Craig McWilliams
Quant
Date Joined
23rd May, 2020
Bootcamp progress
77% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2020-06-02 14:32:46
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Run at least 100 backtests on QuantConnect's cloud.
2020-07-21 00:56:37
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Choose C# as your preferred programming language.
2020-05-23 20:10:27
Python Programming
Choose Python as your preferred programming language.
2023-02-09 20:53:15
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Complete a beginner bootcamp in the algorithm lab.
2020-05-26 12:02:21
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Complete an advanced bootcamp in the algorithm lab.
2020-06-07 18:01:26
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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 (41)
View More11.53Net Profit
96.428PSR
2.077Sharpe Ratio
0.006Alpha
0.434Beta
11.608CAR
1.6Drawdown
-0.06Loss Rate
85Parameters
0Security Types
0Tradeable Dates
827Trades
0.146Treynor Ratio
0.12Win Rate
-2.152Net Profit
0.13PSR
-7.355Sharpe Ratio
-0.065Alpha
-0.018Beta
-2.166CAR
2.9Drawdown
-0.04Loss Rate
316Parameters
0Security Types
0Tradeable Dates
571Trades
3.65Treynor Ratio
0.03Win Rate
0.105Net Profit
85.851PSR
2.017Sharpe Ratio
0.001Alpha
-0.001Beta
0.14CAR
0Drawdown
-0.01Loss Rate
85Parameters
0Security Types
189Tradeable Dates
10Trades
-1.012Treynor Ratio
0.16Win Rate
-0.064Net Profit
0.067PSR
-1.587Sharpe Ratio
0Alpha
-0.001Beta
-0.064CAR
0.1Drawdown
-0.03Loss Rate
85Parameters
0Security Types
252Tradeable Dates
3Trades
0.538Treynor Ratio
0Win Rate
3.406Net Profit
55.373PSR
1.127Sharpe Ratio
0.01Alpha
0.152Beta
3.406CAR
1.9Drawdown
-0.03Loss Rate
85Parameters
0Security Types
252Tradeable Dates
1162Trades
0.156Treynor Ratio
0.06Win Rate
Community
View MoreCraig started the discussion Is there a way to compare a backtest's code with the current code in a project?
I ran several successful backtests while successively making changes to the code. Suddenly, it...
Craig started the discussion How to modify ETF Momentum algo to use top 3 symbols by momentum
Hello,
Craig started the discussion Having problems with PlotLy in Jupyter -- charts only 2 bars
Thank you in advance for your help. I am racking my brain, but cannot solve for plotting more...
Craig started the discussion Browser coding environment sometimes won't implement Intellisense or code folding
Hello,
11.53Net Profit
96.428PSR
2.077Sharpe Ratio
0.006Alpha
0.434Beta
11.608CAR
1.6Drawdown
-0.06Loss Rate
85Parameters
0Security Types
0Tradeable Dates
827Trades
0.146Treynor Ratio
0.12Win Rate
-2.152Net Profit
0.13PSR
-7.355Sharpe Ratio
-0.065Alpha
-0.018Beta
-2.166CAR
2.9Drawdown
-0.04Loss Rate
316Parameters
0Security Types
0Tradeable Dates
571Trades
3.65Treynor Ratio
0.03Win Rate
0.105Net Profit
85.851PSR
2.017Sharpe Ratio
0.001Alpha
-0.001Beta
0.14CAR
0Drawdown
-0.01Loss Rate
85Parameters
0Security Types
189Tradeable Dates
10Trades
-1.012Treynor Ratio
0.16Win Rate
-0.064Net Profit
0.067PSR
-1.587Sharpe Ratio
0Alpha
-0.001Beta
-0.064CAR
0.1Drawdown
-0.03Loss Rate
85Parameters
0Security Types
252Tradeable Dates
3Trades
0.538Treynor Ratio
0Win Rate
3.406Net Profit
55.373PSR
1.127Sharpe Ratio
0.01Alpha
0.152Beta
3.406CAR
1.9Drawdown
-0.03Loss Rate
85Parameters
0Security Types
252Tradeable Dates
1162Trades
0.156Treynor Ratio
0.06Win Rate
4.147Net Profit
50.093PSR
1.016Sharpe Ratio
0.013Alpha
0.184Beta
4.147CAR
2.8Drawdown
-0.03Loss Rate
85Parameters
0Security Types
252Tradeable Dates
1142Trades
0.157Treynor Ratio
0.1Win Rate
61.686Net Profit
2.945PSR
0.413Sharpe Ratio
0Alpha
0Beta
7.103CAR
26.9Drawdown
-1.71Loss Rate
12Parameters
0Security Types
1762Tradeable Dates
249Trades
0Treynor Ratio
1.92Win Rate
2.981Net Profit
40.889PSR
0.82Sharpe Ratio
0.032Alpha
0.099Beta
2.989CAR
2.8Drawdown
-0.06Loss Rate
85Parameters
0Security Types
251Tradeable Dates
823Trades
0.212Treynor Ratio
0.13Win Rate
4.494Net Profit
52.631PSR
1.072Sharpe Ratio
0.015Alpha
0.189Beta
4.494CAR
