Brian Weber
Quant
Date Joined
6th June, 2019
Bootcamp progress
90% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2019-06-11 00:59:18
Notebook Sharing
Share a notebook with others.
2019-06-11 23:51:02
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2021-07-10 18:00:37
Python Programming
Choose Python as your preferred programming language.
2019-06-06 03:06:07
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2021-07-10 04:04:22
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2021-07-10 20:18:55
- Profile
- Backtests
- Community
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 (1)
View More21.33Net Profit
1.099Sharpe Ratio
-0.002Alpha
7.309Beta
14.6CAR
10.3Drawdown
52Loss Rate
0Parameters
1Security Types
0.2877Sortino Ratio
443Tradeable Dates
179Trades
0.016Treynor Ratio
48Win Rate
Community
View MoreBrian left a comment in the discussion Documentation discussion research/historical-data
Hi Jack,
Brian left a comment in the discussion Futures Algorithm with Indicator and Consolidator for Python
Here is the code.
Brian left a comment in the discussion Futures Algorithm with Indicator and Consolidator for Python
I was able to get the futures contract to rollover successfully with this algorithm.
Brian left a comment in the discussion Futures Algorithm with Indicator and Consolidator for Python
Hey Brian. Thank you for the code example. I have a few questions/comments:
21.33Net Profit
1.099Sharpe Ratio
-0.002Alpha
7.309Beta
14.6CAR
10.3Drawdown
52Loss Rate
0Parameters
1Security Types
0.2877Sortino Ratio
443Tradeable Dates
179Trades
0.016Treynor Ratio
48Win Rate
Brian left a comment in the discussion Documentation discussion research/historical-data
Thank you, Link! No worries I check back in about a week to try the code again.
Brian left a comment in the discussion Documentation discussion research/historical-data
Hi Jack,
Brian left a comment in the discussion Futures Algorithm with Indicator and Consolidator for Python
Here is the code.
Brian left a comment in the discussion Futures Algorithm with Indicator and Consolidator for Python
I was able to get the futures contract to rollover successfully with this algorithm.
Brian left a comment in the discussion Futures Algorithm with Indicator and Consolidator for Python
Hey Brian. Thank you for the code example. I have a few questions/comments:
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Brian left a comment in the discussion Documentation discussion research/historical-data
Thank you, Link! No worries I check back in about a week to try the code again.
5 years ago