CandaceB
Quant
Date Joined
20th February, 2020
Bootcamp progress
71% Complete
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2021-08-09 21:16:07
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2021-08-02 13:31:17
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2020-02-20 03:02:34
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2020-03-04 23:10:36
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2021-07-26 20:52:21
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Public Backtests (12)
View More-0.278Net Profit
0PSR
-9.476Sharpe Ratio
0.037Alpha
3.415Beta
-28.713CAR
0.3Drawdown
-0.01Loss Rate
14Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
1Tradeable Dates
84Trades
-0.087Treynor Ratio
0.02Win Rate
-0.199Net Profit
0PSR
-9.934Sharpe Ratio
0.016Alpha
2.443Beta
-21.5CAR
0.2Drawdown
-0.01Loss Rate
14Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
1Tradeable Dates
66Trades
-0.091Treynor Ratio
0.01Win Rate
-0.199Net Profit
0PSR
-9.934Sharpe Ratio
0.016Alpha
2.443Beta
-21.5CAR
0.2Drawdown
76Loss Rate
14Parameters
1Security Types
-0.466Sortino Ratio
1Tradeable Dates
66Trades
-0.091Treynor Ratio
24Win Rate
-0.199Net Profit
0PSR
-9.934Sharpe Ratio
0.016Alpha
2.443Beta
-21.5CAR
0.2Drawdown
76Loss Rate
14Parameters
1Security Types
-0.466Sortino Ratio
1Tradeable Dates
66Trades
-0.091Treynor Ratio
24Win Rate
-0.487Net Profit
0PSR
-39.577Sharpe Ratio
-0.605Alpha
0.626Beta
-59.007CAR
0.5Drawdown
-0.01Loss Rate
13Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
2Tradeable Dates
126Trades
-0.734Treynor Ratio
0.01Win Rate
Community
View MoreCandaceB started the discussion First step to live trading, some questions..
I'm very new to coding but have worked in the capital markets my entire career, so I'm a half...
CandaceB left a comment in the discussion Does anyone have Fibonacci retracement example
Rahul do you have that in Python?
-0.278Net Profit
0PSR
-9.476Sharpe Ratio
0.037Alpha
3.415Beta
-28.713CAR
0.3Drawdown
-0.01Loss Rate
14Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
1Tradeable Dates
84Trades
-0.087Treynor Ratio
0.02Win Rate
-0.199Net Profit
0PSR
-9.934Sharpe Ratio
0.016Alpha
2.443Beta
-21.5CAR
0.2Drawdown
-0.01Loss Rate
14Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
1Tradeable Dates
66Trades
-0.091Treynor Ratio
0.01Win Rate
-0.199Net Profit
0PSR
-9.934Sharpe Ratio
0.016Alpha
2.443Beta
-21.5CAR
0.2Drawdown
76Loss Rate
14Parameters
1Security Types
-0.466Sortino Ratio
1Tradeable Dates
66Trades
-0.091Treynor Ratio
24Win Rate
-0.199Net Profit
0PSR
-9.934Sharpe Ratio
0.016Alpha
2.443Beta
-21.5CAR
0.2Drawdown
76Loss Rate
14Parameters
1Security Types
-0.466Sortino Ratio
1Tradeable Dates
66Trades
-0.091Treynor Ratio
24Win Rate
-0.487Net Profit
0PSR
-39.577Sharpe Ratio
-0.605Alpha
0.626Beta
-59.007CAR
0.5Drawdown
-0.01Loss Rate
13Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
2Tradeable Dates
126Trades
-0.734Treynor Ratio
0.01Win Rate
-0.073Net Profit
0PSR
-3.609Sharpe Ratio
-0.391Alpha
1.309Beta
-12.461CAR
0.3Drawdown
-0.01Loss Rate
13Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
2Tradeable Dates
126Trades
-0.067Treynor Ratio
0.04Win Rate
-0.042Net Profit
0PSR
-10.937Sharpe Ratio
-0.204Alpha
0.089Beta
-5.528CAR
0.2Drawdown
-0.02Loss Rate
11Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
3Tradeable Dates
3Trades
-0.575Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
37Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
2Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0.088Net Profit
0PSR
2.166Sharpe Ratio
0.577Alpha
0.992Beta
17.503CAR
0.2Drawdown
50Loss Rate
24Parameters
1Security Types
0Sortino Ratio
2Tradeable Dates
4Trades
0.12Treynor Ratio
50Win Rate
-0.212Net Profit
0PSR
-841.082Sharpe Ratio
-0.237Alpha
-0.005Beta
-32.137CAR
0.2Drawdown
81Loss Rate
9Parameters
1Security Types
0.0527Sortino Ratio
2Tradeable Dates
227Trades
46.441Treynor Ratio
19Win Rate
0.211Net Profit
0PSR
1.474Sharpe Ratio
0.611Alpha
1.379Beta
16.406CAR
1Drawdown
75Loss Rate
0Parameters
1Security Types
0.2543Sortino Ratio
2Tradeable Dates
6Trades
0.105Treynor Ratio
25Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
0Sortino Ratio
21Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
CandaceB left a comment in the discussion Mutual Funds/Closed end funds?
I can't speak for QC but I think reasons may be that the industry has been in migration from...
CandaceB started the discussion First step to live trading, some questions..
I'm very new to coding but have worked in the capital markets my entire career, so I'm a half...
CandaceB left a comment in the discussion Does anyone have Fibonacci retracement example
Rahul do you have that in Python?
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CandaceB left a comment in the discussion Mutual Funds/Closed end funds?
I can't speak for QC but I think reasons may be that the industry has been in migration from...
3 years ago