Demid Fedorov
Quant
Date Joined
19th April, 2022
Bootcamp progress
0% Complete
Achievements
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2022-07-11 18:33:29
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2022-06-27 09:16:19
Parallel Live Trading
Run multiple live algorithms simultaneously.
2022-09-10 15:40:26
Python Programming
Choose Python as your preferred programming language.
2022-04-19 19:52:42
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Public Backtests (58)
View More4013.076Net Profit
83.74PSR
1.323Sharpe Ratio
0.166Alpha
0.353Beta
27.923CAR
27.1Drawdown
-0.9Loss Rate
0Parameters
1Security Types
3796Tradeable Dates
179Trades
0.559Treynor Ratio
8.21Win Rate
330.848Net Profit
10.961PSR
0.749Sharpe Ratio
0Alpha
0Beta
11.392CAR
18.8Drawdown
33Loss Rate
10Parameters
1Security Types
0.6623Sortino Ratio
3404Tradeable Dates
87Trades
0Treynor Ratio
67Win Rate
20023.609Net Profit
76.253PSR
1.323Sharpe Ratio
0.269Alpha
0.499Beta
42.525CAR
26Drawdown
39Loss Rate
0Parameters
1Security Types
0.7674Sortino Ratio
3767Tradeable Dates
245Trades
0.627Treynor Ratio
61Win Rate
13599.381Net Profit
65.94PSR
1.239Sharpe Ratio
0.249Alpha
0.466Beta
38.935CAR
27.9Drawdown
36Loss Rate
0Parameters
1Security Types
0.7972Sortino Ratio
3764Tradeable Dates
211Trades
0.622Treynor Ratio
64Win Rate
766.786Net Profit
98.779PSR
2.454Sharpe Ratio
0.599Alpha
-0.07Beta
88.165CAR
22.1Drawdown
-3.13Loss Rate
65Parameters
1Security Types
859Tradeable Dates
530Trades
-8.433Treynor Ratio
6.55Win Rate
Community
View MoreDemid left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Hi Jam, Vladimir had a limited run of this strategy dating back to 2003 in one of these threads,...
Demid left a comment in the discussion US Equities Short Availability
Hi, has something changed with respect to this functionality? When I try to run the code now or if...
Demid left a comment in the discussion Strategy with Hidden Markov Models
Strongs I tried running this code, but got vastly different (& worse) results. Is it the same...
4013.076Net Profit
83.74PSR
1.323Sharpe Ratio
0.166Alpha
0.353Beta
27.923CAR
27.1Drawdown
-0.9Loss Rate
0Parameters
1Security Types
3796Tradeable Dates
179Trades
0.559Treynor Ratio
8.21Win Rate
330.848Net Profit
10.961PSR
0.749Sharpe Ratio
0Alpha
0Beta
11.392CAR
18.8Drawdown
33Loss Rate
10Parameters
1Security Types
0.6623Sortino Ratio
3404Tradeable Dates
87Trades
0Treynor Ratio
67Win Rate
20023.609Net Profit
76.253PSR
1.323Sharpe Ratio
0.269Alpha
0.499Beta
42.525CAR
26Drawdown
39Loss Rate
0Parameters
1Security Types
0.7674Sortino Ratio
3767Tradeable Dates
245Trades
0.627Treynor Ratio
61Win Rate
13599.381Net Profit
65.94PSR
1.239Sharpe Ratio
0.249Alpha
0.466Beta
38.935CAR
27.9Drawdown
36Loss Rate
0Parameters
1Security Types
0.7972Sortino Ratio
3764Tradeable Dates
211Trades
0.622Treynor Ratio
64Win Rate
766.786Net Profit
98.779PSR
2.454Sharpe Ratio
0.599Alpha
-0.07Beta
88.165CAR
22.1Drawdown
-3.13Loss Rate
65Parameters
1Security Types
859Tradeable Dates
530Trades
-8.433Treynor Ratio
6.55Win Rate
