Christopher Phillips
Quant
Date Joined
10th June, 2021
Bootcamp progress
51% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2021-06-29 21:46:47
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2021-06-15 04:06:47
Python Programming
Choose Python as your preferred programming language.
2021-06-10 21:58:45
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2021-06-12 20:39:23
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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 (3)
View More-1.853Net Profit
14.954PSR
-0.761Sharpe Ratio
-0.032Alpha
-0.053Beta
-5.317CAR
3.8Drawdown
-0.65Loss Rate
17Parameters
0Security Types
-1.039Sortino Ratio
87Tradeable Dates
81Trades
0.963Treynor Ratio
0.95Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
22Parameters
0Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
17Parameters
0Security Types
0Sortino Ratio
87Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Community
View MoreChristopher started the discussion Simple RSI trading strategy help.
Hi All,
Christopher started the discussion Using Equity Ask/Bid to determine Spread
Hi all,
Christopher started the discussion Comparing pervious days close to current last price?
Hi all,
Christopher started the discussion Issue with SL/ PT and Timed exit, executing simultaneously.
Hi All,
Christopher started the discussion Different backtest results for same algorithm, one ticker vs. two tickers.
Hi All,
-1.853Net Profit
14.954PSR
-0.761Sharpe Ratio
-0.032Alpha
-0.053Beta
-5.317CAR
3.8Drawdown
-0.65Loss Rate
17Parameters
0Security Types
-1.039Sortino Ratio
87Tradeable Dates
81Trades
0.963Treynor Ratio
0.95Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
22Parameters
0Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
17Parameters
0Security Types
0Sortino Ratio
87Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Christopher started the discussion Simple RSI trading strategy help.
Hi All,
Christopher started the discussion Using Equity Ask/Bid to determine Spread
Hi all,
Christopher started the discussion Comparing pervious days close to current last price?
Hi all,
Christopher started the discussion Issue with SL/ PT and Timed exit, executing simultaneously.
Hi All,
Christopher started the discussion Different backtest results for same algorithm, one ticker vs. two tickers.
Hi All,
Christopher started the discussion Bid/Ask pricing from Interactive Brokers
Hi All,
Christopher started the discussion Populating self.Equities with tickers from Coars and fine selection.
Hi all,
Christopher started the discussion Merging Algorithm Framework Modules into a single class?
Hi All,
Christopher left a comment in the discussion Populating self.Equities with tickers from Coars and fine selection.
Hi Varad kabade , Thanks for clarifying on the pipeline. It looks like it's trading now, but we...
Christopher left a comment in the discussion For seeding universe SymbolData, Is self.History() faster than AddEquity?
Hi .ekz., Would you be able to provide an example of this best practice, programmatically?
Christopher left a comment in the discussion Bid/Ask pricing from Interactive Brokers
Varad kabade Thanks so much for the update. Really appreciate you looking into this!
Christopher left a comment in the discussion Bid/Ask pricing from Interactive Brokers
Hi Varad kabade , apologies, I've been out of town for a few days.
Christopher left a comment in the discussion Bid/Ask pricing from Interactive Brokers
Hi Varad kabade ,
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Christopher left a comment in the discussion OCGN, Second The issue starts from Mar 1st, 2021; and continues until Mar 19th, 2021
Hi Varad kabade I have discovered the spread data issue with more tickers. Please see attached...
3 years ago