.ekz.
Quant
Date Joined
11th April, 2020
Bootcamp progress
51% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2021-01-16 08:49:09
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Leave at least 100 comments on community posts.
2021-05-10 04:14:49
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2021-01-14 06:08:26
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2021-01-15 05:53:05
Parallel Live Trading
Run multiple live algorithms simultaneously.
2021-07-10 11:32:35
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Clone at least 100 algorithms from the community.
2021-04-14 09:21:09
C# Programming
Choose C# as your preferred programming language.
2020-04-11 00:37:28
Python Programming
Choose Python as your preferred programming language.
2020-12-10 03:45:56
Popular
Receive at least 10 upvotes from different users in the community.
2021-01-22 15:00:39
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2021-01-06 22:50:30
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Awarded by administrators for outstanding voluntary support of other community members.
2021-05-05 22:42:18
Investor
2022-12-15 20:36:01
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Public Backtests (214)
View More175.808Net Profit
99.973PSR
1.379Sharpe Ratio
0.059Alpha
0.003Beta
11.99CAR
8.1Drawdown
83Loss Rate
0Parameters
1Security Types
2.939Sortino Ratio
2253Tradeable Dates
87194Trades
18.574Treynor Ratio
17Win Rate
182.437Net Profit
99.988PSR
1.429Sharpe Ratio
0.06Alpha
0.008Beta
12.289CAR
8.7Drawdown
83Loss Rate
0Parameters
1Security Types
3.026Sortino Ratio
2253Tradeable Dates
87169Trades
7.57Treynor Ratio
17Win Rate
-44.436Net Profit
0.025PSR
-0.304Sharpe Ratio
-0.113Alpha
0.407Beta
-9.425CAR
55.7Drawdown
53Loss Rate
0Parameters
1Security Types
-0.291Sortino Ratio
1494Tradeable Dates
3878Trades
-0.169Treynor Ratio
47Win Rate
1436.856Net Profit
44.871PSR
0.979Sharpe Ratio
0.121Alpha
1.192Beta
31.652CAR
35.5Drawdown
34Loss Rate
0Parameters
1Security Types
1.113Sortino Ratio
0Tradeable Dates
422Trades
0.183Treynor Ratio
66Win Rate
2202.064Net Profit
52.657PSR
1.045Sharpe Ratio
0.131Alpha
1.191Beta
33.269CAR
34.2Drawdown
30Loss Rate
0Parameters
1Security Types
1.18Sortino Ratio
2747Tradeable Dates
451Trades
0.192Treynor Ratio
70Win Rate
Community
View More.ekz. left a comment in the discussion OrderFlow Trading on a fixed universe of futures
Brilliant share! I've been looking for a good futures example that uses order flow in some way, and...
.ekz. left a comment in the discussion Factor Optimization Framework on SPY Constituents
Thanks for this Derek Melchin. A very inspiring share. Using the Nelder-Mead approach for...
.ekz. left a comment in the discussion Quantopian Theory to Practice: Implied Volatility
What a great contribution to the community. Thanks for this. Will play around with it and share any...
.ekz. left a comment in the discussion Looking for options collaborators to work on machine learning
I'll add here some suggested material on the topic: Advances in Financial ML by My Marcos Lopez de...
