Derek Tishler
Date Joined
22nd August, 2017
Bootcamp progress
15% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2018-02-27 00:28:13
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2018-01-26 13:38:28
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2018-01-26 03:41:28
Parallel Live Trading
Run multiple live algorithms simultaneously.
2018-01-26 03:42:17
Cloner
Clone at least 100 algorithms from the community.
2018-02-11 04:56:37
Popular
Receive at least 10 upvotes from different users in the community.
2018-02-09 11:36:40
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Activity on QuantConnect
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Public Backtests (20)
View More22.005Net Profit
1.149Sharpe Ratio
0.15Alpha
-2.68Beta
9.693CAR
6.1Drawdown
47Loss Rate
1Security Types
0.118463820889Sortino Ratio
540Tradeable Dates
1080Trades
-0.036Treynor Ratio
53Win Rate
0.523Net Profit
0.097Sharpe Ratio
0.034Alpha
-0.959Beta
0.138CAR
38.2Drawdown
50Loss Rate
1Security Types
0.010054893976874Sortino Ratio
755Tradeable Dates
189Trades
-0.018Treynor Ratio
50Win Rate
13.566Net Profit
1.405Sharpe Ratio
-0.236Alpha
21.685Beta
20.031CAR
7.1Drawdown
83Loss Rate
1Security Types
-1.3643478333384Sortino Ratio
129Tradeable Dates
9Trades
0.009Treynor Ratio
17Win Rate
30.339Net Profit
5.488Sharpe Ratio
1.594Alpha
-15.26Beta
388.152CAR
5.3Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
41Tradeable Dates
11Trades
-0.088Treynor Ratio
0Win Rate
30.339Net Profit
5.488Sharpe Ratio
1.594Alpha
-15.26Beta
388.152CAR
5.3Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
41Tradeable Dates
11Trades
-0.088Treynor Ratio
0Win Rate
Community
View MoreDerek left a comment in the discussion How do I adjust it so it make a trade only once every week based on the data?
Scheduled events are great for this:
Derek left a comment in the discussion Not Shorting Crypto - Invalid Orders
"General "announcement" -- GDAX removed leverage/margin trading from all their...
Derek left a comment in the discussion Forward bias in daily data
Could it be related to the use of fillforward for fills?
Derek left a comment in the discussion Minute Bars VS Hour Bars
I think with Coarse especially there is a problem with at open trades for a new asset being given...
22.005Net Profit
1.149Sharpe Ratio
0.15Alpha
-2.68Beta
9.693CAR
6.1Drawdown
47Loss Rate
1Security Types
0.118463820889Sortino Ratio
540Tradeable Dates
1080Trades
-0.036Treynor Ratio
53Win Rate
0.523Net Profit
0.097Sharpe Ratio
0.034Alpha
-0.959Beta
0.138CAR
38.2Drawdown
50Loss Rate
1Security Types
0.010054893976874Sortino Ratio
755Tradeable Dates
189Trades
-0.018Treynor Ratio
50Win Rate
13.566Net Profit
1.405Sharpe Ratio
-0.236Alpha
21.685Beta
20.031CAR
7.1Drawdown
83Loss Rate
1Security Types
-1.3643478333384Sortino Ratio
129Tradeable Dates
9Trades
0.009Treynor Ratio
17Win Rate
30.339Net Profit
5.488Sharpe Ratio
1.594Alpha
-15.26Beta
388.152CAR
5.3Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
41Tradeable Dates
11Trades
-0.088Treynor Ratio
0Win Rate
30.339Net Profit
5.488Sharpe Ratio
1.594Alpha
-15.26Beta
388.152CAR
5.3Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
41Tradeable Dates
11Trades
-0.088Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
4Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
2.192Net Profit
0.193Sharpe Ratio
0.014Alpha
-0.575Beta
0.296CAR
4Drawdown
44Loss Rate
1Security Types
