Cole S
Quant
Date Joined
20th February, 2019
Bootcamp progress
10% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2019-06-17 15:40:45
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2019-07-23 01:02:58
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2020-08-18 01:51:11
Parallel Live Trading
Run multiple live algorithms simultaneously.
2022-01-04 16:20:12
Cloner
Clone at least 100 algorithms from the community.
2022-03-01 16:27:13
C# Programming
Choose C# as your preferred programming language.
2019-06-14 20:05:11
Python Programming
Choose Python as your preferred programming language.
2019-02-20 18:50:44
Popular
Receive at least 10 upvotes from different users in the community.
2021-01-16 19:33:00
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Activity on QuantConnect
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Public Backtests (16)
View More-0.083Net Profit
7.266PSR
-0.215Sharpe Ratio
0Alpha
0.007Beta
-0.083CAR
0.3Drawdown
-0.06Loss Rate
0Parameters
0Security Types
-0.26Sortino Ratio
251Tradeable Dates
90Trades
-0.082Treynor Ratio
0.06Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
267Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
15.754Net Profit
74.935PSR
1.577Sharpe Ratio
-0.012Alpha
0.455Beta
14.447CAR
3.2Drawdown
-0.08Loss Rate
205Parameters
0Security Types
2.806Sortino Ratio
273Tradeable Dates
414Trades
0.22Treynor Ratio
0.16Win Rate
10.843Net Profit
50.278PSR
1.04Sharpe Ratio
0Alpha
0.288Beta
9.961CAR
5.1Drawdown
-0.17Loss Rate
205Parameters
0Security Types
2.137Sortino Ratio
273Tradeable Dates
343Trades
0.244Treynor Ratio
0.3Win Rate
2602.799Net Profit
83.536PSR
3.463Sharpe Ratio
3.228Alpha
0.437Beta
329.969CAR
61.1Drawdown
-1.2Loss Rate
20Parameters
1Security Types
4.197Sortino Ratio
0Tradeable Dates
5333Trades
7.577Treynor Ratio
1.53Win Rate
Community
View MoreCole started the discussion How do you prevent wash sales in your algorithm?
I do not have a live algo yet, but I have a couple I have paper traded and would like to take live....
Cole started the discussion Is classifier.fit now asynchronous?
Hi All,I'm coming back to an old algo a year later that used ExtraTreesClassifiers. I'm...
Cole started the discussion ExtraTreesClassifier Algorithm - Help me improve it
Hi Everyone,About two years ago I spent quite a bit of time learning sklearn and QC. I invested...
Cole started the discussion Warming up a Universe and AlphaModels?
Hi Everyone,I have created a framework that scores AlphaModels and adjusts the weights of each...
-0.083Net Profit
7.266PSR
-0.215Sharpe Ratio
0Alpha
0.007Beta
-0.083CAR
0.3Drawdown
-0.06Loss Rate
0Parameters
0Security Types
-0.26Sortino Ratio
251Tradeable Dates
90Trades
-0.082Treynor Ratio
0.06Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
267Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
15.754Net Profit
74.935PSR
1.577Sharpe Ratio
-0.012Alpha
0.455Beta
14.447CAR
3.2Drawdown
-0.08Loss Rate
205Parameters
0Security Types
2.806Sortino Ratio
273Tradeable Dates
414Trades
0.22Treynor Ratio
0.16Win Rate
10.843Net Profit
50.278PSR
1.04Sharpe Ratio
0Alpha
0.288Beta
9.961CAR
5.1Drawdown
-0.17Loss Rate
205Parameters
0Security Types
2.137Sortino Ratio
273Tradeable Dates
343Trades
0.244Treynor Ratio
0.3Win Rate
2602.799Net Profit
83.536PSR
3.463Sharpe Ratio
3.228Alpha
0.437Beta
329.969CAR
61.1Drawdown
-1.2Loss Rate
20Parameters
1Security Types
4.197Sortino Ratio
0Tradeable Dates
5333Trades
7.577Treynor Ratio
1.53Win Rate
185.779Net Profit
38.361PSR
1.109Sharpe Ratio
0.647Alpha
0.49Beta
59.129CAR
67.7Drawdown
-0.53Loss Rate
20Parameters
1Security Types
0.902Sortino Ratio
0Tradeable Dates
10150Trades
1.515Treynor Ratio
0.58Win Rate
27.964Net Profit
12.41PSR
0.409Sharpe Ratio
0.18Alpha
-0.026Beta
11.526CAR
38.7Drawdown
-0.5Loss Rate
20Parameters
1Security Types
