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Corey Davis

Quant

Date Joined

13th March, 2018

Bootcamp progress

8% Complete

Achievements

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Backtester

Run at least 100 backtests on QuantConnect's cloud.

2018-03-29 01:33:50
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Live Trading

Deploy a live trading algorithm using one of QuantConnect's supported brokerages.

2018-03-15 18:55:24
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Python Programming

Choose Python as your preferred programming language.

2018-03-13 17:39:01
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  • Backtests
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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 (64)

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Formal Fluorescent Yellow Fox

25.094Net Profit

0.707Sharpe Ratio

0.134Alpha

-3.399Beta

7.128CAR

9.6Drawdown

48Loss Rate

1Security Types

0.076455806265334Sortino Ratio

818Tradeable Dates

1906Trades

-0.02Treynor Ratio

52Win Rate

Retrospective Red Caterpillar

4.373Net Profit

0.195Sharpe Ratio

-0.041Alpha

3.06Beta

1.325CAR

11.7Drawdown

49Loss Rate

1Security Types

0.012916099631926Sortino Ratio

818Tradeable Dates

1925Trades

0.005Treynor Ratio

51Win Rate

Focused Red-Orange Crocodile

4.374Net Profit

0.168Sharpe Ratio

0.096Alpha

-4.282Beta

1.325CAR

14.7Drawdown

52Loss Rate

1Security Types

0.019950342671616Sortino Ratio

818Tradeable Dates

1936Trades

-0.004Treynor Ratio

48Win Rate

Alert Black Coyote

-5.72Net Profit

-0.115Sharpe Ratio

0.045Alpha

-3.041Beta

-1.795CAR

19Drawdown

52Loss Rate

1Security Types

-0.011356620362497Sortino Ratio

818Tradeable Dates

1979Trades

0.004Treynor Ratio

48Win Rate

Dancing Tan Beaver

12.386Net Profit

0.387Sharpe Ratio

-0.03Alpha

3.693Beta

3.656CAR

17.1Drawdown

49Loss Rate

1Security Types

0.039009966273691Sortino Ratio

818Tradeable Dates

1882Trades

0.01Treynor Ratio

51Win Rate

Community

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Corey started the discussion Joining Historical Data and Historical Indicators

I am currently trying to train a model inside the algorithm environment on a given symbol's...

6 years ago

Corey left a comment in the discussion Joining Historical Data and Historical Indicators

Thanks HanByul P ,

6 years ago

Corey left a comment in the discussion Joining Historical Data and Historical Indicators

Thank you HanByul P - this is very helpful! My one question is how would I maintain the index...

6 years ago

Corey left a comment in the discussion Joining Historical Data and Historical Indicators

As an added note, this is easy to do in the research environemnt with the following commands: 

