Goldie Yalamanchi
Quant
Date Joined
2nd November, 2020
Bootcamp progress
17% Complete
Achievements
Algorithm Sharing
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2020-11-11 17:32:44
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2020-11-05 22:01:42
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Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2020-11-16 15:47:00
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Run multiple live algorithms simultaneously.
2020-11-30 23:23:15
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Clone at least 100 algorithms from the community.
2020-12-11 17:40:06
C# Programming
Choose C# as your preferred programming language.
2020-11-02 04:14:36
Python Programming
Choose Python as your preferred programming language.
2020-11-02 04:14:23
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2020-11-04 18:41:55
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Public Backtests (6)
View More1279.675Net Profit
36.134PSR
1.001Sharpe Ratio
0.186Alpha
0.196Beta
22.311CAR
25Drawdown
-0.66Loss Rate
61Parameters
1Security Types
1.376Sortino Ratio
3278Tradeable Dates
1922Trades
1.048Treynor Ratio
1.04Win Rate
1.921Net Profit
32.704PSR
0.591Sharpe Ratio
0.009Alpha
0.019Beta
1.895CAR
2.4Drawdown
-2.54Loss Rate
0Parameters
2Security Types
0.53Sortino Ratio
254Tradeable Dates
79Trades
1.005Treynor Ratio
2.6Win Rate
2488.046Net Profit
66.165PSR
1.24Sharpe Ratio
0.243Alpha
0.121Beta
28.408CAR
24.4Drawdown
44Loss Rate
61Parameters
1Security Types
0.2728Sortino Ratio
3274Tradeable Dates
1650Trades
2.11Treynor Ratio
56Win Rate
2444.224Net Profit
67.063PSR
1.246Sharpe Ratio
0.241Alpha
0.119Beta
28.246CAR
21.9Drawdown
-0.74Loss Rate
61Parameters
1Security Types
1.787Sortino Ratio
3273Tradeable Dates
1403Trades
2.119Treynor Ratio
1.34Win Rate
1128.286Net Profit
39.144PSR
1.017Sharpe Ratio
0.172Alpha
0.172Beta
21.339CAR
22.3Drawdown
-0.46Loss Rate
58Parameters
1Security Types
1.456Sortino Ratio
3263Tradeable Dates
3263Trades
0.864Treynor Ratio
0.51Win Rate
Community
View MoreGoldie started the discussion Strategy: Timing market selloffs with VIX RSI using Vertical Bull Put Spread
So as you know vertical bull put spreads are very profitable. I have attempted with a colleague...
Goldie started the discussion Option Spread - Delta and Strike Data correct?
Hi all,
Goldie left a comment in the discussion Option Spread - Delta and Strike Data correct?
Yes sorry I meant a bullish debit spread (call).
Goldie left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
Thunder Chicken that code was to make sure it entered the market when the algo started as long as...
1279.675Net Profit
36.134PSR
1.001Sharpe Ratio
0.186Alpha
0.196Beta
22.311CAR
25Drawdown
-0.66Loss Rate
61Parameters
1Security Types
1.376Sortino Ratio
3278Tradeable Dates
1922Trades
1.048Treynor Ratio
1.04Win Rate
1.921Net Profit
32.704PSR
0.591Sharpe Ratio
0.009Alpha
0.019Beta
1.895CAR
2.4Drawdown
-2.54Loss Rate
0Parameters
2Security Types
0.53Sortino Ratio
254Tradeable Dates
79Trades
1.005Treynor Ratio
2.6Win Rate
2488.046Net Profit
66.165PSR
1.24Sharpe Ratio
0.243Alpha
0.121Beta
28.408CAR
24.4Drawdown
44Loss Rate
61Parameters
1Security Types
0.2728Sortino Ratio
3274Tradeable Dates
1650Trades
2.11Treynor Ratio
56Win Rate
2444.224Net Profit
67.063PSR
1.246Sharpe Ratio
0.241Alpha
0.119Beta
28.246CAR
21.9Drawdown
-0.74Loss Rate
61Parameters
1Security Types
1.787Sortino Ratio
3273Tradeable Dates
1403Trades
2.119Treynor Ratio
1.34Win Rate
1128.286Net Profit
39.144PSR
1.017Sharpe Ratio
0.172Alpha
0.172Beta
21.339CAR
22.3Drawdown
-0.46Loss Rate
58Parameters
1Security Types
1.456Sortino Ratio
3263Tradeable Dates
3263Trades
0.864Treynor Ratio
0.51Win Rate
1844.376Net Profit
73.458PSR
1.285Sharpe Ratio
0.219Alpha
0.219Beta
25.782CAR
21.9Drawdown
-0.75Loss Rate
56Parameters
1Security Types
1.908Sortino Ratio
3257Tradeable Dates
733Trades
2.819Treynor Ratio
2.2Win Rate
Goldie started the discussion Strategy: Timing market selloffs with VIX RSI using Vertical Bull Put Spread
So as you know vertical bull put spreads are very profitable. I have attempted with a colleague...
Goldie started the discussion Option Spread - Delta and Strike Data correct?
Hi all,
Goldie left a comment in the discussion Option Spread - Delta and Strike Data correct?
Yes I think there maybe issue with the strikes on CMLViz. Anyways I was just doing a one month...
Goldie left a comment in the discussion Option Spread - Delta and Strike Data correct?
Yes sorry I meant a bullish debit spread (call).
Goldie left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
Thunder Chicken that code was to make sure it entered the market when the algo started as long as...
Goldie left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
def rebalance_when_out_of_the_market(self): if self.be_in == 999: ...
Goldie left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
Yes I am sorry I think I may have introduced that self flip_flag code.
Goldie left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Nathan Swenson thanks for picking that up.
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Goldie left a comment in the discussion Option Spread - Delta and Strike Data correct?
Yes I think there maybe issue with the strikes on CMLViz. Anyways I was just doing a one month...
3 years ago