Caleb Mock
Quant
Date Joined
27th November, 2017
Bootcamp progress
19% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2018-08-05 20:49:42
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2018-08-04 17:33:08
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2018-07-22 20:16:50
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2020-11-09 01:10:36
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Activity on QuantConnect
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Public Backtests (3)
View More173.351Net Profit
0.71Sharpe Ratio
0.015Alpha
4.034Beta
9.059CAR
16.2Drawdown
44Loss Rate
1Security Types
0.13565299258224Sortino Ratio
2918Tradeable Dates
1211Trades
0.024Treynor Ratio
56Win Rate
258.555Net Profit
0.879Sharpe Ratio
0.043Alpha
3.812Beta
11.641CAR
15.7Drawdown
30Loss Rate
1Security Types
0.52991352420038Sortino Ratio
2918Tradeable Dates
279Trades
0.031Treynor Ratio
70Win Rate
185.904Net Profit
0.763Sharpe Ratio
0.043Alpha
2.788Beta
9.482CAR
15.7Drawdown
29Loss Rate
1Security Types
0.41107850660269Sortino Ratio
2918Tradeable Dates
279Trades
0.036Treynor Ratio
71Win Rate
Community
View MoreCaleb left a comment in the discussion Implementation of Vigilant Asset Allocation from Dr. Wouter Keller and JW Keuning
I attached the wrong backtest, the first one seleceted the second best safe. Oops.
Caleb left a comment in the discussion Implementation of Vigilant Asset Allocation from Dr. Wouter Keller and JW Keuning
Aaron,
Caleb left a comment in the discussion Piotroski F-Score Fundamental Filter / Value Screen
Thank you for that update Flame. You'll find the same code change is required on lines 84 and...
173.351Net Profit
0.71Sharpe Ratio
0.015Alpha
4.034Beta
9.059CAR
16.2Drawdown
44Loss Rate
1Security Types
0.13565299258224Sortino Ratio
2918Tradeable Dates
1211Trades
0.024Treynor Ratio
56Win Rate
258.555Net Profit
0.879Sharpe Ratio
0.043Alpha
3.812Beta
11.641CAR
15.7Drawdown
30Loss Rate
1Security Types
0.52991352420038Sortino Ratio
2918Tradeable Dates
279Trades
0.031Treynor Ratio
70Win Rate
185.904Net Profit
0.763Sharpe Ratio
0.043Alpha
2.788Beta
9.482CAR
15.7Drawdown
29Loss Rate
1Security Types
0.41107850660269Sortino Ratio
2918Tradeable Dates
279Trades
0.036Treynor Ratio
71Win Rate
Caleb left a comment in the discussion Implementation of Vigilant Asset Allocation from Dr. Wouter Keller and JW Keuning
For the fun of it, I set the rebalancing to weekly. Still a good algorithm, but no quite as...
Caleb left a comment in the discussion Implementation of Vigilant Asset Allocation from Dr. Wouter Keller and JW Keuning
I attached the wrong backtest, the first one seleceted the second best safe. Oops.
Caleb left a comment in the discussion Implementation of Vigilant Asset Allocation from Dr. Wouter Keller and JW Keuning
Aaron,
Caleb left a comment in the discussion Piotroski F-Score Fundamental Filter / Value Screen
Thank you for that update Flame. You'll find the same code change is required on lines 84 and...
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Caleb left a comment in the discussion Implementation of Vigilant Asset Allocation from Dr. Wouter Keller and JW Keuning
For the fun of it, I set the rebalancing to weekly. Still a good algorithm, but no quite as...
6 years ago