3Drawdown
-0.03Loss Rate
80Parameters
0Security Types
252Tradeable Dates
1142Trades
0.166Treynor Ratio
0.08Win Rate
5.335Net Profit
49.229PSR
1.002Sharpe Ratio
0.016Alpha
0.246Beta
5.335CAR
3.3Drawdown
-0.03Loss Rate
80Parameters
0Security Types
252Tradeable Dates
915Trades
0.152Treynor Ratio
0.05Win Rate
2.073Net Profit
60.499PSR
1.165Sharpe Ratio
0.004Alpha
0.015Beta
1.03CAR
0.5Drawdown
-0.01Loss Rate
85Parameters
0Security Types
505Tradeable Dates
158Trades
0.475Treynor Ratio
0.02Win Rate
3.053Net Profit
75.836PSR
1.426Sharpe Ratio
0.007Alpha
0.017Beta
1.513CAR
0.5Drawdown
-0.01Loss Rate
85Parameters
0Security Types
505Tradeable Dates
104Trades
0.623Treynor Ratio
0.05Win Rate
4.005Net Profit
81.811PSR
2.141Sharpe Ratio
0.048Alpha
0.134Beta
8.195CAR
1.3Drawdown
-0.03Loss Rate
80Parameters
0Security Types
125Tradeable Dates
601Trades
0.423Treynor Ratio
0.06Win Rate
0.135Net Profit
62.794PSR
1.458Sharpe Ratio
0.003Alpha
0.001Beta
0.408CAR
0.1Drawdown
-0.03Loss Rate
80Parameters
0Security Types
83Tradeable Dates
40Trades
2.97Treynor Ratio
0.05Win Rate
0.07Net Profit
65.14PSR
2.213Sharpe Ratio
0.011Alpha
0.012Beta
0.881CAR
0.1Drawdown
-0.02Loss Rate
80Parameters
0Security Types
19Tradeable Dates
22Trades
0.513Treynor Ratio
0Win Rate
0.121Net Profit
61.329PSR
1.368Sharpe Ratio
0.002Alpha
0.006Beta
0.29CAR
0.1Drawdown
-0.07Loss Rate
80Parameters
0Security Types
103Tradeable Dates
8Trades
0.337Treynor Ratio
0Win Rate
0.439Net Profit
20.792PSR
0.632Sharpe Ratio
0.001Alpha
0.003Beta
0.146CAR
0.2Drawdown
-0.05Loss Rate
80Parameters
0Security Types
754Tradeable Dates
33Trades
0.313Treynor Ratio
0.23Win Rate
1.356Net Profit
4.451PSR
0.178Sharpe Ratio
-0.004Alpha
0.06Beta
0.45CAR
3.8Drawdown
-0.05Loss Rate
80Parameters
0Security Types
756Tradeable Dates
537Trades
0.054Treynor Ratio
0.13Win Rate
0.861Net Profit
15.707PSR
0.401Sharpe Ratio
0Alpha
0.022Beta
0.43CAR
1Drawdown
-0.01Loss Rate
80Parameters
0Security Types
503Tradeable Dates
372Trades
0.137Treynor Ratio
0.03Win Rate
93.647Net Profit
11.966PSR
0.645Sharpe Ratio
0Alpha
0Beta
9.898CAR
20.2Drawdown
-3.98Loss Rate
10Parameters
0Security Types
1762Tradeable Dates
49Trades
0Treynor Ratio
7.36Win Rate
66.942Net Profit
1.836PSR
0.352Sharpe Ratio
0Alpha
0Beta
7.594CAR
36.7Drawdown
-4.13Loss Rate
13Parameters
0Security Types
1762Tradeable Dates
103Trades
0Treynor Ratio
4.72Win Rate
6.653Net Profit
53.808PSR
1.046Sharpe Ratio
0.006Alpha
0.051Beta
1.622CAR
1.2Drawdown
-0.08Loss Rate
190Parameters
0Security Types
0Tradeable Dates
170Trades
0.22Treynor Ratio
0.17Win Rate
2.765Net Profit
6.005PSR
0.353Sharpe Ratio
0.001Alpha
0.037Beta
0.684CAR
2.7Drawdown
-0.07Loss Rate
190Parameters
0Security Types
0Tradeable Dates
123Trades
0.131Treynor Ratio
0.22Win Rate
3.59Net Profit
41.77PSR
0.931Sharpe Ratio
0.006Alpha
-0.003Beta
0.886CAR
0.6Drawdown
-0.09Loss Rate
190Parameters
0Security Types
0Tradeable Dates
273Trades
-2.417Treynor Ratio
0.22Win Rate
3.223Net Profit
30.627PSR
0.751Sharpe Ratio
0.002Alpha
0.053Beta
1.063CAR
1.4Drawdown
-0.09Loss Rate
190Parameters
0Security Types
0Tradeable Dates
279Trades
0.139Treynor Ratio
0.17Win Rate
1.593Net Profit
56.578PSR
1.147Sharpe Ratio
0.007Alpha
0.042Beta
1.593CAR
0.6Drawdown
-0.07Loss Rate
188Parameters
0Security Types
1.899Sortino Ratio
0Tradeable Dates
94Trades
0.265Treynor Ratio
0.13Win Rate
1.445Net Profit
61.211PSR
1.237Sharpe Ratio
0.008Alpha
0.011Beta
1.453CAR
0.6Drawdown
-0.09Loss Rate
188Parameters
0Security Types
2.468Sortino Ratio
0Tradeable Dates
66Trades
0.929Treynor Ratio
0.16Win Rate
-0.837Net Profit
1.223PSR
-0.322Sharpe Ratio
-0.004Alpha
0.006Beta
-0.42CAR
1.5Drawdown
-0.07Loss Rate
188Parameters
0Security Types
-0.457Sortino Ratio
0Tradeable Dates
234Trades
-0.511Treynor Ratio
0.18Win Rate
0.031Net Profit
0.117PSR
0.045Sharpe Ratio
0Alpha
0Beta
0.004CAR
0.2Drawdown
0Loss Rate
183Parameters
0Security Types
0.074Sortino Ratio
0Tradeable Dates
360Trades
-0.066Treynor Ratio
0.01Win Rate
-0.036Net Profit
0.035PSR
-0.065Sharpe Ratio
0Alpha
-0.001Beta
-0.005CAR
