Denis Litvin
Quant
Date Joined
29th March, 2020
Bootcamp progress
0% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2023-03-21 01:17:00
Python Programming
Choose Python as your preferred programming language.
2020-03-29 04:46:27
Popular
Receive at least 10 upvotes from different users in the community.
2023-06-18 22:24:53
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- Backtests
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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 (3)
View More2012.958Net Profit
0.042PSR
0.493Sharpe Ratio
0.079Alpha
0.741Beta
13.353CAR
61.4Drawdown
-0.9Loss Rate
26Parameters
0Security Types
0Tradeable Dates
1738Trades
0.168Treynor Ratio
1.72Win Rate
5416.19Net Profit
2.843PSR
0.725Sharpe Ratio
0.105Alpha
0.606Beta
17.911CAR
57Drawdown
-1.1Loss Rate
31Parameters
1Security Types
0Tradeable Dates
1255Trades
0.235Treynor Ratio
2.03Win Rate
16893.097Net Profit
0.089PSR
0.652Sharpe Ratio
0.147Alpha
0.724Beta
22.579CAR
62.4Drawdown
-0.64Loss Rate
33Parameters
1Security Types
0Tradeable Dates
1736Trades
0.269Treynor Ratio
1.54Win Rate
Community
View MoreDenis left a comment in the discussion Benjamin Graham's Net-Net Investing strategy
Guy Fleury I've been running some tests with different initial capital amounts. The stock number...
Denis left a comment in the discussion Benjamin Graham's Net-Net Investing strategy
Thanks Guy Fleury. That's a good find
Denis left a comment in the discussion Quant-Investing model focused on value small-caps and efficiency
Fixed the holding period to be year + 1 day
Denis left a comment in the discussion Quant-Investing model focused on value small-caps and efficiency
Hi David Eldringhoff,
2012.958Net Profit
0.042PSR
0.493Sharpe Ratio
0.079Alpha
0.741Beta
13.353CAR
61.4Drawdown
-0.9Loss Rate
26Parameters
0Security Types
0Tradeable Dates
1738Trades
0.168Treynor Ratio
1.72Win Rate
5416.19Net Profit
2.843PSR
0.725Sharpe Ratio
0.105Alpha
0.606Beta
17.911CAR
57Drawdown
-1.1Loss Rate
31Parameters
1Security Types
0Tradeable Dates
1255Trades
0.235Treynor Ratio
2.03Win Rate
16893.097Net Profit
0.089PSR
0.652Sharpe Ratio
0.147Alpha
0.724Beta
22.579CAR
62.4Drawdown
-0.64Loss Rate
33Parameters
1Security Types
0Tradeable Dates
1736Trades
0.269Treynor Ratio
1.54Win Rate
Denis left a comment in the discussion Quant-Investing model focused on value small-caps and efficiency
Hi Jeroen van Hoof ,I've noticed value factor was underperforming growth factor for the past 10...
Denis left a comment in the discussion Benjamin Graham's Net-Net Investing strategy
Guy Fleury I've been running some tests with different initial capital amounts. The stock number...
Denis left a comment in the discussion Benjamin Graham's Net-Net Investing strategy
Thanks Guy Fleury. That's a good find
Denis left a comment in the discussion Quant-Investing model focused on value small-caps and efficiency
Fixed the holding period to be year + 1 day
Denis left a comment in the discussion Quant-Investing model focused on value small-caps and efficiency
Hi David Eldringhoff,
Denis left a comment in the discussion Quant-Investing model focused on value small-caps and efficiency
Hi Kristofferson V Tandoc,
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Denis left a comment in the discussion Quant-Investing model focused on value small-caps and efficiency
Hi Jeroen van Hoof ,I've noticed value factor was underperforming growth factor for the past 10...
1 years ago