erik schuh
Quant
Date Joined
7th January, 2021
Bootcamp progress
41% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2021-01-27 00:44:46
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2021-01-31 23:56:23
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Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2021-02-01 01:58:14
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Run multiple live algorithms simultaneously.
2021-02-01 23:02:05
C# Programming
Choose C# as your preferred programming language.
2021-01-22 20:05:37
Python Programming
Choose Python as your preferred programming language.
2021-01-07 04:27:53
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Complete a beginner bootcamp in the algorithm lab.
2021-01-09 00:21:44
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Complete an advanced bootcamp in the algorithm lab.
2021-01-11 03:19:10
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Activity on QuantConnect
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Public Backtests (5)
View More0.143Net Profit
0PSR
3.55Sharpe Ratio
0.424Alpha
-1.26Beta
19.023CAR
1.1Drawdown
-0.13Loss Rate
62Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
3Tradeable Dates
12Trades
-0.102Treynor Ratio
0.27Win Rate
1.024Net Profit
63.653PSR
1.573Sharpe Ratio
0.041Alpha
-0.018Beta
4.037CAR
0.9Drawdown
-0.09Loss Rate
58Parameters
0Security Types
1.712Sortino Ratio
66Tradeable Dates
38Trades
-1.831Treynor Ratio
0.34Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
0Sortino Ratio
3Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-1.028Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
-71.573CAR
1Drawdown
-0.34Loss Rate
0Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
3Tradeable Dates
6Trades
0Treynor Ratio
0Win Rate
36.522Net Profit
39.415PSR
0.889Sharpe Ratio
0.044Alpha
0.486Beta
11.62CAR
21.6Drawdown
-0.56Loss Rate
0Parameters
0Security Types
1.037Sortino Ratio
711Tradeable Dates
931Trades
0.288Treynor Ratio
0.78Win Rate
Community
View Moreerik started the discussion Relative Vigor Index in Python
Hi, I saw the previous question about RVI and that was solved using C#. Is there anything in the...
erik started the discussion Finding Current Price with each Stock
Hi, I am trying to find the current price of each stock in my basket (10 tickers). I didn't think...
erik started the discussion Gap and Go Strategy
Has anyone coded a typical Gap and Go Strategy in Python? I have found Gap fades but not Gap and...
erik started the discussion Iron Condor Slow Backtest
I've looked through the forums and there seems to be some different answers on the efficiency of...
0.143Net Profit
0PSR
3.55Sharpe Ratio
0.424Alpha
-1.26Beta
19.023CAR
1.1Drawdown
-0.13Loss Rate
62Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
3Tradeable Dates
12Trades
-0.102Treynor Ratio
0.27Win Rate
1.024Net Profit
63.653PSR
1.573Sharpe Ratio
0.041Alpha
-0.018Beta
4.037CAR
0.9Drawdown
-0.09Loss Rate
58Parameters
0Security Types
1.712Sortino Ratio
66Tradeable Dates
38Trades
-1.831Treynor Ratio
0.34Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
0Sortino Ratio
3Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-1.028Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
-71.573CAR
1Drawdown
-0.34Loss Rate
0Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
3Tradeable Dates
6Trades
0Treynor Ratio
0Win Rate
36.522Net Profit
39.415PSR
0.889Sharpe Ratio
0.044Alpha
0.486Beta
11.62CAR
21.6Drawdown
-0.56Loss Rate
0Parameters
0Security Types
1.037Sortino Ratio
711Tradeable Dates
931Trades
0.288Treynor Ratio
0.78Win Rate
erik started the discussion Relative Vigor Index in Python
Hi, I saw the previous question about RVI and that was solved using C#. Is there anything in the...
erik started the discussion Finding Current Price with each Stock
Hi, I am trying to find the current price of each stock in my basket (10 tickers). I didn't think...
erik started the discussion Gap and Go Strategy
Has anyone coded a typical Gap and Go Strategy in Python? I have found Gap fades but not Gap and...
erik started the discussion Iron Condor Slow Backtest
I've looked through the forums and there seems to be some different answers on the efficiency of...
erik left a comment in the discussion Iron Condor Slow Backtest
Thank you. That helps some! The problem is I still see my profit2 is logged every minute (Line 59)....
erik left a comment in the discussion Finding Current Price with each Stock
Thanks Derek!
erik left a comment in the discussion Finding Current Price with each Stock
Shile Wen Thanks for the help. I am getting this error everytime with both of your suggestions:
erik left a comment in the discussion Finding Current Price with each Stock
See Above
erik left a comment in the discussion Relative Vigor Index in Python
Thanks Derek Melchin
erik left a comment in the discussion Put Credit Spreads
Rajats179 are you willing to share this code? I was going to make something similar but using IV...
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erik left a comment in the discussion Iron Condor Slow Backtest
Thank you. That helps some! The problem is I still see my profit2 is logged every minute (Line 59)....
3 years ago