David Thielen
Quant
Date Joined
27th October, 2021
Bootcamp progress
60% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2021-12-07 22:47:27
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2022-01-20 06:31:26
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2022-05-05 18:18:10
C# Programming
Choose C# as your preferred programming language.
2021-12-09 22:27:13
Python Programming
Choose Python as your preferred programming language.
2021-10-27 18:36:34
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2021-10-28 17:20:21
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2021-11-19 17:43:33
- Profile
- Backtests
- Community
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 (4)
View More0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
124Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
21Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
3.909Net Profit
49.89PSR
1.045Sharpe Ratio
0.098Alpha
-0.015Beta
14.123CAR
4.6Drawdown
-0.63Loss Rate
114Parameters
0Security Types
2.085Sortino Ratio
72Tradeable Dates
52Trades
-6.725Treynor Ratio
1.22Win Rate
-2.174Net Profit
14.156PSR
-3.175Sharpe Ratio
-0.465Alpha
0.303Beta
-43.616CAR
3Drawdown
-0.52Loss Rate
90Parameters
0Security Types
-4.512Sortino Ratio
9Tradeable Dates
23Trades
-1.131Treynor Ratio
0.55Win Rate
-0.304Net Profit
14.423PSR
-0.765Sharpe Ratio
-0.008Alpha
0.01Beta
-1.201CAR
0.8Drawdown
-0.06Loss Rate
148Parameters
0Security Types
-1.141Sortino Ratio
64Tradeable Dates
163Trades
-0.818Treynor Ratio
0.05Win Rate
Community
View MoreDavid started the discussion Does the Lean CLI require pathlib?
I installed the Lean CLI and it was all good except for the following:
David left a comment in the discussion Why does RelativeStrengthIndex return type decimal (instead of float or double)?
Hi Fred;
David left a comment in the discussion OnWarmupFinished() called before Universe is created
Hi;
David left a comment in the discussion Web debugger - step out and/or call stack?
It'll be nice when the VS Code integration is released.
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
124Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
21Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
3.909Net Profit
49.89PSR
1.045Sharpe Ratio
0.098Alpha
-0.015Beta
14.123CAR
4.6Drawdown
-0.63Loss Rate
114Parameters
0Security Types
2.085Sortino Ratio
72Tradeable Dates
52Trades
-6.725Treynor Ratio
1.22Win Rate
-2.174Net Profit
14.156PSR
-3.175Sharpe Ratio
-0.465Alpha
0.303Beta
-43.616CAR
3Drawdown
-0.52Loss Rate
90Parameters
0Security Types
-4.512Sortino Ratio
9Tradeable Dates
23Trades
-1.131Treynor Ratio
0.55Win Rate
-0.304Net Profit
14.423PSR
-0.765Sharpe Ratio
-0.008Alpha
0.01Beta
-1.201CAR
0.8Drawdown
-0.06Loss Rate
148Parameters
0Security Types
-1.141Sortino Ratio
64Tradeable Dates
163Trades
-0.818Treynor Ratio
0.05Win Rate
David started the discussion Does the Lean CLI require pathlib?
I installed the Lean CLI and it was all good except for the following:
David left a comment in the discussion Why does RelativeStrengthIndex return type decimal (instead of float or double)?
Hi Fred;
David left a comment in the discussion Why does RelativeStrengthIndex return type decimal (instead of float or double)?
Hi Fred;
David left a comment in the discussion OnWarmupFinished() called before Universe is created
Hi;
David left a comment in the discussion Web debugger - step out and/or call stack?
It'll be nice when the VS Code integration is released.
David left a comment in the discussion How can I write to the console?
Ok, once the algo completes then the output to the console is written. Unfortunately if the algo...
David left a comment in the discussion Web debugger - step out and/or call stack?
Hi again;
David started the discussion Is there a way to use the Microsoft Authenticator for 2FA?
Hi all;
David started the discussion Is there a sample of a simple complete app?
Hi all;
David started the discussion Where is ExponentialMovingAverage() documented?
In the documentation I can only find EMA("symbol") which requires a symbol to be passed in. But in...
David started the discussion Boot Camp 101, Lesson 12 - why no update of the stocks to buy?
Hi;
David started the discussion OnData() documentation
Hi;
David started the discussion How do I get permission to post to the QuantConnect discord groups?
Hi;
David started the discussion Is there a debugger?
Hi;
David started the discussion Is QuantConnect single threaded?
Hi;
David started the discussion Is there a way to get a list of all questions I posted
Hi;
David started the discussion Will OnData fire when it completes loading requested data
Hi;
David started the discussion Is there a listing of when OnData is called?
Hi all;
David started the discussion Is this a potential race condition?
In “Algorithmic Trading Using Python #5 - Trading & Orders” it has the code:
David started the discussion AlphaModel.Update() - when is it called?
I think I understand this, but first, lets me say what I think is occurring:
David started the discussion QC500UniverseSelectionModel.py appears to be missing code
Hi all;
David started the discussion Why would an order be placed if no insights are returned?
I have an app that uses the Algorithm Framework and it it has a class based on the...
David started the discussion What happens if the VM running my OnData (or other) method dies?
If a VM stops, anything from the power supply frying to the host system rebooting a VM to apply O/S...
David started the discussion Are Orders & Portfolio tied to the underlying broker, or just an estimated copy?
If my orders are going to InteractiveBrokers, are the Orders and Portfolio collections:
David started the discussion Connecting TD Ameritrade to Orders and Portfolio
If I am going to use TD Ameritrade for my orders, is there a way to connect that to the Orders...
David started the discussion How do I adjust stop loss and limit orders within the Algorithm Framework?
I can find lots of info on adjusting these if I do not use the algorithm framework. But if I am...
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David left a comment in the discussion Why does RelativeStrengthIndex return type decimal (instead of float or double)?
Hi Fred;
2 years ago