0.3Drawdown
0Loss Rate
183Parameters
0Security Types
-0.111Sortino Ratio
0Tradeable Dates
196Trades
0.027Treynor Ratio
0.01Win Rate
Craig started the discussion Is there a way to compare a backtest's code with the current code in a project?
I ran several successful backtests while successively making changes to the code. Suddenly, it...
Craig started the discussion How to modify ETF Momentum algo to use top 3 symbols by momentum
Hello,
Craig started the discussion Having problems with PlotLy in Jupyter -- charts only 2 bars
Thank you in advance for your help. I am racking my brain, but cannot solve for plotting more...
Craig started the discussion Browser coding environment sometimes won't implement Intellisense or code folding
Hello,
Craig left a comment in the discussion Browser coding environment sometimes won't implement Intellisense or code folding
Hey! Amazingly, the coding environment loaded this morning with the features! Spontaneous...
Craig left a comment in the discussion Browser coding environment sometimes won't implement Intellisense or code folding
Thank you Mia. It is interesting you should suggest measures which address tonic or persistent...
Craig left a comment in the discussion Browser coding environment sometimes won't implement Intellisense or code folding
Hi Mia,
Craig left a comment in the discussion Having problems with PlotLy in Jupyter -- charts only 2 bars
I managed to fix the code:
Craig left a comment in the discussion How to modify ETF Momentum algo to use top 3 symbols by momentum
Thank you Guys very, very much.
Craig left a comment in the discussion Is there a way to compare a backtest's code with the current code in a project?
Thanks Derek. That was indeed my work around.
Craig started the discussion Does the Fine filter begin with the coarse?
Hello, my fine filter includes stocks that do not match my coarse requirements.
Craig started the discussion Is anyone else having issues with the new coding IDE?
Hi,
Craig started the discussion Can any tell me whether Fine.ValuationRatios.TrailingDividendYield is a percent value?
Hi all. I cannot discern from the documentation and my code is returning suspicious values. ...
Craig started the discussion What are the best practices for managing and re-pricing limit orders if they are not filled entirely?
Hello all,
Craig started the discussion Is there a way to obtain the LineNo from the exception object?
Hello all, and happy new year.
Craig started the discussion How to use LINQ to return options from a universe
We migrated to the use of Universes in order to return fundamental data and to subscribe to options...
Craig started the discussion How do I retrieve and evaluate ex-Dividend Dates?
Hello,
Craig started the discussion How can I retrieve Ex-Dividend dates?
Hello, I'm asking this question again now that I've joined as a member.
Craig started the discussion Can I iterate through an OptionChains class, and if so how? Or, must I iteratively apply .SetFilter.
I'd like to interate through an OptionsChains class to identify chains with different strikes or...
Craig started the discussion Are the options chains National Best Bid/Offer (NBB / NBO)?
Does anyone know if the options chains are from 1 or from more than 1 exchange?
Craig started the discussion Can someone help me with a C# implementation of this OptionChains Python code?
All, I need to iterate through OptionChains class members to select individual chains based upon...
Craig started the discussion How may I upload and utilize Dividend data?
I have sources of dividend data in the form of files (CSV & Jason) and also webservices...
Craig started the discussion Option Greeks are 0 using AddOptionContract and setting PriceModel
Hello,
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Craig left a comment in the discussion Browser coding environment sometimes won't implement Intellisense or code folding
Hey! Amazingly, the coding environment loaded this morning with the features! Spontaneous...
1 years ago