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Greg Kendall

Quant

Date Joined

10th November, 2020

Bootcamp progress

99% Complete

Achievements

Profile
Backtests
Community

Biography

Long-time professional software engineer. Long-time interest in stock trading. Excited to use these new tools and data.

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 (9)

Determined Black kitten

7.732Net Profit

99.168PSR

5.403Sharpe Ratio

0.069Alpha

0.988Beta

52.921CAR

1.1Drawdown

-0.01Loss Rate

0Parameters

0Security Types

22.144Sortino Ratio

0Tradeable Dates

315Trades

0.376Treynor Ratio

0.01Win Rate

Muscular Black Pig

1.577Net Profit

44.323PSR

0.731Sharpe Ratio

0.109Alpha

-0.412Beta

9.812CAR

3.7Drawdown

-0.01Loss Rate

5Parameters

0Security Types

2.013Sortino Ratio

0Tradeable Dates

902Trades

-0.143Treynor Ratio

0.04Win Rate

Dancing Brown Gaur

3.399Net Profit

41.748PSR

0.813Sharpe Ratio

0.034Alpha

-0.02Beta

4.593CAR

2.7Drawdown

-0.02Loss Rate

2Parameters

0Security Types

0.986Sortino Ratio

0Tradeable Dates

1170Trades

-1.644Treynor Ratio

0.16Win Rate

Casual Yellow Parrot

7.078Net Profit

93.122PSR

4.73Sharpe Ratio

0.145Alpha

0.61Beta

51.545CAR

1.3Drawdown

-0.36Loss Rate

2Parameters

0Security Types

9.584Sortino Ratio

0Tradeable Dates

14Trades

0.569Treynor Ratio

0.09Win Rate

Swimming Yellow-Green Coyote

4.487Net Profit

63.786PSR

1.762Sharpe Ratio

-0.13Alpha

0.62Beta

20.754CAR

2.5Drawdown

-0.12Loss Rate

3Parameters

0Security Types

2.398Sortino Ratio

0Tradeable Dates

308Trades

0.233Treynor Ratio

0.16Win Rate

Community

Greg left a comment in the discussion Algo: Flock

I'm guessing that an LLM like Claude could convert this C code to python pretty well with a little...

1 months ago

Greg started the discussion On a backtest results pages my scroll wheel doesn't work properly - Chrome Browsers

Im using a Chrome Browser on both a Chromebook and a Windows 11 PC. In both cases, the scroll wheel...

1 years ago

Greg started the discussion Rebalance every n days

I wish to rebalance every n days … say for example every 12 days. How would I do this?...

1 years ago

Greg left a comment in the discussion Docs V2 Released

Does QC sell printed copies perhaps? I am always wishing I had a binder of the documentation next...

1 years ago

Greg left a comment in the discussion Rebalance every n days

I think I have answered this myself and I am doing the counting of days programmatically. Please...

