Dmitriy
Quant
Date Joined
9th November, 2018
Bootcamp progress
12% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2018-12-10 02:17:42
C# Programming
Choose C# as your preferred programming language.
2018-11-09 13:19:47
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2018-11-10 17:05:20
- Profile
- 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 (1)
View More-2.872Net Profit
-4.948Sharpe Ratio
-1.348Alpha
28.78Beta
-66.722CAR
4.5Drawdown
56Loss Rate
1Security Types
-0.43584554296643Sortino Ratio
7Tradeable Dates
32Trades
-0.031Treynor Ratio
44Win Rate
Community
View MoreDmitriy started the discussion Historic Slice Data
When I am in the event "OnData(Slice data)", is there a way for me to get Close from 5...
Dmitriy started the discussion Attempting to push branch to github
Getting 403 on pushing branch. Are customers allowed to push branches and submit Pull Requests?
Dmitriy started the discussion Basic Questions
I apologize for having such basic questions. I've been tinkering with Lean but I have gaps on...
Dmitriy started the discussion Fees in Backtesting
How can I modify the fees for my backtests? My backtests show $484 in fees for 32 trades. Seems...
Dmitriy started the discussion Letting Winners Run with Algo
When I place my trade I always place an Stop Loss and Exit at 1:2 risk/reward ratio. I cannot find...
-2.872Net Profit
-4.948Sharpe Ratio
-1.348Alpha
28.78Beta
-66.722CAR
4.5Drawdown
56Loss Rate
1Security Types
-0.43584554296643Sortino Ratio
7Tradeable Dates
32Trades
-0.031Treynor Ratio
44Win Rate
Dmitriy started the discussion Historic Slice Data
When I am in the event "OnData(Slice data)", is there a way for me to get Close from 5...
Dmitriy started the discussion Attempting to push branch to github
Getting 403 on pushing branch. Are customers allowed to push branches and submit Pull Requests?
Dmitriy started the discussion Basic Questions
I apologize for having such basic questions. I've been tinkering with Lean but I have gaps on...
Dmitriy started the discussion Fees in Backtesting
How can I modify the fees for my backtests? My backtests show $484 in fees for 32 trades. Seems...
Dmitriy started the discussion Letting Winners Run with Algo
When I place my trade I always place an Stop Loss and Exit at 1:2 risk/reward ratio. I cannot find...
Dmitriy left a comment in the discussion Historic Slice Data
No. I was watching it debugger. Let's say I setup RollingWindow<decimal>(3). I have close...
Dmitriy left a comment in the discussion Historic Slice Data
So I am observing that when RollingWindow objectr reaches it's size it begins to populate from...
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Dmitriy left a comment in the discussion Basic Questions
Thanks, I will build a basic algo today and try to upload it for backtesting. Can you also provide...
6 years ago