Dan Root
Quant
Date Joined
7th October, 2017
Bootcamp progress
100% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2021-04-22 21:34:02
Notebook Sharing
Share a notebook with others.
2019-05-20 02:37:03
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2018-11-22 20:35:04
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2018-10-26 18:20:46
Parallel Live Trading
Run multiple live algorithms simultaneously.
2018-12-04 18:18:58
Cloner
Clone at least 100 algorithms from the community.
2019-06-30 03:15:50
C# Programming
Choose C# as your preferred programming language.
2018-04-18 22:22:08
Python Programming
Choose Python as your preferred programming language.
2018-09-29 19:15:48
Popular
Receive at least 10 upvotes from different users in the community.
2021-12-13 17:03:43
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2019-05-14 22:17:55
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2019-10-26 23:28:51
- Profile
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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 (5)
View More133.002Net Profit
37.084PSR
0.937Sharpe Ratio
0.053Alpha
0.359Beta
12.096CAR
17.9Drawdown
-0.08Loss Rate
68Parameters
1Security Types
1.464Sortino Ratio
1865Tradeable Dates
211Trades
0.241Treynor Ratio
0.18Win Rate
5391.519Net Profit
68.033PSR
1.447Sharpe Ratio
0.651Alpha
0.029Beta
81.891CAR
40.6Drawdown
-6.02Loss Rate
17Parameters
1Security Types
0.938Sortino Ratio
0Tradeable Dates
257Trades
22.291Treynor Ratio
11.81Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
7.9228162514264E+28Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
154906.094Net Profit
83.449PSR
2.733Sharpe Ratio
2.712Alpha
0.596Beta
204.353CAR
89.1Drawdown
-5.34Loss Rate
0Parameters
1Security Types
0.756Sortino Ratio
0Tradeable Dates
527Trades
4.663Treynor Ratio
19.09Win Rate
37.091Net Profit
34.612PSR
0.886Sharpe Ratio
0.036Alpha
0Beta
5.125CAR
4.1Drawdown
42Loss Rate
8Parameters
1Security Types
0.1711Sortino Ratio
2303Tradeable Dates
641Trades
-124.268Treynor Ratio
58Win Rate
Community
View MoreDan started the discussion XGBoost Regression Model Prediction of Future Returns based on Indicator and Market Percent Change Data
Hello, below is an example of a machine learning algorithm using the XGBoost library. I am running...
Dan left a comment in the discussion Continuous futures backtest not working on IDE 3.0 (works on 2.0)
I am having a similar issue with an algorithm I posted.
Dan left a comment in the discussion XGBoost Regression Model Prediction of Future Returns based on Indicator and Market Percent Change Data
Hey Alex,
Dan left a comment in the discussion XGBoost Regression Model Prediction of Future Returns based on Indicator and Market Percent Change Data
Hello Adam,
133.002Net Profit
37.084PSR
0.937Sharpe Ratio
0.053Alpha
0.359Beta
12.096CAR
17.9Drawdown
-0.08Loss Rate
68Parameters
1Security Types
1.464Sortino Ratio
1865Tradeable Dates
211Trades
0.241Treynor Ratio
0.18Win Rate
5391.519Net Profit
68.033PSR
1.447Sharpe Ratio
0.651Alpha
0.029Beta
81.891CAR
40.6Drawdown
-6.02Loss Rate
17Parameters
1Security Types
0.938Sortino Ratio
0Tradeable Dates
257Trades
22.291Treynor Ratio
11.81Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
7.9228162514264E+28Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
154906.094Net Profit
83.449PSR
2.733Sharpe Ratio
2.712Alpha
0.596Beta
204.353CAR
89.1Drawdown
-5.34Loss Rate
0Parameters
1Security Types
0.756Sortino Ratio
0Tradeable Dates
527Trades
4.663Treynor Ratio
19.09Win Rate
37.091Net Profit
34.612PSR
0.886Sharpe Ratio
0.036Alpha
0Beta
5.125CAR
4.1Drawdown
42Loss Rate
8Parameters
1Security Types
0.1711Sortino Ratio
2303Tradeable Dates
641Trades
-124.268Treynor Ratio
58Win Rate
Dan started the discussion XGBoost Regression Model Prediction of Future Returns based on Indicator and Market Percent Change Data
Hello, below is an example of a machine learning algorithm using the XGBoost library. I am running...
Dan left a comment in the discussion XGBoost Regression Model Prediction of Future Returns based on Indicator and Market Percent Change Data
Correction, sorry I meant Adam not Alex on that last message. 😊
Dan left a comment in the discussion Continuous futures backtest not working on IDE 3.0 (works on 2.0)
I am having a similar issue with an algorithm I posted.
Dan left a comment in the discussion XGBoost Regression Model Prediction of Future Returns based on Indicator and Market Percent Change Data
Hey Alex,
Dan left a comment in the discussion XGBoost Regression Model Prediction of Future Returns based on Indicator and Market Percent Change Data
Hello Adam,
Dan left a comment in the discussion XGBoost Regression Model Prediction of Future Returns based on Indicator and Market Percent Change Data
Here is the article about this algorithm that got published on the Medium platform.
Dan left a comment in the discussion [Update] Dark Theme for Development Environment
It is now in Account Settings. Hope this helps.
Dan started the discussion Simple Regression Channel Algorithm
Hello, this algorithm trades ETHUSD based on the theory that a positive regression channel slope...
Dan started the discussion Does Two Week Magnitude Effect Current Returns
Hello, I am sharing this algorithm that takes 2 week returns and tries to make future trading...
Dan started the discussion Will the QuantConnect.VisualStudioPlugin.vsix be compatible with Visual Studio 2019 any time soon?
Hello, I was just wondering if this plugin is going to be updated to be compatible with vs 2019 any...
Dan started the discussion When will tensorflow 2.0 be supported?
Currently, QC supports tensorflow 1.12.0. Just wondering if this is in the works or not?
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Dan left a comment in the discussion XGBoost Regression Model Prediction of Future Returns based on Indicator and Market Percent Change Data
Correction, sorry I meant Adam not Alex on that last message. 😊
2 years ago