Garrison Whipple
Quant
Date Joined
14th September, 2021
Bootcamp progress
85% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2021-09-17 23:43:56
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2021-09-22 08:46:09
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2023-06-22 02:57:12
Cloner
Clone at least 100 algorithms from the community.
2022-01-13 07:35:31
C# Programming
Choose C# as your preferred programming language.
2021-09-22 07:48:45
Python Programming
Choose Python as your preferred programming language.
2021-09-14 01:17:43
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2021-09-17 22:06:27
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2021-10-20 07:32:03
Connected with Discord
2023-01-25 19:27:49
Investor
2022-11-23 02:35:37
- Profile
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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 (28)
View More0.688Net Profit
80.776PSR
2.195Sharpe Ratio
0.021Alpha
-0.006Beta
2.766CAR
0.2Drawdown
-0.16Loss Rate
0Parameters
0Security Types
78Tradeable Dates
18Trades
-3.483Treynor Ratio
0.14Win Rate
0.002Net Profit
92.281PSR
8.107Sharpe Ratio
0.001Alpha
-0.001Beta
0.128CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
6Tradeable Dates
44Trades
-1.836Treynor Ratio
0Win Rate
-0.392Net Profit
0.128PSR
-0.638Sharpe Ratio
-0.002Alpha
0.007Beta
-0.196CAR
0.6Drawdown
0Loss Rate
0Parameters
0Security Types
-0.68Sortino Ratio
621Tradeable Dates
6862Trades
-0.201Treynor Ratio
0Win Rate
0.365Net Profit
61.226PSR
1.166Sharpe Ratio
0.001Alpha
-0.003Beta
0.181CAR
0.1Drawdown
0Loss Rate
6Parameters
0Security Types
1.847Sortino Ratio
628Tradeable Dates
1589Trades
-0.452Treynor Ratio
0Win Rate
-0.021Net Profit
7.328PSR
-2.09Sharpe Ratio
-0.001Alpha
0.003Beta
-0.169CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
-2.576Sortino Ratio
39Tradeable Dates
99Trades
-0.47Treynor Ratio
0Win Rate
Community
View MoreGarrison started the discussion Backtests stall out due to data/memory usage. What can I do?
I get the following error when trying to run my algorithm on timeframes longer than 2 months for...
Garrison started the discussion Teams only support 2 seats or more?!?!?!?!
Are you serious, why is this a thing now? This would be fine if you didn't design your pricing...
Garrison started the discussion How do I do analytics research based off of custom signals from the tick data
Trying to figure out how I can do analytics like a time series showing the average price of an...
Garrison left a comment in the discussion Continuous Futures Support
Derek Melchin the contract multiplier you mentioned is 50 which is the dollars to tick multiplier,...
0.688Net Profit
80.776PSR
2.195Sharpe Ratio
0.021Alpha
-0.006Beta
2.766CAR
0.2Drawdown
-0.16Loss Rate
0Parameters
0Security Types
78Tradeable Dates
18Trades
-3.483Treynor Ratio
0.14Win Rate
0.002Net Profit
92.281PSR
8.107Sharpe Ratio
0.001Alpha
-0.001Beta
0.128CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
6Tradeable Dates
44Trades
-1.836Treynor Ratio
0Win Rate
-0.392Net Profit
0.128PSR
-0.638Sharpe Ratio
-0.002Alpha
0.007Beta
-0.196CAR
0.6Drawdown
0Loss Rate
0Parameters
0Security Types
-0.68Sortino Ratio
621Tradeable Dates
6862Trades
-0.201Treynor Ratio
0Win Rate
0.365Net Profit
61.226PSR
1.166Sharpe Ratio
0.001Alpha
-0.003Beta
0.181CAR
0.1Drawdown
0Loss Rate
6Parameters
0Security Types
1.847Sortino Ratio
628Tradeable Dates
1589Trades
-0.452Treynor Ratio
0Win Rate
-0.021Net Profit
7.328PSR
-2.09Sharpe Ratio
-0.001Alpha
0.003Beta