6 years ago

Formal Fluorescent Yellow Fox

25.094Net Profit

0.707Sharpe Ratio

0.134Alpha

-3.399Beta

7.128CAR

9.6Drawdown

48Loss Rate

1Security Types

0.076455806265334Sortino Ratio

818Tradeable Dates

1906Trades

-0.02Treynor Ratio

52Win Rate

Retrospective Red Caterpillar

4.373Net Profit

0.195Sharpe Ratio

-0.041Alpha

3.06Beta

1.325CAR

11.7Drawdown

49Loss Rate

1Security Types

0.012916099631926Sortino Ratio

818Tradeable Dates

1925Trades

0.005Treynor Ratio

51Win Rate

Focused Red-Orange Crocodile

4.374Net Profit

0.168Sharpe Ratio

0.096Alpha

-4.282Beta

1.325CAR

14.7Drawdown

52Loss Rate

1Security Types

0.019950342671616Sortino Ratio

818Tradeable Dates

1936Trades

-0.004Treynor Ratio

48Win Rate

Alert Black Coyote

-5.72Net Profit

-0.115Sharpe Ratio

0.045Alpha

-3.041Beta

-1.795CAR

19Drawdown

52Loss Rate

1Security Types

-0.011356620362497Sortino Ratio

818Tradeable Dates

1979Trades

0.004Treynor Ratio

48Win Rate

Dancing Tan Beaver

12.386Net Profit

0.387Sharpe Ratio

-0.03Alpha

3.693Beta

3.656CAR

17.1Drawdown

49Loss Rate

1Security Types

0.039009966273691Sortino Ratio

818Tradeable Dates

1882Trades

0.01Treynor Ratio

51Win Rate

Focused Asparagus Zebra

0.06Net Profit

0.056Sharpe Ratio

0.125Alpha

-6.43Beta

0.018CAR

16.7Drawdown

52Loss Rate

1Security Types

0.011398712530723Sortino Ratio

818Tradeable Dates

1899Trades

-0.001Treynor Ratio

48Win Rate

Focused Brown Alpaca

-3.516Net Profit

-0.481Sharpe Ratio

-0.06Alpha

1.873Beta

-2.818CAR

6.2Drawdown

57Loss Rate

1Security Types

-0.070286308505936Sortino Ratio

314Tradeable Dates

666Trades

-0.014Treynor Ratio

43Win Rate

Alert Brown Caterpillar

6.682Net Profit

0.763Sharpe Ratio

0.001Alpha

2.629Beta

5.303CAR

6.4Drawdown

50Loss Rate

1Security Types

0.036215915741991Sortino Ratio

314Tradeable Dates

663Trades

0.019Treynor Ratio

50Win Rate

Ugly Yellow Bison

1.825Net Profit

0.272Sharpe Ratio

0.003Alpha

0.652Beta

1.455CAR

5.8Drawdown

57Loss Rate

1Security Types

0.041379948820804Sortino Ratio

314Tradeable Dates

711Trades

0.023Treynor Ratio

43Win Rate

Casual Fluorescent Yellow Alpaca

8.168Net Profit

0.44Sharpe Ratio

-0.053Alpha

6.655Beta

6.472CAR

13.5Drawdown

50Loss Rate

1Security Types

0.067344811768777Sortino Ratio

314Tradeable Dates

721Trades

0.011Treynor Ratio

50Win Rate

Alert Yellow-Green Bear

12.625Net Profit

0.708Sharpe Ratio

-0.068Alpha

8.879Beta

9.963CAR

10.9Drawdown

50Loss Rate

1Security Types

0.13845365092178Sortino Ratio

314Tradeable Dates

660Trades

0.011Treynor Ratio

50Win Rate

Measured Apricot Rhinoceros

4.757Net Profit

0.572Sharpe Ratio

0.016Alpha

1.105Beta

3.782CAR

3.8Drawdown

52Loss Rate

1Security Types

0.0176924819673Sortino Ratio

314Tradeable Dates

715Trades

0.033Treynor Ratio

48Win Rate

Alert Asparagus Hamster

1.15Net Profit

0.106Sharpe Ratio

0.075Alpha

-3.042Beta

0.352CAR

27.5Drawdown

52Loss Rate

1Security Types

-0.0037697346111175Sortino Ratio

818Tradeable Dates

1938Trades

-0.006Treynor Ratio

48Win Rate

Adaptable Yellow Cow

-1.314Net Profit

-0.37Sharpe Ratio

-0.011Alpha

0.095Beta

-1.315CAR

4.8Drawdown

47Loss Rate

1Security Types

-0.032755612152318Sortino Ratio

252Tradeable Dates

50Trades

-0.11Treynor Ratio

53Win Rate

Emotional Yellow-Green Salamander

-1.314Net Profit

-0.37Sharpe Ratio

-0.011Alpha

0.095Beta

-1.315CAR

4.8Drawdown

47Loss Rate

1Security Types

-0.032755612152318Sortino Ratio

252Tradeable Dates

50Trades

-0.11Treynor Ratio

53Win Rate

Measured Magenta Snake

-1.314Net Profit

-0.37Sharpe Ratio

-0.011Alpha

0.095Beta

-1.315CAR

4.8Drawdown

47Loss Rate

1Security Types

-0.032755612152318Sortino Ratio

252Tradeable Dates

50Trades

-0.11Treynor Ratio

53Win Rate

Calm Yellow-Green Dogfish

-9.415Net Profit

-0.071Sharpe Ratio

0.06Alpha

-3.459Beta

-0.865CAR

24.5Drawdown

53Loss Rate

1Security Types

-3.6329848154718E-5Sortino Ratio