0.077203648226198Sortino Ratio
1847Tradeable Dates
492Trades
-0.005Treynor Ratio
56Win Rate
1.668Net Profit
4.41Sharpe Ratio
0.007Alpha
76.342Beta
264.548CAR
2.2Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
0Tradeable Dates
1Trades
0.011Treynor Ratio
0Win Rate
1.599Net Profit
1.079Sharpe Ratio
0.311Alpha
-11.514Beta
10.131CAR
2.7Drawdown
33Loss Rate
1Security Types
0.17872023977737Sortino Ratio
0Tradeable Dates
373Trades
-0.008Treynor Ratio
67Win Rate
15.753Net Profit
1.805Sharpe Ratio
0.253Alpha
-8.122Beta
15.707CAR
3.5Drawdown
71Loss Rate
1Security Types
0.28747601727522Sortino Ratio
253Tradeable Dates
417Trades
-0.015Treynor Ratio
29Win Rate
-0.454Net Profit
0.009Sharpe Ratio
0.037Alpha
-1.137Beta
-3.623CAR
11.1Drawdown
50Loss Rate
1Security Types
0.053164509855994Sortino Ratio
0Tradeable Dates
171Trades
-0.002Treynor Ratio
50Win Rate
-1.127Net Profit
-0.294Sharpe Ratio
-0.047Alpha
-0.401Beta
-8.786CAR
7Drawdown
42Loss Rate
1Security Types
0.16036464675622Sortino Ratio
0Tradeable Dates
64Trades
0.149Treynor Ratio
58Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
5Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
158Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
2425.479Net Profit
1.963Sharpe Ratio
-0.001Alpha
0.997Beta
287.661CAR
36.1Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
869Tradeable Dates
486Trades
1.093Treynor Ratio
100Win Rate
262.55Net Profit
2.678Sharpe Ratio
1.451Alpha
0.32Beta
593.304CAR
29.7Drawdown
12Loss Rate
1Security Types
15.553764899604Sortino Ratio
242Tradeable Dates
549Trades
4.645Treynor Ratio
88Win Rate
615.719Net Profit
1.845Sharpe Ratio
0.854Alpha
0.107Beta
197.965CAR
37Drawdown
20Loss Rate
1Security Types
0Sortino Ratio
658Tradeable Dates
11Trades
8.101Treynor Ratio
80Win Rate
92.677Net Profit
1.52Sharpe Ratio
0.197Alpha
-0.012Beta
25.744CAR
14Drawdown
48Loss Rate
1Security Types
0.0068340225491603Sortino Ratio
722Tradeable Dates
10960Trades
-16.882Treynor Ratio
52Win Rate
345.663Net Profit
0.851Sharpe Ratio
0.065Alpha
0.645Beta
12.34CAR
20.1Drawdown
40Loss Rate
1Security Types
0.16219190382881Sortino Ratio
3232Tradeable Dates
1013Trades
0.196Treynor Ratio
60Win Rate
303.402Net Profit
0.796Sharpe Ratio
0.057Alpha
0.65Beta
11.465CAR
26.7Drawdown
40Loss Rate
1Security Types
0.15902686259398Sortino Ratio
3232Tradeable Dates
967Trades
0.183Treynor Ratio
60Win Rate
Derek left a comment in the discussion How do I set the end date to current?
Only supplying a 'self.SetStartDate' should work. You can comment out the SetEndDate...
Derek left a comment in the discussion How do I adjust it so it make a trade only once every week based on the data?
Scheduled events are great for this:
Derek left a comment in the discussion Not Shorting Crypto - Invalid Orders
"General "announcement" -- GDAX removed leverage/margin trading from all their...
Derek left a comment in the discussion Forward bias in daily data
Could it be related to the use of fillforward for fills?
Derek left a comment in the discussion Minute Bars VS Hour Bars
I think with Coarse especially there is a problem with at open trades for a new asset being given...
Derek left a comment in the discussion Trailing Stop Loss
Maybe something like:
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Derek left a comment in the discussion How do I set the end date to current?
Only supplying a 'self.SetStartDate' should work. You can comment out the SetEndDate...
6 years ago