-0.169CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
-2.576Sortino Ratio
39Tradeable Dates
99Trades
-0.47Treynor Ratio
0Win Rate
-0.002Net Profit
30.167PSR
-0.324Sharpe Ratio
0Alpha
0.002Beta
-0.021CAR
0Drawdown
0Loss Rate
512Parameters
0Security Types
2.619Sortino Ratio
34Tradeable Dates
85Trades
-0.074Treynor Ratio
0Win Rate
0.183Net Profit
34.118PSR
0.758Sharpe Ratio
0.001Alpha
0Beta
0.091CAR
0.1Drawdown
0Loss Rate
6980Parameters
0Security Types
0.946Sortino Ratio
623Tradeable Dates
1154Trades
-1.764Treynor Ratio
0Win Rate
0.378Net Profit
62.576PSR
1.186Sharpe Ratio
0.001Alpha
-0.003Beta
0.187CAR
0.1Drawdown
0Loss Rate
0Parameters
0Security Types
1.887Sortino Ratio
628Tradeable Dates
3204Trades
-0.446Treynor Ratio
0Win Rate
0.001Net Profit
0PSR
3.451Sharpe Ratio
0.045Alpha
-0.013Beta
0.128CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
-26.929Sortino Ratio
3Tradeable Dates
352Trades
-0.084Treynor Ratio
0Win Rate
18.285Net Profit
18.954PSR
0.498Sharpe Ratio
0.073Alpha
-0.068Beta
8.676CAR
23.3Drawdown
-0.05Loss Rate
0Parameters
0Security Types
0.649Sortino Ratio
632Tradeable Dates
1939Trades
-1.025Treynor Ratio
0.13Win Rate
32.982Net Profit
17.912PSR
0.508Sharpe Ratio
0.261Alpha
-0.225Beta
15.169CAR
64.5Drawdown
-0.04Loss Rate
0Parameters
0Security Types
0.326Sortino Ratio
632Tradeable Dates
13654Trades
-1.106Treynor Ratio
0.06Win Rate
68.698Net Profit
52.176PSR
1.135Sharpe Ratio
0.215Alpha
0.044Beta
29.575CAR
11.9Drawdown
-0.13Loss Rate
0Parameters
0Security Types
1.869Sortino Ratio
632Tradeable Dates
1401Trades
4.938Treynor Ratio
0.34Win Rate
5.702Net Profit
98.432PSR
30.222Sharpe Ratio
7.314Alpha
-0.774Beta
921.831CAR
2.1Drawdown
-0.02Loss Rate
0Parameters
0Security Types
989.772Sortino Ratio
8Tradeable Dates
986Trades
-8.723Treynor Ratio
0.04Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
32Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
32Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-0.042Net Profit
2.129PSR
-0.187Sharpe Ratio
0Alpha
0.001Beta
-0.021CAR
0.2Drawdown
0Loss Rate
0Parameters
0Security Types
-0.256Sortino Ratio
628Tradeable Dates
1111Trades
-0.125Treynor Ratio
0Win Rate
0.005Net Profit
6.853PSR
0.128Sharpe Ratio
0Alpha
0Beta
0.003CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
0.182Sortino Ratio
628Tradeable Dates
133Trades
0.055Treynor Ratio
0Win Rate
-0.666Net Profit
0.017PSR
-1.058Sharpe Ratio
-0.002Alpha
0.001Beta
-0.33CAR
0.8Drawdown
0Loss Rate
0Parameters
0Security Types
-1.568Sortino Ratio
628Tradeable Dates
5524Trades
-1.702Treynor Ratio
0Win Rate
-0.394Net Profit
0.018PSR
-1.079Sharpe Ratio
-0.002Alpha
0.004Beta
-0.195CAR
0.4Drawdown
0Loss Rate
0Parameters
0Security Types
-1.443Sortino Ratio
628Tradeable Dates
1873Trades
-0.342Treynor Ratio
0Win Rate
-0.433Net Profit
0.011PSR
-1.133Sharpe Ratio
-0.002Alpha
0.004Beta
-0.215CAR
0.5Drawdown
0Loss Rate
0Parameters
0Security Types
-1.51Sortino Ratio
628Tradeable Dates
2177Trades
-0.366Treynor Ratio
0Win Rate
0.096Net Profit
8.016PSR
0.177Sharpe Ratio
0Alpha
0.007Beta
0.047CAR
0.3Drawdown
0Loss Rate
0Parameters
0Security Types
0.241Sortino Ratio
628Tradeable Dates
3069Trades
0.045Treynor Ratio
0Win Rate
-0.009Net Profit
22.922PSR
-2.837Sharpe Ratio
0.001Alpha
0.006Beta
-0.43CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
-3.587Sortino Ratio
7Tradeable Dates
586Trades
-0.602Treynor Ratio
0Win Rate
-0.581Net Profit
0.645PSR
-0.452Sharpe Ratio
-0.004Alpha
0.023Beta
-0.291CAR
1.1Drawdown
0Loss Rate
490Parameters
0Security Types
-0.579Sortino Ratio
