Ratio
91Win Rate
Bill started the discussion Need help finding a simple mean reversion algo
I am pretty new to this but was hoping to break into the algo trading world. I am looking for...
Bill started the discussion Why is this backtest stopping??
Not really sure what's going on I'm sure I'm just missing something but none of my...
Bill left a comment in the discussion Why is this backtest stopping??
i changed the difference and it is still only making 3 trades
Bill left a comment in the discussion Why is this backtest stopping??
Sorry do you know how to put that filter on to have only one position open because when I attempt...
Bill left a comment in the discussion Need help finding a simple mean reversion algo
Thanks Alexandre! I'll take a look and try to make my own.
Bill left a comment in the discussion Need help finding a simple mean reversion algo
I am having trouble doing these things in python
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Bill left a comment in the discussion Why is this backtest stopping??
i changed the difference and it is still only making 3 trades
7 years ago