Erik Bengtson
Quant
Date Joined
7th July, 2017
Bootcamp progress
2% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2019-03-14 21:07:01
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2018-02-02 18:37:36
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2018-01-28 18:49:16
Parallel Live Trading
Run multiple live algorithms simultaneously.
2020-07-28 22:42:25
Cloner
Clone at least 100 algorithms from the community.
2018-02-02 17:54:28
C# Programming
Choose C# as your preferred programming language.
2019-06-20 17:46:14
Popular
Receive at least 10 upvotes from different users in the community.
2019-05-16 12:26:32
- Profile
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Biography
Activity on QuantConnect
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Public Backtests (14)
View More114241.053Net Profit
17.268PSR
1.262Sharpe Ratio
0.753Alpha
5.304Beta
80.505CAR
88.5Drawdown
-34.48Loss Rate
36Parameters
2Security Types
1.16Sortino Ratio
4353Tradeable Dates
331Trades
0.237Treynor Ratio
5.08Win Rate
59371.866Net Profit
21.488PSR
1.17Sharpe Ratio
0.478Alpha
4.615Beta
70.905CAR
83.3Drawdown
-31.09Loss Rate
26Parameters
2Security Types
1.212Sortino Ratio
4352Tradeable Dates
329Trades
0.199Treynor Ratio
4.6Win Rate
-0.164Net Profit
45.11PSR
0.132Sharpe Ratio
-2.15Alpha
1.3Beta
-8.209CAR
3Drawdown
44Loss Rate
59Parameters
1Security Types
0.0053Sortino Ratio
0Tradeable Dates
126Trades
0.023Treynor Ratio
56Win Rate
32Parameters
0Security Types
7507Tradeable Dates
66Parameters
0Security Types
7488Tradeable Dates
Community
View MoreErik started the discussion Discounted Cash Flow with Morningstar Data?
Hi,
Erik started the discussion Skewness Commodities for Oanda instruments
Hi,
Erik started the discussion Backtesting with alpha deserialized from JSON, rather than executing AlphaModel
Hi,
Erik left a comment in the discussion Few queries on the working of Algorithm Framework to implement Swing trading strategy
I have similar logic as yours with the Framework and it works quite well. I don't use the default...
114241.053Net Profit
17.268PSR
1.262Sharpe Ratio
0.753Alpha
5.304Beta
80.505CAR
88.5Drawdown
-34.48Loss Rate
36Parameters
2Security Types
1.16Sortino Ratio
4353Tradeable Dates
331Trades
0.237Treynor Ratio
5.08Win Rate
59371.866Net Profit
21.488PSR
1.17Sharpe Ratio
0.478Alpha
4.615Beta
70.905CAR
83.3Drawdown
-31.09Loss Rate
26Parameters
2Security Types
1.212Sortino Ratio
4352Tradeable Dates
329Trades
0.199Treynor Ratio
4.6Win Rate
-0.164Net Profit
45.11PSR
0.132Sharpe Ratio
-2.15Alpha
1.3Beta
-8.209CAR
3Drawdown
44Loss Rate
59Parameters
1Security Types
0.0053Sortino Ratio
0Tradeable Dates
126Trades
0.023Treynor Ratio
56Win Rate
32Parameters
0Security Types
7507Tradeable Dates
66Parameters
0Security Types
7488Tradeable Dates
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
13Parameters
1Security Types
0Sortino Ratio
3Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-4.852Net Profit
-0.974Sharpe Ratio
-0.141Alpha
5.796Beta
-6.151CAR
5.9Drawdown
0Loss Rate
19Parameters
3Security Types
0Sortino Ratio
284Tradeable Dates
1Trades
-0.009Treynor Ratio
0Win Rate
56.826Net Profit
0.438Sharpe Ratio
0.047Alpha
0.589Beta
5.116CAR
25Drawdown
49Loss Rate
1Security Types
0.1705297156121Sortino Ratio
2270Tradeable Dates
493Trades
0.099Treynor Ratio
51Win Rate
-26.14Net Profit
-4.583Sharpe Ratio
-7.529Alpha
136.413Beta
-99.98CAR
30.3Drawdown
100Loss Rate
1Security Types
0Sortino Ratio
11Tradeable Dates
2Trades
-0.04Treynor Ratio
0Win Rate
-6.015Net Profit
-2.584Sharpe Ratio
-0.755Alpha
22.792Beta
-40.938CAR
6Drawdown
100Loss Rate
1Security Types
0Sortino Ratio
31Tradeable Dates
2Trades
-0.018Treynor Ratio
0Win Rate
-40.66Net Profit
-25.099Sharpe Ratio
-5.611Alpha
-0.498Beta
-99.98CAR
40.7Drawdown
81Loss Rate
1Security Types
-0.62339515738805Sortino Ratio
267Tradeable Dates
6666Trades
11.312Treynor Ratio
19Win Rate
71.602Net Profit
1.642Sharpe Ratio
0.545Alpha
-0.096Beta
100.687CAR
23.3Drawdown
50Loss Rate
1Security Types
1.1008507651401Sortino Ratio
243Tradeable Dates
106Trades
-5.542Treynor Ratio
50Win Rate
0.059Net Profit
0.475Sharpe Ratio
0Alpha
0Beta
0.076CAR
0.1Drawdown
50Loss Rate
1Security Types
0.20589590577191Sortino Ratio
243Tradeable Dates
40Trades
1.07Treynor Ratio
50Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
3Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Erik started the discussion Discounted Cash Flow with Morningstar Data?
Hi,
Erik started the discussion Skewness Commodities for Oanda instruments
Hi,
Erik started the discussion Backtesting with alpha deserialized from JSON, rather than executing AlphaModel
Hi,
Erik left a comment in the discussion Strategy Backtesting results
It seems that second period market was trending, while the first it was trading within a range
Erik left a comment in the discussion Few queries on the working of Algorithm Framework to implement Swing trading strategy
I have similar logic as yours with the Framework and it works quite well. I don't use the default...
Erik started the discussion Calculate rollover Interest for Oanda
Hi,
Erik started the discussion Market Hours with Custom Data always set to OpenAllDay, can we change that?
Hi,
Erik left a comment in the discussion Forex carry rollover interests
Oanda calculates the interest once a day around 5pm ET, you will see in your algo when QC refreshes...
Erik left a comment in the discussion Data gap issue
Last time I tried my testcase it seems the gap is gone. Issue is closed
Erik left a comment in the discussion What options do i have with Forex and Volume?
you can download volume as any custom data, if you have a provider, I'm doing that.
Erik left a comment in the discussion Have a Potentially Great Alpha, Need Some Help - including other Python libraries?
based on the csv file, it seems that you are using sec fillings. you can grab such data from...
Erik started the discussion Lean vs QC cloud results not the same
Hi,
Erik started the discussion CalculateOrderQuantity gives quantities above max units allowed by Oanda
Hi,
Erik started the discussion How to maximise MFE?
Hi,
Erik started the discussion Determine HH LH LL HL
Hi,
Erik started the discussion Max for Period between Current Time-20 and Current Time-2
Hi,
Erik started the discussion Trying to implement John Ehlers's Predictive Indicator
Hi,
Erik started the discussion Reports in Lean
Hi,
Erik started the discussion Stop Order not getting Filled
Hi For some reason, the order stop is not getting filled.
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Erik left a comment in the discussion Strategy Backtesting results
It seems that second period market was trending, while the first it was trading within a range
4 years ago