0.344Sortino Ratio
569Tradeable Dates
4104Trades
-6.817Treynor Ratio
0.5Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
4Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
19Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
19Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
17Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
19Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
17Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
19Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
30Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
26Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-30.542Net Profit
0.051PSR
-0.409Sharpe Ratio
-0.097Alpha
-0.097Beta
-6.702CAR
41.4Drawdown
-0.22Loss Rate
0Parameters
0Security Types
-0.428Sortino Ratio
0Tradeable Dates
269Trades
-0.106Treynor Ratio
0.94Win Rate
0Parameters
0Security Types
86Tradeable Dates
4Parameters
0Security Types
0Tradeable Dates
-29.536Net Profit
-2.931Sharpe Ratio
0.205Alpha
-186.825Beta
-98.156CAR
39.1Drawdown
100Loss Rate
0Parameters
1Security Types
-0.4614Sortino Ratio
32Tradeable Dates
17Trades
0.012Treynor Ratio
0Win Rate
Cole left a comment in the discussion Crowd sourcing for live trading intraday strategies (to learn/try)
I threw in the towel on Intraday trading. Intraday is so volatile and hard to predict. I think...
Cole started the discussion How do you prevent wash sales in your algorithm?
I do not have a live algo yet, but I have a couple I have paper traded and would like to take live....
Cole started the discussion Is classifier.fit now asynchronous?
Hi All,I'm coming back to an old algo a year later that used ExtraTreesClassifiers. I'm...
Cole started the discussion ExtraTreesClassifier Algorithm - Help me improve it
Hi Everyone,About two years ago I spent quite a bit of time learning sklearn and QC. I invested...
Cole started the discussion Warming up a Universe and AlphaModels?
Hi Everyone,I have created a framework that scores AlphaModels and adjusts the weights of each...
Cole left a comment in the discussion How to implement Max Daily Drawdown in the Framework?
Hey Greg,
Cole left a comment in the discussion Alpha Streams Refactoring 2.0
100% support this decision, it's needed. My current work revolves around this same concept of...
Cole left a comment in the discussion Warming up a Universe and AlphaModels?
Hey Fred,
Cole left a comment in the discussion Warming up a Universe and AlphaModels?
Looking into the Lean code and this would take some heavy refactoring I think. It currently just...
Cole left a comment in the discussion Implement Error
Hi Jeremy,If you attach a backtest it's easier for us to help. You can click “Attach...
Cole started the discussion Options Algorithms Best Practices?
Hi All,
Cole started the discussion Portfolio Models constantly rebalances short positions
Hi All,
Cole started the discussion Volume Profile Indicator Implementation in C#
Hi All,
Cole started the discussion How to unregister and indicator that does not use a consolidator?
Hi All,
Cole started the discussion How to implement Max Daily Drawdown in the Framework?
Hi guys,Here is what I'm hoping to do:
Cole started the discussion Why do I have to input Job History/LinkedIn to use Research?
Hi All,
Cole started the discussion How to place StopLoss and ProfitTaking orders without getting BuyingPower error
Hi All,
Cole started the discussion Get Open Prices without using Minute data
Hi,
Cole started the discussion Best and Quickest way to get Market Open Prices
Hi All,
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Cole left a comment in the discussion Crowd sourcing for live trading intraday strategies (to learn/try)
I threw in the towel on Intraday trading. Intraday is so volatile and hard to predict. I think...
1 years ago