2862Tradeable Dates

6716Trades

0.002Treynor Ratio

47Win Rate

Calm Black Cow

-44.101Net Profit

-0.374Sharpe Ratio

0.106Alpha

-7.819Beta

-4.983CAR

50.4Drawdown

57Loss Rate

1Security Types

-0.029216960405576Sortino Ratio

2862Tradeable Dates

6143Trades

0.005Treynor Ratio

43Win Rate

Calm Tan Hippopotamus

-5.533Net Profit

0.016Sharpe Ratio

-0.098Alpha

5.266Beta

-0.499CAR

38.3Drawdown

50Loss Rate

1Security Types

-0.013341981773401Sortino Ratio

2862Tradeable Dates

6544Trades

0Treynor Ratio

50Win Rate

Hyper-Active Black Koala

-44.101Net Profit

-0.374Sharpe Ratio

0.106Alpha

-7.819Beta

-4.983CAR

50.4Drawdown

57Loss Rate

1Security Types

-0.029216960405576Sortino Ratio

2862Tradeable Dates

6143Trades

0.005Treynor Ratio

43Win Rate

Crawling Apricot Ant

-8.53Net Profit

-0.014Sharpe Ratio

-0.126Alpha

6.656Beta

-0.781CAR

37.4Drawdown

50Loss Rate

1Security Types

-0.0014086626463978Sortino Ratio

2862Tradeable Dates

6221Trades

0Treynor Ratio

50Win Rate

Creative Light Brown Bull

-16.96Net Profit

-0.093Sharpe Ratio

0.123Alpha

-7.102Beta

-1.62CAR

33.2Drawdown

56Loss Rate

1Security Types

-0.009595272921693Sortino Ratio

2862Tradeable Dates

6202Trades

0.001Treynor Ratio

44Win Rate

Logical Fluorescent Orange Hornet

-25.306Net Profit

-0.183Sharpe Ratio

-0.105Alpha

2.905Beta

-8.581CAR

58.8Drawdown

54Loss Rate

1Security Types

-0.023614065093269Sortino Ratio

818Tradeable Dates

1874Trades

-0.017Treynor Ratio

46Win Rate

Hyper-Active Yellow-Green Dinosaur

87.532Net Profit

0.336Sharpe Ratio

0.377Alpha

-15.861Beta

5.683CAR

64.9Drawdown

54Loss Rate

1Security Types

0.033634817711562Sortino Ratio

2861Tradeable Dates

6529Trades

-0.005Treynor Ratio

46Win Rate

Emotional Asparagus Seahorse

107.647Net Profit

0.376Sharpe Ratio

0.276Alpha

-10.078Beta

6.634CAR

57.5Drawdown

54Loss Rate

1Security Types

0.043724482892212Sortino Ratio

2861Tradeable Dates

6877Trades

-0.009Treynor Ratio

46Win Rate

Logical Fluorescent Pink Baboon

114.337Net Profit

0.491Sharpe Ratio

-0.057Alpha

7.025Beta

6.937CAR

41.7Drawdown

49Loss Rate

1Security Types

0.035855036247442Sortino Ratio

2860Tradeable Dates

7000Trades

0.01Treynor Ratio

51Win Rate

Ugly Red Camel

145.453Net Profit

0.489Sharpe Ratio

-0.007Alpha

5.216Beta

8.22CAR

52Drawdown

50Loss Rate

1Security Types

0.040128021557853Sortino Ratio

2860Tradeable Dates

6769Trades

0.017Treynor Ratio

50Win Rate

Calculating Yellow-Green Jackal

3.755Net Profit

0.182Sharpe Ratio

-0.136Alpha

10.257Beta

1.14CAR

51.8Drawdown

51Loss Rate

1Security Types

0.0026165932135499Sortino Ratio

818Tradeable Dates

1957Trades

0.005Treynor Ratio

49Win Rate

Upgraded Fluorescent Yellow Wolf

-3.454Net Profit

-0.158Sharpe Ratio

-0.078Alpha

3.827Beta

-1.075CAR

12.4Drawdown

48Loss Rate

1Security Types

-0.001466363154205Sortino Ratio

818Tradeable Dates

2397Trades

-0.002Treynor Ratio

52Win Rate

Adaptable Yellow-Green Caterpillar

-19.668Net Profit

-0.108Sharpe Ratio

-0.153Alpha

6.821Beta

-6.513CAR

57Drawdown

53Loss Rate

1Security Types

-0.017725136008798Sortino Ratio

818Tradeable Dates

1864Trades

-0.004Treynor Ratio

47Win Rate

Corey started the discussion Joining Historical Data and Historical Indicators

I am currently trying to train a model inside the algorithm environment on a given symbol's...

6 years ago

Corey left a comment in the discussion Joining Historical Data and Historical Indicators

Thanks HanByul P ,

6 years ago

Corey left a comment in the discussion Joining Historical Data and Historical Indicators

Thank you HanByul P - this is very helpful! My one question is how would I maintain the index...

6 years ago

Corey left a comment in the discussion Joining Historical Data and Historical Indicators

As an added note, this is easy to do in the research environemnt with the following commands: 

6 years ago

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