175.808Net Profit
99.973PSR
1.379Sharpe Ratio
0.059Alpha
0.003Beta
11.99CAR
8.1Drawdown
83Loss Rate
0Parameters
1Security Types
2.939Sortino Ratio
2253Tradeable Dates
87194Trades
18.574Treynor Ratio
17Win Rate
182.437Net Profit
99.988PSR
1.429Sharpe Ratio
0.06Alpha
0.008Beta
12.289CAR
8.7Drawdown
83Loss Rate
0Parameters
1Security Types
3.026Sortino Ratio
2253Tradeable Dates
87169Trades
7.57Treynor Ratio
17Win Rate
-44.436Net Profit
0.025PSR
-0.304Sharpe Ratio
-0.113Alpha
0.407Beta
-9.425CAR
55.7Drawdown
53Loss Rate
0Parameters
1Security Types
-0.291Sortino Ratio
1494Tradeable Dates
3878Trades
-0.169Treynor Ratio
47Win Rate
1436.856Net Profit
44.871PSR
0.979Sharpe Ratio
0.121Alpha
1.192Beta
31.652CAR
35.5Drawdown
34Loss Rate
0Parameters
1Security Types
1.113Sortino Ratio
0Tradeable Dates
422Trades
0.183Treynor Ratio
66Win Rate
2202.064Net Profit
52.657PSR
1.045Sharpe Ratio
0.131Alpha
1.191Beta
33.269CAR
34.2Drawdown
30Loss Rate
0Parameters
1Security Types
1.18Sortino Ratio
2747Tradeable Dates
451Trades
0.192Treynor Ratio
70Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
5Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
56.393Net Profit
0.003PSR
-0.215Sharpe Ratio
-0.012Alpha
0.081Beta
1.827CAR
10.2Drawdown
43Loss Rate
0Parameters
1Security Types
-0.128Sortino Ratio
6207Tradeable Dates
1688Trades
-0.106Treynor Ratio
57Win Rate
15867.808Net Profit
97.806PSR
2.201Sharpe Ratio
0.517Alpha
0.235Beta
72.594CAR
33.5Drawdown
42Loss Rate
0Parameters
1Security Types
2.71Sortino Ratio
3392Tradeable Dates
218Trades
3.533Treynor Ratio
58Win Rate
723.842Net Profit
0.104PSR
0.356Sharpe Ratio
0.025Alpha
0.621Beta
9.305CAR
35.6Drawdown
34Loss Rate
0Parameters
1Security Types
0.296Sortino Ratio
5957Tradeable Dates
1371Trades
0.086Treynor Ratio
66Win Rate
13.653Net Profit
95.44PSR
279.061Sharpe Ratio
242.828Alpha
0.389Beta
10584.008CAR
0.7Drawdown
0Loss Rate
0Parameters
0Security Types
10Tradeable Dates
2Trades
623.919Treynor Ratio
13.62Win Rate
14.63Net Profit
95.41PSR
385.01Sharpe Ratio
358.743Alpha
0.043Beta
14499.453CAR
0.6Drawdown
0Loss Rate
0Parameters
0Security Types
10Tradeable Dates
2Trades
8419.727Treynor Ratio
14.61Win Rate
-1.24Net Profit
0.025PSR
-8.575Sharpe Ratio
-0.134Alpha
0.116Beta
-20.672CAR
1.2Drawdown
-4.76Loss Rate
0Parameters
0Security Types
14Tradeable Dates
4Trades
-1.616Treynor Ratio
3.7Win Rate
-0.062Net Profit
0.015PSR
-65.394Sharpe Ratio
-0.059Alpha
0.004Beta
-0.787CAR
0.1Drawdown
-0.25Loss Rate
0Parameters
0Security Types
21Tradeable Dates
4Trades
-14.842Treynor Ratio
0.18Win Rate
-1.24Net Profit
0.002PSR
-8.48Sharpe Ratio
-0.137Alpha
0.076Beta
-13.801CAR
1.3Drawdown
-4.94Loss Rate
0Parameters
0Security Types
23Tradeable Dates
4Trades
-2.03Treynor Ratio
3.89Win Rate
10.08Net Profit
89.314PSR
1.83Sharpe Ratio
0.014Alpha
0.449Beta
25.631CAR
3.8Drawdown
