Dan Aldea
Quant
Date Joined
22nd November, 2018
Bootcamp progress
15% Complete
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2020-05-04 05:45:08
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2019-10-01 19:18:57
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2018-11-22 10:34:31
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2018-11-22 10:50:11
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2018-11-22 08:24:49
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2018-11-26 21:30:50
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Public Backtests (9)
View More0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
17Parameters
0Security Types
252Tradeable Dates
20Trades
0Treynor Ratio
0Win Rate
-0.581Net Profit
12.135PSR
-0.483Sharpe Ratio
-0.018Alpha
0.386Beta
-0.725CAR
4.4Drawdown
-0.99Loss Rate
33Parameters
0Security Types
292Tradeable Dates
34Trades
-0.074Treynor Ratio
0.17Win Rate
-2.586Net Profit
5.857PSR
-0.828Sharpe Ratio
-0.03Alpha
0.386Beta
-3.342CAR
4.8Drawdown
-1.19Loss Rate
32Parameters
0Security Types
232Tradeable Dates
34Trades
-0.128Treynor Ratio
0.17Win Rate
39.572Net Profit
3.89PSR
0.214Sharpe Ratio
-0.03Alpha
0.329Beta
5.799CAR
34.6Drawdown
-16.76Loss Rate
18Parameters
0Security Types
1490Tradeable Dates
107Trades
0.077Treynor Ratio
1.2Win Rate
40.847Net Profit
1.126PSR
0.119Sharpe Ratio
-0.019Alpha
0.29Beta
2.915CAR
15.5Drawdown
-2.21Loss Rate
18Parameters
0Security Types
3000Tradeable Dates
207Trades
0.02Treynor Ratio
0.43Win Rate
Community
View MoreDan started the discussion Tick data consolidation
Hi guys,
Dan started the discussion Weird overall positive results with margin calls
Hi guys,
Dan left a comment in the discussion Weird overall positive results with margin calls
Thanks Rahul!
Dan left a comment in the discussion Tick data consolidation
Thanks Douglas, somehow missed that document, makes perfect sense now.
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
17Parameters
0Security Types
252Tradeable Dates
20Trades
0Treynor Ratio
0Win Rate
-0.581Net Profit
12.135PSR
-0.483Sharpe Ratio
-0.018Alpha
0.386Beta
-0.725CAR
4.4Drawdown
-0.99Loss Rate
33Parameters
0Security Types
292Tradeable Dates
34Trades
-0.074Treynor Ratio
0.17Win Rate
-2.586Net Profit
5.857PSR
-0.828Sharpe Ratio
-0.03Alpha
0.386Beta
-3.342CAR
4.8Drawdown
-1.19Loss Rate
32Parameters
0Security Types
232Tradeable Dates
34Trades
-0.128Treynor Ratio
0.17Win Rate
39.572Net Profit
3.89PSR
0.214Sharpe Ratio
-0.03Alpha
0.329Beta
5.799CAR
34.6Drawdown
-16.76Loss Rate
18Parameters
0Security Types
1490Tradeable Dates
107Trades
0.077Treynor Ratio
1.2Win Rate
40.847Net Profit
1.126PSR
0.119Sharpe Ratio
-0.019Alpha
0.29Beta
2.915CAR
15.5Drawdown
-2.21Loss Rate
18Parameters
0Security Types
3000Tradeable Dates
207Trades
0.02Treynor Ratio
0.43Win Rate
2.833Net Profit
89.111PSR
1.75Sharpe Ratio
0.012Alpha
0.012Beta
1.689CAR
0.5Drawdown
-0.05Loss Rate
5Parameters
0Security Types
1.482Sortino Ratio
609Tradeable Dates
519Trades
-123.718Treynor Ratio
0.05Win Rate
-8.903Net Profit
0PSR
-3.033Sharpe Ratio
-0.037Alpha
-0.037Beta
-5.436CAR
9Drawdown
-0.06Loss Rate
5Parameters
0Security Types
-3.199Sortino Ratio
609Tradeable Dates
678Trades
25.439Treynor Ratio
0.07Win Rate
20602Parameters
0Security Types
103Tradeable Dates
11Parameters
0Security Types
26Tradeable Dates
Dan left a comment in the discussion Issue with SPX 0DTE option contract prices
Hi Vasily, for SPX 0DTE, do you use the symbol “SPX”, or it's something different like SPXW for...
Dan started the discussion Tick data consolidation
Hi guys,
Dan started the discussion Weird overall positive results with margin calls
Hi guys,
Dan left a comment in the discussion Weird overall positive results with margin calls
Thanks Rahul!
Dan left a comment in the discussion Tick data consolidation
Thanks Douglas, somehow missed that document, makes perfect sense now.
Dan left a comment in the discussion Tick data consolidation
I think I've figured it out, I was looking at the time the wrong way: the 00:30:00 bar I guess...
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Dan left a comment in the discussion Issue with SPX 0DTE option contract prices
Hi Vasily, for SPX 0DTE, do you use the symbol “SPX”, or it's something different like SPXW for...
3 months ago