76420.321Net Profit
54.883PSR
1.232Sharpe Ratio
0.418Alpha
0.164Beta
53.86CAR
45.6Drawdown
-0.28Loss Rate
14Parameters
1Security Types
3878Tradeable Dates
72995Trades
2.624Treynor Ratio
0.33Win Rate
295.959Net Profit
89.461PSR
1.775Sharpe Ratio
0Alpha
0Beta
47.474CAR
14.8Drawdown
-1.1Loss Rate
79Parameters
0Security Types
891Tradeable Dates
329Trades
0Treynor Ratio
4.87Win Rate
51681.479Net Profit
45.826PSR
1.164Sharpe Ratio
0.394Alpha
0.148Beta
50.043CAR
49Drawdown
-0.31Loss Rate
13Parameters
1Security Types
3875Tradeable Dates
397294Trades
2.745Treynor Ratio
0.34Win Rate
5384.671Net Profit
33.754PSR
1.009Sharpe Ratio
0.202Alpha
0.326Beta
29.718CAR
32.1Drawdown
-3.1Loss Rate
75Parameters
1Security Types
3873Tradeable Dates
191Trades
0.698Treynor Ratio
14.44Win Rate
768.726Net Profit
21.144PSR
0.874Sharpe Ratio
0.108Alpha
0.039Beta
15.084CAR
19.4Drawdown
-1.09Loss Rate
80Parameters
1Security Types
3872Tradeable Dates
255Trades
2.869Treynor Ratio
4.84Win Rate
64084.583Net Profit
52.084PSR
1.211Sharpe Ratio
0.408Alpha
0.169Beta
52.229CAR
42.6Drawdown
-0.28Loss Rate
14Parameters
1Security Types
3870Tradeable Dates
72880Trades
2.485Treynor Ratio
0.32Win Rate
62510.455Net Profit
33.977PSR
1.108Sharpe Ratio
0.463Alpha
-0.462Beta
52.78CAR
90.8Drawdown
-13.94Loss Rate
0Parameters
1Security Types
3822Tradeable Dates
87Trades
-0.999Treynor Ratio
51.7Win Rate
2530.128Net Profit
69.391PSR
1.2Sharpe Ratio
0.172Alpha
0.073Beta
24.009CAR
36.8Drawdown
-1.37Loss Rate
42Parameters
1Security Types
3822Tradeable Dates
459Trades
2.352Treynor Ratio
3.56Win Rate
2364.567Net Profit
4.249PSR
0.697Sharpe Ratio
0Alpha
0Beta
23.48CAR
75.5Drawdown
-1.89Loss Rate
0Parameters
1Security Types
3822Tradeable Dates
654Trades
0Treynor Ratio
3.47Win Rate
5059.9Net Profit
8.4PSR
0.794Sharpe Ratio
0.23Alpha
0.451Beta
29.635CAR
48.7Drawdown
-2.61Loss Rate
47Parameters
1Security Types
3822Tradeable Dates
485Trades
0.587Treynor Ratio
4.97Win Rate
681.511Net Profit
18.561PSR
0.85Sharpe Ratio
0.103Alpha
0.051Beta
14.569CAR
19.4Drawdown
-1.11Loss Rate
71Parameters
1Security Types
1.197Sortino Ratio
3803Tradeable Dates
243Trades
2.086Treynor Ratio
4.87Win Rate
679.509Net Profit
18.559PSR
0.85Sharpe Ratio
0.103Alpha
0.051Beta
14.556CAR
19.4Drawdown
-1.11Loss Rate
77Parameters
1Security Types
1.188Sortino Ratio
3801Tradeable Dates
243Trades
2.113Treynor Ratio
4.87Win Rate
672.775Net Profit
18.888PSR
0.852Sharpe Ratio
0.104Alpha
0.048Beta
14.566CAR
19.4Drawdown
-1.09Loss Rate
0Parameters
0Security Types
1.188Sortino Ratio
3783Tradeable Dates
235Trades
2.221Treynor Ratio
5.01Win Rate
-78.78Net Profit
0PSR
-0.998Sharpe Ratio
-0.34Alpha
0.668Beta
-41.158CAR
79.5Drawdown
-0.32Loss Rate
16Parameters
1Security Types
-1.452Sortino Ratio
737Tradeable Dates
6072Trades
-0.418Treynor Ratio
0.33Win Rate
146.341Net Profit
41.789PSR
1.023Sharpe Ratio
0.225Alpha
0.673Beta
36.125CAR
50.2Drawdown
-0.31Loss Rate
17Parameters
1Security Types
1.304Sortino Ratio
737Tradeable Dates
6072Trades
0.427Treynor Ratio
0.34Win Rate
110450.36Net Profit
93.394PSR
