Egor Pavlikhin
Quant
Date Joined
10th December, 2016
Bootcamp progress
0% Complete
Achievements
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2020-05-04 05:42:28
C# Programming
Choose C# as your preferred programming language.
2020-03-09 23:41:44
- Profile
- Backtests
- Community
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 More1Security Types
1091Tradeable Dates
Community
View MoreEgor left a comment in the discussion Intraday Mean-Reversion Strategy (TVIX - VXX )
You are not using RAW prices, but adjusted prices, that's why you are getting these returns....
Egor left a comment in the discussion 5 minute Short only $UVXY on 20/5 MA cross over - 417% annualized return, 200 trades YTD
Your code uses incorrect data for backtests and mostly profits from overnight decay of UVXY, which...
1Security Types
1091Tradeable Dates
Egor left a comment in the discussion Intraday Mean-Reversion Strategy (TVIX - VXX )
Jared, comission and slippage are usually not calculated correctly, plus price movements, while...
Egor left a comment in the discussion Intraday Mean-Reversion Strategy (TVIX - VXX )
You are not using RAW prices, but adjusted prices, that's why you are getting these returns....
Egor left a comment in the discussion 5 minute Short only $UVXY on 20/5 MA cross over - 417% annualized return, 200 trades YTD
Your code uses incorrect data for backtests and mostly profits from overnight decay of UVXY, which...
QuantConnect™ 2024. All Rights Reserved
Egor left a comment in the discussion Intraday Mean-Reversion Strategy (TVIX - VXX )
Jared, comission and slippage are usually not calculated correctly, plus price movements, while...
7 years ago