-2.81Loss Rate
0Parameters
0Security Types
106Tradeable Dates
69Trades
0.274Treynor Ratio
3.32Win Rate
10.08Net Profit
89.314PSR
1.83Sharpe Ratio
0.014Alpha
0.449Beta
25.631CAR
3.8Drawdown
-2.81Loss Rate
0Parameters
0Security Types
106Tradeable Dates
69Trades
0.274Treynor Ratio
3.32Win Rate
10.08Net Profit
89.314PSR
1.83Sharpe Ratio
0.014Alpha
0.449Beta
25.631CAR
3.8Drawdown
-2.81Loss Rate
0Parameters
0Security Types
106Tradeable Dates
69Trades
0.274Treynor Ratio
3.32Win Rate
438.461Net Profit
0.004PSR
0.25Sharpe Ratio
0.03Alpha
0.76Beta
7.368CAR
61.4Drawdown
36Loss Rate
0Parameters
1Security Types
0.148Sortino Ratio
5951Tradeable Dates
811Trades
0.087Treynor Ratio
64Win Rate
438.461Net Profit
0.004PSR
0.25Sharpe Ratio
0.03Alpha
0.76Beta
7.368CAR
61.4Drawdown
36Loss Rate
0Parameters
1Security Types
0.148Sortino Ratio
5951Tradeable Dates
811Trades
0.087Treynor Ratio
64Win Rate
-9.416Net Profit
7.483PSR
-0.584Sharpe Ratio
-0.115Alpha
-0.028Beta
-9.391CAR
32.4Drawdown
-2.28Loss Rate
0Parameters
0Security Types
366Tradeable Dates
182Trades
4.023Treynor Ratio
1.19Win Rate
108.703Net Profit
74.937PSR
1.532Sharpe Ratio
0.285Alpha
0.238Beta
38.583CAR
17.4Drawdown
61Loss Rate
0Parameters
1Security Types
2.117Sortino Ratio
823Tradeable Dates
152Trades
1.622Treynor Ratio
39Win Rate
0Parameters
1Security Types
6419Tradeable Dates
0Parameters
1Security Types
6419Tradeable Dates
0Parameters
1Security Types
6419Tradeable Dates
0Parameters
1Security Types
6671Tradeable Dates
-3.149Net Profit
0.04PSR
-0.922Sharpe Ratio
-0.028Alpha
0.004Beta
-0.491CAR
9.4Drawdown
-0.51Loss Rate
0Parameters
0Security Types
1634Tradeable Dates
348Trades
-6.48Treynor Ratio
0.83Win Rate
46.635Net Profit
77.014PSR
1.613Sharpe Ratio
0.205Alpha
0.195Beta
34.363CAR
14.4Drawdown
-1.74Loss Rate
0Parameters
0Security Types
473Tradeable Dates
50Trades
1.675Treynor Ratio
5.55Win Rate
47.553Net Profit
0.838PSR
0.218Sharpe Ratio
0.062Alpha
-0.089Beta
5.603CAR
37.7Drawdown
-0.86Loss Rate
0Parameters
0Security Types
1795Tradeable Dates
3697Trades
-0.584Treynor Ratio
1.55Win Rate
1279.563Net Profit
11.223PSR
0.709Sharpe Ratio
0.025Alpha
0.927Beta
19.925CAR
41.5Drawdown
-1.23Loss Rate
51Parameters
0Security Types
3632Tradeable Dates
1075Trades
0.152Treynor Ratio
1.47Win Rate
1568.053Net Profit
10.977PSR
0.718Sharpe Ratio
0.014Alpha
1.136Beta
21.512CAR
48Drawdown
-1.34Loss Rate
47Parameters
0Security Types
3632Tradeable Dates
1155Trades
0.137Treynor Ratio
1.53Win Rate
.ekz. left a comment in the discussion Opening Range Breakout for Stocks in Play
Great to see this! i actually worked on this for python some months ago but it didnt seem to work...
.ekz. left a comment in the discussion OrderFlow Trading on a fixed universe of futures
Brilliant share! I've been looking for a good futures example that uses order flow in some way, and...
