Brett C.
Quant
Date Joined
5th June, 2017
Bootcamp progress
4% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2020-08-21 02:56:49
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2018-01-31 20:50:01
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2018-02-01 02:27:59
Parallel Live Trading
Run multiple live algorithms simultaneously.
2018-02-01 02:29:50
Python Programming
Choose Python as your preferred programming language.
2018-01-31 17:56:52
Popular
Receive at least 10 upvotes from different users in the community.
2021-10-23 02:48:31
Alpha Streams Developer
Have at least 1 Alpha Stream submission approved.
2019-12-19 01:28:46
Alpha Streams Artisan
Have at least 3 Alpha Stream submissions approved.
2020-01-17 19:59:03
Alpha Streams Master
Have at least 10 Alpha Stream submissions approved.
2021-07-14 15:23:46
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Activity on QuantConnect
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Public Backtests (11)
View More-43.238Net Profit
46.332PSR
1.964Sharpe Ratio
6.254Alpha
19.748Beta
-100CAR
74.7Drawdown
56Loss Rate
0Parameters
2Security Types
-0.3532Sortino Ratio
10Tradeable Dates
39Trades
0.454Treynor Ratio
44Win Rate
1.263Net Profit
4.136Sharpe Ratio
0.122Alpha
0.491Beta
36.843CAR
1.2Drawdown
33Loss Rate
1Security Types
1.1890229249642Sortino Ratio
9Tradeable Dates
36Trades
0.463Treynor Ratio
67Win Rate
0.774Net Profit
2.401Sharpe Ratio
0.05Alpha
0.13Beta
9.013CAR
0.9Drawdown
33Loss Rate
1Security Types
1.8126014578127Sortino Ratio
9Tradeable Dates
20Trades
0.52Treynor Ratio
67Win Rate
0.774Net Profit
2.401Sharpe Ratio
0.05Alpha
0.13Beta
9.013CAR
0.9Drawdown
33Loss Rate
1Security Types
1.8126014578127Sortino Ratio
9Tradeable Dates
20Trades
0.52Treynor Ratio
67Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
20Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Community
View MoreBrett left a comment in the discussion SMA futures algorithm
Thanks Derek! Does SetHoldings work with futures? Don't think this algo is allocating 50% to SP and...
Brett left a comment in the discussion SMA futures algorithm
Thanks Derek. Do futures work with scheduled events? How would you change the code to run once a...
Brett left a comment in the discussion SMA futures algorithm
2nd the request for a Python version
Brett started the discussion Trading a specific day of the month
Hi. Using Python. I've been through the DateTime rules section of the website docs as well as...
-43.238Net Profit
46.332PSR
1.964Sharpe Ratio
6.254Alpha
19.748Beta
-100CAR
74.7Drawdown
56Loss Rate
0Parameters
2Security Types
-0.3532Sortino Ratio
10Tradeable Dates
39Trades
0.454Treynor Ratio
44Win Rate
1.263Net Profit
4.136Sharpe Ratio
0.122Alpha
0.491Beta
36.843CAR
1.2Drawdown
33Loss Rate
1Security Types
1.1890229249642Sortino Ratio
9Tradeable Dates
36Trades
0.463Treynor Ratio
67Win Rate
0.774Net Profit
2.401Sharpe Ratio
0.05Alpha
0.13Beta
9.013CAR
0.9Drawdown
33Loss Rate
1Security Types
1.8126014578127Sortino Ratio
9Tradeable Dates
20Trades
0.52Treynor Ratio
67Win Rate
0.774Net Profit
2.401Sharpe Ratio
0.05Alpha
0.13Beta
9.013CAR
0.9Drawdown
33Loss Rate
1Security Types
1.8126014578127Sortino Ratio
9Tradeable Dates
20Trades
0.52Treynor Ratio
67Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
20Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
42Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
42Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
42Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
1.507Net Profit
1.441Sharpe Ratio
0.085Alpha
1.176Beta
16.74CAR
3Drawdown
67Loss Rate
1Security Types
0.97246066190146Sortino Ratio
20Tradeable Dates
14Trades
0.133Treynor Ratio
33Win Rate
2.095Net Profit
4.691Sharpe Ratio
0.105Alpha
0.676Beta
27.995CAR
1.3Drawdown
29Loss Rate
1Security Types
0.44836954684926Sortino Ratio
20Tradeable Dates
35Trades
0.37Treynor Ratio
71Win Rate
0Net Profit
4.602Sharpe Ratio
-0.014Alpha
0.152Beta
6.055CAR
0.2Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
6Tradeable Dates
1Trades
0.37Treynor Ratio
0Win Rate
Brett left a comment in the discussion SMA futures algorithm
Derek, this is so helpful - thank you! A few follow ups:
Brett left a comment in the discussion SMA futures algorithm
Thanks Derek! Does SetHoldings work with futures? Don't think this algo is allocating 50% to SP and...
Brett left a comment in the discussion SMA futures algorithm
Thanks Derek. Do futures work with scheduled events? How would you change the code to run once a...
Brett left a comment in the discussion SMA futures algorithm
2nd the request for a Python version
Brett started the discussion Trading a specific day of the month
Hi. Using Python. I've been through the DateTime rules section of the website docs as well as...
Brett started the discussion Mixed data types causing errors
Hi, all. When comparing two variables, eg is x > y, I only get one answer "False"...
Brett started the discussion Live trading - relaxing QC margin constraints (python)
As I understand the platform, QuantConnect constrains leverage amounts to 2x capital. However, a...
Brett left a comment in the discussion [Update] Margin Calls and Portfolio Modeling
Thanks guys! Both MarginCallModel.Null and PatternDayTradingMarginModel() working now. Had...
Brett left a comment in the discussion [Update] Margin Calls and Portfolio Modeling
Algo doesn't allow > 2x leverage with
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Brett left a comment in the discussion SMA futures algorithm
Derek, this is so helpful - thank you! A few follow ups:
4 years ago