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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 (1)

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Determined Blue Camel

22.943Net Profit

0.329Sharpe Ratio

0.122Alpha

-3.916Beta

5.303CAR

30.4Drawdown

50Loss Rate

1Security Types

0.525613422799Sortino Ratio

1007Tradeable Dates

28Trades

-0.015Treynor Ratio

50Win Rate


Community

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Debashis started the discussion Historical Price Data Shifted Relative to Indicator Data in Jupyter Notebook

While trying to concatenate two pandas dataframes, I discovered the price data is shifted by a day...

6 years ago

Debashis started the discussion Accessing IBaseDataBar from CoarseSelectionFunction

import numpy as np ### <summary> ### Basic template algorithm simply initializes the date...

6 years ago

Debashis started the discussion Alternative Method for Accessing Historical Indicator Values When Using Python

In the following python example, I provide an alternative to the RollingWindow class when storing...

7 years ago

Determined Blue Camel

22.943Net Profit

0.329Sharpe Ratio

0.122Alpha

-3.916Beta

5.303CAR

30.4Drawdown

50Loss Rate

1Security Types

0.525613422799Sortino Ratio

1007Tradeable Dates

28Trades

-0.015Treynor Ratio

50Win Rate

Debashis started the discussion Historical Price Data Shifted Relative to Indicator Data in Jupyter Notebook

While trying to concatenate two pandas dataframes, I discovered the price data is shifted by a day...

6 years ago

Debashis started the discussion Accessing IBaseDataBar from CoarseSelectionFunction

import numpy as np ### <summary> ### Basic template algorithm simply initializes the date...

6 years ago

Debashis started the discussion Alternative Method for Accessing Historical Indicator Values When Using Python

In the following python example, I provide an alternative to the RollingWindow class when storing...

7 years ago