Ezra Citron
Quant
Date Joined
28th February, 2023
Bootcamp progress
82% Complete
Achievements
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2023-10-02 14:07:28
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2024-12-08 12:13:58
Python Programming
Choose Python as your preferred programming language.
2023-02-28 19:41:59
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2023-03-01 10:33:11
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2023-03-13 10:04:59
Connected with Discord
2023-09-27 16:25:26
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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 (4)
View More13.079Net Profit
100PSR
11.954Sharpe Ratio
1.429Alpha
-0.089Beta
247.21CAR
1.8Drawdown
58Loss Rate
0Parameters
2Security Types
51.799Sortino Ratio
36Tradeable Dates
248Trades
-15.555Treynor Ratio
42Win Rate
0.239Net Profit
13.428PSR
-2.07Sharpe Ratio
-0.053Alpha
0.022Beta
0.241CAR
2.6Drawdown
-0.56Loss Rate
12Parameters
0Security Types
0Tradeable Dates
19Trades
-2.231Treynor Ratio
0.5Win Rate
32.866Net Profit
0.15PSR
0.224Sharpe Ratio
0.022Alpha
0.057Beta
2.881CAR
35.7Drawdown
-4.53Loss Rate
0Parameters
0Security Types
2516Tradeable Dates
121Trades
0.48Treynor Ratio
3.11Win Rate
-7.732Net Profit
24.045PSR
-0.427Sharpe Ratio
-0.232Alpha
0.17Beta
-38.875CAR
25.9Drawdown
-4.14Loss Rate
0Parameters
0Security Types
60Tradeable Dates
17Trades
-1.212Treynor Ratio
5.23Win Rate
Community
View MoreEzra started the discussion Classical vrs Algorithm Framework universe selection
What is the difference between using the classic and algorithm framework in universe selection?
13.079Net Profit
100PSR
11.954Sharpe Ratio
1.429Alpha
-0.089Beta
247.21CAR
1.8Drawdown
58Loss Rate
0Parameters
2Security Types
51.799Sortino Ratio
36Tradeable Dates
248Trades
-15.555Treynor Ratio
42Win Rate
0.239Net Profit
13.428PSR
-2.07Sharpe Ratio
-0.053Alpha
0.022Beta
0.241CAR
2.6Drawdown
-0.56Loss Rate
12Parameters
0Security Types
0Tradeable Dates
19Trades
-2.231Treynor Ratio
0.5Win Rate
32.866Net Profit
0.15PSR
0.224Sharpe Ratio
0.022Alpha
0.057Beta
2.881CAR
35.7Drawdown
-4.53Loss Rate
0Parameters
0Security Types
2516Tradeable Dates
121Trades
0.48Treynor Ratio
3.11Win Rate
-7.732Net Profit
24.045PSR
-0.427Sharpe Ratio
-0.232Alpha
0.17Beta
-38.875CAR
25.9Drawdown
-4.14Loss Rate
0Parameters
0Security Types
60Tradeable Dates
17Trades
-1.212Treynor Ratio
5.23Win Rate
Ezra left a comment in the discussion SPY vs. SPY
Is this not just a trailing stop loss on SPY?
Ezra started the discussion Classical vrs Algorithm Framework universe selection
What is the difference between using the classic and algorithm framework in universe selection?
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Ezra left a comment in the discussion SPY vs. SPY
Is this not just a trailing stop loss on SPY?
6 months ago