Dan Whitnable
Quant
Date Joined
10th September, 2017
Bootcamp progress
0% Complete
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Popular
Receive at least 10 upvotes from different users in the community.
2020-03-31 12:33:04
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Activity on QuantConnect
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Public Backtests (9)
View More0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
12Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
1.596Net Profit
0.838Sharpe Ratio
0.261Alpha
-0.349Beta
19.765CAR
6.5Drawdown
23Loss Rate
1Security Types
-0.20832716896964Sortino Ratio
22Tradeable Dates
63Trades
-0.441Treynor Ratio
77Win Rate
0Net Profit
8.919Sharpe Ratio
0.159Alpha
0.198Beta
58.163CAR
0.4Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
5Tradeable Dates
3Trades
1.332Treynor Ratio
0Win Rate
0Net Profit
8.919Sharpe Ratio
0.159Alpha
0.198Beta
58.163CAR
0.4Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
5Tradeable Dates
3Trades
1.332Treynor Ratio
0Win Rate
-4.381Net Profit
-3.171Sharpe Ratio
-0.379Alpha
0.709Beta
-27.768CAR
6Drawdown
82Loss Rate
1Security Types
-0.42438241515131Sortino Ratio
20Tradeable Dates
22Trades
-0.448Treynor Ratio
18Win Rate
Community
View MoreDan started the discussion Fundamental data is currently only supported in backtesting
I noticed in the docs (https://www.quantconnect.com/data#fundamentals/usa/morningstar) that...
Dan started the discussion Questions about placing orders
A couple of questions about placing orders and broker interactions...
Dan started the discussion Can securities be selected via Universe in notebooks?
Can universes be used within a notebook to select securities. If so, is there a simple example?
Dan started the discussion How to convert Python list to Quantconnect List
I'm trying to return a "list" of Symbol objects from the...
Dan started the discussion Stocks aren't being removed from Securities dict when not in universe selection
This is probably a misunderstanding on how data and universes work together in QuantConnect. The...
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
12Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
1.596Net Profit
0.838Sharpe Ratio
0.261Alpha
-0.349Beta
19.765CAR
6.5Drawdown
23Loss Rate
1Security Types
-0.20832716896964Sortino Ratio
22Tradeable Dates
63Trades
-0.441Treynor Ratio
77Win Rate
0Net Profit
8.919Sharpe Ratio
0.159Alpha
0.198Beta
58.163CAR
0.4Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
5Tradeable Dates
3Trades
1.332Treynor Ratio
0Win Rate
0Net Profit
8.919Sharpe Ratio
0.159Alpha
0.198Beta
58.163CAR
0.4Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
5Tradeable Dates
3Trades
1.332Treynor Ratio
0Win Rate
-4.381Net Profit
-3.171Sharpe Ratio
-0.379Alpha
0.709Beta
-27.768CAR
6Drawdown
82Loss Rate
1Security Types
-0.42438241515131Sortino Ratio
20Tradeable Dates
22Trades
-0.448Treynor Ratio
18Win Rate
0Net Profit
-0.075Sharpe Ratio
0.042Alpha
0.463Beta
-1.027CAR
1.5Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
7Tradeable Dates
1Trades
-0.011Treynor Ratio
0Win Rate
-9.264Net Profit
-2.113Sharpe Ratio
-0.108Alpha
0.856Beta
-36.086CAR
11.9Drawdown
100Loss Rate
1Security Types
-0.32391520083319Sortino Ratio
42Tradeable Dates
66Trades
-0.472Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
42Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Dan started the discussion Fundamental data is currently only supported in backtesting
I noticed in the docs (https://www.quantconnect.com/data#fundamentals/usa/morningstar) that...
Dan started the discussion Questions about placing orders
A couple of questions about placing orders and broker interactions...
Dan started the discussion Can securities be selected via Universe in notebooks?
Can universes be used within a notebook to select securities. If so, is there a simple example?
Dan started the discussion How to convert Python list to Quantconnect List
I'm trying to return a "list" of Symbol objects from the...
Dan started the discussion Stocks aren't being removed from Securities dict when not in universe selection
This is probably a misunderstanding on how data and universes work together in QuantConnect. The...
Dan started the discussion History method not returning a Dataframe in Python
I'm trying to get 3 days of history for all the subscribed assets using the...
Dan started the discussion Trade Summary Questions...
In looking at the 'Trades Summary' tab on a backtest I was surprised to see the following:
Dan started the discussion Check environment? live or backtest
Is there a method to conditionally execute code based upon whether an algorithm is running live or...
Dan started the discussion Are RollingWIndow values updated for splits?
In live trading, I'm saving the price of a security using a RollingWIndow. Will previously...
Dan left a comment in the discussion History Timeout Exception - Live Trading
Agreed. It would be helpful to have an efficient History method. I'm sure the QC folks are...
Dan left a comment in the discussion High price X bars ago
Alpha, are you looking for a C# or Python solution? Simple in Python using the 'History'...
Dan left a comment in the discussion Data points set times
David, Thank you for sharing your algorithm. I was able to open it. The first thing I noticed was...
Dan left a comment in the discussion Quantopian migrant: First algo feedback and questions!
Vladimir, the Universe selection method was changed in September 2017 (about the time of your...
Dan left a comment in the discussion Data points set times
Maybe use the history method (which returns a Pandas dataframe) and then the 'resample'...
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Dan left a comment in the discussion Universe Selection in Research Environment
I'm under the impression that universe selection is not supported in the research/notebook...
7 years ago