.ekz. left a comment in the discussion Factor Optimization Framework on SPY Constituents
Thanks for this Derek Melchin. A very inspiring share. Using the Nelder-Mead approach for...
.ekz. left a comment in the discussion Quantopian Theory to Practice: Implied Volatility
What a great contribution to the community. Thanks for this. Will play around with it and share any...
.ekz. left a comment in the discussion Looking for options collaborators to work on machine learning
I'll add here some suggested material on the topic: Advances in Financial ML by My Marcos Lopez de...
.ekz. left a comment in the discussion Looking for options collaborators to work on machine learning
I'm a big fan of Matt and the folks at ORATS, haven't used spot gamma but will check it out. Thanks...
.ekz. started the discussion Is this backtest possible in QC?
Hi all, new to QC but not new to algo trading. Is it possible to backtest the following stock...
.ekz. started the discussion Hacking a local LEAN instance to trade SPX
TLDR: Where can one find documentation and/or guidance on hacking a local LEAN instance to execute...
.ekz. started the discussion Is it possible to plot Strategy Equity as a line chart?
I do appreciate the candlesticks because they show us MAE and MFE, but in my regular Algo work...
.ekz. started the discussion How to get UnrealizedProfitPercent for an open options contract?
I need to keep track of the floating (unrealized) P/L of my options contract, but unfortunately the...
.ekz. started the discussion How do we annotate our plotted charts?
I am plotting my equity as a line chart, and i would like to annotate it so I can see exactly where...
.ekz. started the discussion Using fundamental data to identify SPACs.
I'd like to use the universe selection to pick SPACs, but it's not clear what fundamental data...
.ekz. started the discussion Getting custom resolution history to update my consolidators
I’m using a custom consolidator for 30 minute bars, so I need to fetch history on 30minute...
.ekz. started the discussion Is Paper Trading available for Coinbase?
Hopefully this hasn't been answered already. Missed it if so.
.ekz. started the discussion How do we / can we export optimization results?
I'd like to export my optimzation results so I can perform additional analysis ( eg: calculating...
.ekz. started the discussion Additional Resolutions: Weekly, 4Hour, 30 Min, 5Min
The resolutions we have built-in are great and convenient, but it would be fantastic if we could...
.ekz. started the discussion Calculating Drawdown percentage for a stock (not portfolio).
I'm exploring the use of portfolio metrics to evaluate asset performance (after all, portfolio...
.ekz. started the discussion Tracking multi-legged Option positions
I'm converting a manual option strategy that trades spreads, and liquidates via take profit%, stop...
.ekz. started the discussion Derek is a bot. Thank you Derek!
Quick post to give Derek Melchin some major props.
.ekz. started the discussion Is it possible to cancel an in-flight backtest without losing stats?
Typically when I abort a backtest that is running, it's deleted without a trace. All stats, logs,...
.ekz. started the discussion Feature proposal: click-to-copy debug values from watchlist
TLDR: Currently, there is no way to select debug values for watch variables, and it's often the...
.ekz. started the discussion Backtest start date affect the options deltas?
Has anyone seen an issue where the backtest start date affects the delta of retrieved options?
.ekz. started the discussion Managing options position used in multiple spreads - 2 Questions.
I have an options algo that trades multiple BullPutSpreads simultaneously; opening & closing...
.ekz. started the discussion Estimating order fees before placing an order?
Is there a way to calculate the expected fees for an order?
.ekz. started the discussion Examples of how to use OptionStrategyPositionGroupBuyingPowerModel?
When trading option spreads, i run into the ‘insufficient buying power’ error, because the...
.ekz. started the discussion FYI: Community forum search seems to be missing results
Just noticed my search for “OptionStrategyPositionGroupBuyingPowerModel” returns no results,...
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.ekz. left a comment in the discussion Opening Range Breakout for Stocks in Play
Great to see this! i actually worked on this for python some months ago but it didnt seem to work...
3 days ago