Frank Schikarski
Quant
Date Joined
1st January, 2018
Bootcamp progress
10% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2021-01-10 12:27:03
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2020-11-15 11:54:55
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2020-11-14 15:28:09
Parallel Live Trading
Run multiple live algorithms simultaneously.
2020-11-27 11:40:43
Cloner
Clone at least 100 algorithms from the community.
2021-01-08 20:27:05
Python Programming
Choose Python as your preferred programming language.
2022-08-11 11:35:01
Popular
Receive at least 10 upvotes from different users in the community.
2021-10-30 10:58:23
- 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 (10)
View More502.713Net Profit
89.472PSR
1.415Sharpe Ratio
0.12Alpha
0.228Beta
20.463CAR
16.1Drawdown
59Loss Rate
0Parameters
2Security Types
1.415Sortino Ratio
2426Tradeable Dates
2489Trades
0.628Treynor Ratio
41Win Rate
1110.998Net Profit
89.42PSR
1.457Sharpe Ratio
0.182Alpha
0.279Beta
29.622CAR
15.2Drawdown
-0.72Loss Rate
0Parameters
0Security Types
2417Tradeable Dates
2794Trades
0.747Treynor Ratio
1.4Win Rate
626.129Net Profit
95.884PSR
1.542Sharpe Ratio
0.127Alpha
0.332Beta
22.905CAR
9.2Drawdown
-0.27Loss Rate
0Parameters
0Security Types
2417Tradeable Dates
5721Trades
0.479Treynor Ratio
0.49Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
33Parameters
1Security Types
0Sortino Ratio
38Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
2Security Types
0Sortino Ratio
4966Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Community
View MoreFrank left a comment in the discussion Volume Profile Indicator Implementation in C#
Hi Guys, @cole-s, @derek-melchin,
Frank left a comment in the discussion How to set universal leverage for my algorithm?
Hi guys,
Frank left a comment in the discussion KEI based Strategy
Hi there,
Frank left a comment in the discussion Shorting bubbles at the top
Hi guys,
502.713Net Profit
89.472PSR
1.415Sharpe Ratio
0.12Alpha
0.228Beta
20.463CAR
16.1Drawdown
59Loss Rate
0Parameters
2Security Types
1.415Sortino Ratio
2426Tradeable Dates
2489Trades
0.628Treynor Ratio
41Win Rate
1110.998Net Profit
89.42PSR
1.457Sharpe Ratio
0.182Alpha
0.279Beta
29.622CAR
15.2Drawdown
-0.72Loss Rate
0Parameters
0Security Types
2417Tradeable Dates
2794Trades
0.747Treynor Ratio
1.4Win Rate
626.129Net Profit
95.884PSR
1.542Sharpe Ratio
0.127Alpha
0.332Beta
22.905CAR
9.2Drawdown
-0.27Loss Rate
0Parameters
0Security Types
2417Tradeable Dates
5721Trades
0.479Treynor Ratio
0.49Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
33Parameters
1Security Types
0Sortino Ratio
38Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
2Security Types
0Sortino Ratio
4966Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
12302.758Net Profit
100PSR
3.843Sharpe Ratio
0.954Alpha
-0.122Beta
115.548CAR
20.8Drawdown
-2.52Loss Rate
65Parameters
1Security Types
4.853Sortino Ratio
1578Tradeable Dates
747Trades
-7.667Treynor Ratio
5.61Win Rate
8581.545Net Profit
96.538PSR
1.702Sharpe Ratio
0Alpha
0Beta
40.793CAR
22.3Drawdown
-1.14Loss Rate
15Parameters
0Security Types
2.699Sortino Ratio
3282Tradeable Dates
879Trades
0Treynor Ratio
2.18Win Rate
12.68Net Profit
77.542PSR
27.627Sharpe Ratio
0Alpha
0Beta
2525.865CAR
6.8Drawdown
-1.27Loss Rate
14Parameters
0Security Types
86.146Sortino Ratio
8Tradeable Dates
37Trades
0Treynor Ratio
0.28Win Rate
6304.328Net Profit
88.605PSR
1.51Sharpe Ratio
0.311Alpha
0.22Beta
37.606CAR
23.6Drawdown
-0.06Loss Rate
23Parameters
0Security Types
2.145Sortino Ratio
3278Tradeable Dates
21390Trades
1.512Treynor Ratio
0.07Win Rate
9442.325Net Profit
99.324PSR
1.866Sharpe Ratio
0.347Alpha
0.112Beta
41.872CAR
18.7Drawdown
-0.75Loss Rate
19Parameters
1Security Types
3.131Sortino Ratio
3279Tradeable Dates
267Trades
3.184Treynor Ratio
5.05Win Rate
Frank left a comment in the discussion Micro Study: Yen Carry Trade
Dear @Kevin, would you mind sharing a little algo with your table and lookup? Sounds interesting!...
Frank left a comment in the discussion Volume Profile Indicator Implementation in C#
Hi Guys, @cole-s, @derek-melchin,
Frank left a comment in the discussion How to set universal leverage for my algorithm?
Hi guys,
Frank left a comment in the discussion KEI based Strategy
Hi there,
Frank left a comment in the discussion Shorting bubbles at the top
Hi guys,
Frank left a comment in the discussion Shorting bubbles at the top
AK M, thanks for the nice words ;).
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Frank left a comment in the discussion Micro Study: Yen Carry Trade
Dear @Kevin, would you mind sharing a little algo with your table and lookup? Sounds interesting!...
3 months ago