3.194Sharpe Ratio
3.043Alpha
0.269Beta
322.531CAR
70.3Drawdown
-0.45Loss Rate
12Parameters
1Security Types
4.763Sortino Ratio
1225Tradeable Dates
23009Trades
11.38Treynor Ratio
0.52Win Rate
-79.704Net Profit
0.04PSR
-0.246Sharpe Ratio
-0.134Alpha
0.271Beta
-28.04CAR
83.3Drawdown
-0.4Loss Rate
14Parameters
1Security Types
-0.722Sortino Ratio
1221Tradeable Dates
22767Trades
-0.417Treynor Ratio
0.44Win Rate
21459.215Net Profit
97.424PSR
2.08Sharpe Ratio
0.801Alpha
-1.26Beta
99.395CAR
38.3Drawdown
-0.32Loss Rate
14Parameters
1Security Types
3.708Sortino Ratio
1959Tradeable Dates
20032Trades
-0.56Treynor Ratio
0.44Win Rate
594.118Net Profit
34.301PSR
0.96Sharpe Ratio
0.1Alpha
0.48Beta
19.682CAR
41.2Drawdown
-0.19Loss Rate
15Parameters
1Security Types
1.309Sortino Ratio
2711Tradeable Dates
18722Trades
0.302Treynor Ratio
0.22Win Rate
18924.226Net Profit
58.568PSR
1.242Sharpe Ratio
0.373Alpha
0.233Beta
50.765CAR
41.1Drawdown
-3.88Loss Rate
25Parameters
1Security Types
1.884Sortino Ratio
3215Tradeable Dates
170Trades
1.693Treynor Ratio
16.22Win Rate
10630.579Net Profit
7.846PSR
0.826Sharpe Ratio
0.233Alpha
0.351Beta
29.572CAR
75.6Drawdown
-2.47Loss Rate
28Parameters
0Security Types
1.085Sortino Ratio
4538Tradeable Dates
419Trades
0.714Treynor Ratio
40.7Win Rate
569.12Net Profit
0.004PSR
0.364Sharpe Ratio
0.084Alpha
0.234Beta
8.701CAR
60.9Drawdown
-5.44Loss Rate
0Parameters
1Security Types
0.114Sortino Ratio
0Tradeable Dates
644Trades
0.411Treynor Ratio
5.15Win Rate
568.335Net Profit
20.304PSR
0.852Sharpe Ratio
0Alpha
0Beta
16.033CAR
43.3Drawdown
-1.18Loss Rate
33Parameters
1Security Types
1.256Sortino Ratio
3214Tradeable Dates
629Trades
0Treynor Ratio
2.51Win Rate
465.713Net Profit
18.865PSR
0.854Sharpe Ratio
0.055Alpha
0.267Beta
10.239CAR
29.4Drawdown
24Loss Rate
14Parameters
1Security Types
0.3215Sortino Ratio
4473Tradeable Dates
693Trades
0.276Treynor Ratio
76Win Rate
458.3Net Profit
0.139PSR
0.488Sharpe Ratio
0.042Alpha
0.303Beta
7.84CAR
31.2Drawdown
23Loss Rate
2Parameters
1Security Types
0.1556Sortino Ratio
5729Tradeable Dates
67115Trades
0.205Treynor Ratio
77Win Rate
Demid left a comment in the discussion What's a good way to pull in FEDFUNDS rate data?
Hi Jam, via FRED API; just be careful to use a proper delay to avoid lookahead bias when you pull...
Demid left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Hi Jam, Vladimir had a limited run of this strategy dating back to 2003 in one of these threads,...
Demid left a comment in the discussion US Equities Short Availability
Hi, has something changed with respect to this functionality? When I try to run the code now or if...
Demid left a comment in the discussion Strategy with Hidden Markov Models
Strongs I tried running this code, but got vastly different (& worse) results. Is it the same...
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Demid left a comment in the discussion What's a good way to pull in FEDFUNDS rate data?
Hi Jam, via FRED API; just be careful to use a proper delay to avoid lookahead bias when you pull...
1 years ago