Davidii111
Quant
Date Joined
28th December, 2017
Bootcamp progress
55% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2019-04-02 18:50:19
Notebook Sharing
Share a notebook with others.
2019-03-26 19:12:53
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2018-01-25 13:58:00
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2019-10-13 09:07:25
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2020-01-06 10:29:42
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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 (10)
View More21.559Net Profit
19.917PSR
0.561Sharpe Ratio
0.043Alpha
0.399Beta
8.557CAR
16.3Drawdown
-0.38Loss Rate
7Parameters
1Security Types
598Tradeable Dates
88Trades
0.164Treynor Ratio
0.87Win Rate
-102.239Net Profit
0PSR
-0.478Sharpe Ratio
0Alpha
0Beta
0CAR
102.2Drawdown
-1.37Loss Rate
0Parameters
0Security Types
0Sortino Ratio
821Tradeable Dates
304Trades
0Treynor Ratio
0.76Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
821Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
14Parameters
0Security Types
4Tradeable Dates
4Parameters
0Security Types
0Tradeable Dates
Community
View MoreDavidii111 left a comment in the discussion Bitfinex data library - crypto pairs missing
#https://www.quantconnect.com/forum/discussion/6171/dynamic-crypto-universe-portfolio/p1 #from...
Davidii111 started the discussion Crypto Momentum algo
Does anyone know why the algo is throwing this error?
Davidii111 left a comment in the discussion Crypto Momentum algo
During the algorithm initialization, the following exception has occurred: ArgumentException :...
Davidii111 left a comment in the discussion Any good course related to QuantConnect?
Ill join you guys. :)
21.559Net Profit
19.917PSR
0.561Sharpe Ratio
0.043Alpha
0.399Beta
8.557CAR
16.3Drawdown
-0.38Loss Rate
7Parameters
1Security Types
598Tradeable Dates
88Trades
0.164Treynor Ratio
0.87Win Rate
-102.239Net Profit
0PSR
-0.478Sharpe Ratio
0Alpha
0Beta
0CAR
102.2Drawdown
-1.37Loss Rate
0Parameters
0Security Types
0Sortino Ratio
821Tradeable Dates
304Trades
0Treynor Ratio
0.76Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
821Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
14Parameters
0Security Types
4Tradeable Dates
4Parameters
0Security Types
0Tradeable Dates
-5.521Net Profit
-1.095Sharpe Ratio
0.001Alpha
-10.6Beta
-20.012CAR
11Drawdown
54Loss Rate
16Parameters
1Security Types
-0.010606633589513Sortino Ratio
92Tradeable Dates
216Trades
0.014Treynor Ratio
46Win Rate
147.837Net Profit
0.782Sharpe Ratio
0.159Alpha
-0.92Beta
13.827CAR
21.9Drawdown
65Loss Rate
4Parameters
2Security Types
3.2747541561821Sortino Ratio
2557Tradeable Dates
40Trades
-0.154Treynor Ratio
35Win Rate
147.837Net Profit
0.782Sharpe Ratio
0.159Alpha
-0.92Beta
13.827CAR
21.9Drawdown
65Loss Rate
2Security Types
3.2747541561821Sortino Ratio
2557Tradeable Dates
40Trades
-0.154Treynor Ratio
35Win Rate
147.837Net Profit
0.782Sharpe Ratio
0.159Alpha
-0.92Beta
13.827CAR
21.9Drawdown
65Loss Rate
2Security Types
3.2747541561821Sortino Ratio
2557Tradeable Dates
40Trades
-0.154Treynor Ratio
35Win Rate
-99.982Net Profit
0.528Sharpe Ratio
-2.482Alpha
230.934Beta
-88.414CAR
100Drawdown
88Loss Rate
1Security Types
-0.2806432527592Sortino Ratio
1238Tradeable Dates
200Trades
0.005Treynor Ratio
12Win Rate
Davidii111 left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
Hello,
Davidii111 left a comment in the discussion Bitfinex data library - crypto pairs missing
#https://www.quantconnect.com/forum/discussion/6171/dynamic-crypto-universe-portfolio/p1 #from...
Davidii111 started the discussion Crypto Momentum algo
Does anyone know why the algo is throwing this error?
Davidii111 left a comment in the discussion Crypto Momentum algo
During the algorithm initialization, the following exception has occurred: ArgumentException :...
Davidii111 left a comment in the discussion Any good course related to QuantConnect?
Ill join you guys. :)
Davidii111 started the discussion Momentum strategy for Gold
from NodaTime import DateTimeZone from QuantConnect.Python import PythonQuandl from datetime import...
Davidii111 started the discussion Bitfinex example algo
Is there anyone who have an example algo for bitfinex?
Davidii111 started the discussion Retrieving Crypto history data for EOSUSD problem
I am trying to retrieve data for the EOSUSD pair.
Davidii111 started the discussion Bitfinex Crypto algo Short term momentum algorithm
Im out of ideas regarding how to find out which crypto currencies which have performed a) best b)...
Davidii111 left a comment in the discussion Bitfinex Crypto algo Short term momentum algorithm
Any experts around?
Davidii111 left a comment in the discussion Puppies of the Dow
Consider to use market cap instead of stock price.
Davidii111 started the discussion FX, Volume(Tick) from FXCM
Have anyone extracted volume data from FX pairs? For example EURUSD at FXCM.
Davidii111 started the discussion Error in build
I got this error two times from the builder in different algos. I only have 74 lines, so how can i...
Davidii111 started the discussion Development of algo in Lab environment
I am currently sitting and developing in the Lab environment.
Davidii111 started the discussion Problem with CalculateOrderQuantity and MarketOrder
I have:
Davidii111 started the discussion Python example on order types, limitorder
# submit a limit order to buy 10 shares at .1% below the...
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Davidii111 left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
Hello,
3 years ago