Craig Nathan
Quant
Date Joined
3rd July, 2024
Bootcamp progress
16% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2024-07-27 20:29:55
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2024-07-10 06:38:16
Python Programming
Choose Python as your preferred programming language.
2024-07-03 02:59:53
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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 (11)
View More0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
1Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
1Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
1Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
1Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
1Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Community
View MoreCraig started the discussion Custom Time Rule Framework for Constraining Schedules to Market Hours for Intraday Algos
Thought I'd share this custom time rule framework which enables the creation of time rules that...
Craig left a comment in the discussion Backtest Handled Error: ORCL R735QTJ8XC9X: The security does not have an accurate price
self.settings.daily_precice_end_time = True works fine for me.Looks like you need to move the...
Craig started the discussion Feature Request: Working Data for Indicators
The addition of support for "working data" in indicators within QuantConnect would enable...
Craig started the discussion Backtest Handled Error: The security does not have an accurate price
I'm having an issue where I have many cases of the following error for various securities:
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
1Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
1Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
1Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
1Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
1Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
28.879Net Profit
82.095PSR
2.395Sharpe Ratio
0.118Alpha
1.593Beta
71.347CAR
11.7Drawdown
-0.13Loss Rate
0Parameters
0Security Types
0Tradeable Dates
3045Trades
0.282Treynor Ratio
0.16Win Rate
28.879Net Profit
82.095PSR
2.395Sharpe Ratio
0.118Alpha
1.593Beta
71.347CAR
11.7Drawdown
-0.13Loss Rate
0Parameters
0Security Types
0Tradeable Dates
3045Trades
0.282Treynor Ratio
0.16Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
2Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
12.844Net Profit
63.156PSR
1.261Sharpe Ratio
0.17Alpha
0.257Beta
27.26CAR
3.1Drawdown
-0.07Loss Rate
0Parameters
0Security Types
0Tradeable Dates
584Trades
0.716Treynor Ratio
0.16Win Rate
12.844Net Profit
63.156PSR
1.261Sharpe Ratio
0.17Alpha
0.257Beta
27.26CAR
3.1Drawdown
-0.07Loss Rate
0Parameters
0Security Types
0Tradeable Dates
584Trades
0.716Treynor Ratio
0.16Win Rate
Craig started the discussion Custom Time Rule Framework for Constraining Schedules to Market Hours for Intraday Algos
Thought I'd share this custom time rule framework which enables the creation of time rules that...
Craig left a comment in the discussion Backtest Handled Error: ORCL R735QTJ8XC9X: The security does not have an accurate price
Whoops - I overlooked the fact that we don't actually want to check self.changes.added_securities...
Craig left a comment in the discussion Backtest Handled Error: ORCL R735QTJ8XC9X: The security does not have an accurate price
self.settings.daily_precice_end_time = True works fine for me.Looks like you need to move the...
Craig started the discussion Feature Request: Working Data for Indicators
The addition of support for "working data" in indicators within QuantConnect would enable...
Craig started the discussion Backtest Handled Error: The security does not have an accurate price
I'm having an issue where I have many cases of the following error for various securities:
Craig left a comment in the discussion Backtest Handled Error: The security does not have an accurate price
I was able to fix it by adding the check for self.Securities[symbol].Price > 0. Now backtesting...
Craig left a comment in the discussion Backtest Handled Error: The security does not have an accurate price
Thanks for the follow up, but this did not resolve the issue either.
Craig left a comment in the discussion Backtest Handled Error: The security does not have an accurate price
Thanks for your response, but I believe I am already satisfying this check that you're suggesting...
Craig left a comment in the discussion Looking for floating stock shares number on equities
Has there been any update on this? Is share float data still not available?
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Craig left a comment in the discussion Backtest Handled Error: ORCL R735QTJ8XC9X: The security does not have an accurate price
Whoops - I overlooked the fact that we don't actually want to check self.changes.added_securities...
1 months ago