622Tradeable Dates
21616Trades
-0.089Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
406Parameters
0Security Types
0Sortino Ratio
1Tradeable Dates
47Trades
0Treynor Ratio
0Win Rate
-0.018Net Profit
0PSR
-13.291Sharpe Ratio
-0.014Alpha
0.004Beta
-1.759CAR
0Drawdown
0Loss Rate
406Parameters
0Security Types
-11.874Sortino Ratio
4Tradeable Dates
213Trades
-4.681Treynor Ratio
0Win Rate
0.08Net Profit
62.801PSR
1.518Sharpe Ratio
0.001Alpha
0.006Beta
0.316CAR
0.1Drawdown
0Loss Rate
0Parameters
0Security Types
4.191Sortino Ratio
80Tradeable Dates
2071Trades
0.366Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
117Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-3.81Net Profit
18.099PSR
-1.848Sharpe Ratio
0.393Alpha
-1.954Beta
-36.983CAR
9Drawdown
-0.57Loss Rate
8Parameters
0Security Types
-2.673Sortino Ratio
22Tradeable Dates
86Trades
0.18Treynor Ratio
0.65Win Rate
Garrison started the discussion Backtests stall out due to data/memory usage. What can I do?
I get the following error when trying to run my algorithm on timeframes longer than 2 months for...
Garrison started the discussion Teams only support 2 seats or more?!?!?!?!
Are you serious, why is this a thing now? This would be fine if you didn't design your pricing...
Garrison started the discussion How do I do analytics research based off of custom signals from the tick data
Trying to figure out how I can do analytics like a time series showing the average price of an...
Garrison left a comment in the discussion Continuous Futures Support
How can I prevent this continuous futures algo from erroring out when using...
Garrison left a comment in the discussion Continuous Futures Support
Derek Melchin the contract multiplier you mentioned is 50 which is the dollars to tick multiplier,...
Garrison left a comment in the discussion Continuous Futures Support
How do I access the minimum tick size of the altered tick price. like 0.23222556 instead of 0.25...
Garrison left a comment in the discussion Research - Backpropagating neural network using sklearn
Can we get an updated notebook for this example? Cloning it does not work anymore
Garrison left a comment in the discussion Calculate difference between market buy and market sell volume over some interval
Louis Szeto the total volume for the day on an instrument like S&P 500 futures does not match...
Garrison left a comment in the discussion Backtests stall out due to data/memory usage. What can I do?
Derek Melchin I have already done everything I possibly could to minimize the data, the problem is...
Garrison started the discussion Unique variables for each ticker
Attached is my project I am working on and as you can see in the log output. the rate of change...
Garrison started the discussion Research Analysis won't work
I cloned the Tiingo research algorithm:
Garrison started the discussion Using Universe Selection With alternative Dataset
So i was trying to modify the algorithm for the benzinga alternative dataset to allow for a...
Garrison started the discussion How do we delete project folders?
I have deleted all of the project files inside of a custom folder I created but the folder is still...
Garrison started the discussion When will universe selection be available for crypto?
When will universe selection be available for crypto?
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Garrison left a comment in the discussion Continuous Futures Support
How can I prevent this continuous futures algo from erroring out when using...
2 years ago