1 years ago

Determined Black kitten

7.732Net Profit

99.168PSR

5.403Sharpe Ratio

0.069Alpha

0.988Beta

52.921CAR

1.1Drawdown

-0.01Loss Rate

0Parameters

0Security Types

22.144Sortino Ratio

0Tradeable Dates

315Trades

0.376Treynor Ratio

0.01Win Rate

Muscular Black Pig

1.577Net Profit

44.323PSR

0.731Sharpe Ratio

0.109Alpha

-0.412Beta

9.812CAR

3.7Drawdown

-0.01Loss Rate

5Parameters

0Security Types

2.013Sortino Ratio

0Tradeable Dates

902Trades

-0.143Treynor Ratio

0.04Win Rate

Dancing Brown Gaur

3.399Net Profit

41.748PSR

0.813Sharpe Ratio

0.034Alpha

-0.02Beta

4.593CAR

2.7Drawdown

-0.02Loss Rate

2Parameters

0Security Types

0.986Sortino Ratio

0Tradeable Dates

1170Trades

-1.644Treynor Ratio

0.16Win Rate

Casual Yellow Parrot

7.078Net Profit

93.122PSR

4.73Sharpe Ratio

0.145Alpha

0.61Beta

51.545CAR

1.3Drawdown

-0.36Loss Rate

2Parameters

0Security Types

9.584Sortino Ratio

0Tradeable Dates

14Trades

0.569Treynor Ratio

0.09Win Rate

Swimming Yellow-Green Coyote

4.487Net Profit

63.786PSR

1.762Sharpe Ratio

-0.13Alpha

0.62Beta

20.754CAR

2.5Drawdown

-0.12Loss Rate

3Parameters

0Security Types

2.398Sortino Ratio

0Tradeable Dates

308Trades

0.233Treynor Ratio

0.16Win Rate

Pensive Yellow-Green Beaver

12.927Net Profit

66.736PSR

1.516Sharpe Ratio

0.142Alpha

-0.008Beta

20.247CAR

3.9Drawdown

-0.94Loss Rate

6Parameters

0Security Types

1.778Sortino Ratio

166Tradeable Dates

70Trades

-16.611Treynor Ratio

1.23Win Rate

Casual Asparagus Cow

-7.699Net Profit

7.31PSR

-0.223Sharpe Ratio

-0.043Alpha

0.042Beta

-7.936CAR

24.3Drawdown

-1.12Loss Rate

7Parameters

0Security Types

-0.555Sortino Ratio

245Tradeable Dates

442Trades

-0.959Treynor Ratio

1.07Win Rate

Energetic Green Manatee

14.833Net Profit

45.747PSR

0.971Sharpe Ratio

-0.225Alpha

1.963Beta

34.122CAR

19.1Drawdown

-0.41Loss Rate

3Parameters

0Security Types

1.558Sortino Ratio

0Tradeable Dates

447Trades

0.123Treynor Ratio

0.37Win Rate

Dancing Fluorescent Pink Ant

24.338Net Profit

15.027PSR

0.516Sharpe Ratio

0.062Alpha

0.158Beta

7.534CAR

16.9Drawdown

-1.77Loss Rate

4Parameters

0Security Types

0.682Sortino Ratio

756Tradeable Dates

37Trades

0.369Treynor Ratio

4.05Win Rate

Greg left a comment in the discussion Algo: Flock

I'm guessing that an LLM like Claude could convert this C code to python pretty well with a little...

1 months ago

Greg started the discussion On a backtest results pages my scroll wheel doesn't work properly - Chrome Browsers

Im using a Chrome Browser on both a Chromebook and a Windows 11 PC. In both cases, the scroll wheel...

1 years ago

Greg started the discussion Rebalance every n days

I wish to rebalance every n days … say for example every 12 days. How would I do this?...

1 years ago

Greg left a comment in the discussion Docs V2 Released

Does QC sell printed copies perhaps? I am always wishing I had a binder of the documentation next...

1 years ago

Greg left a comment in the discussion Rebalance every n days

I think I have answered this myself and I am doing the counting of days programmatically. Please...

1 years ago

Greg left a comment in the discussion Morningstar EPS growth data

I found this from morning star the appears to describe one data time of their forward eps data:

1 years ago

Greg left a comment in the discussion Morningstar EPS growth data

Just a second note: The note above this relates to the original question. Basically, trying to...

1 years ago

Greg left a comment in the discussion Morningstar EPS growth data

Here is a fun fact. If you take the ForwardPERatio and divide by the PEGRatio you should get the...

1 years ago

Greg started the discussion Boot Camp: Momentum-Based Tactical Allocation

From time to time I reference the Bootcamps, typically to grab some code that I need for a new...

2 years ago

Greg started the discussion Boot Camp (#7): Fading the Gap - Backtest and code

Here is the Fading the Gap backtest and code … continued from my last post on this subject. I...

2 years ago

Greg started the discussion Boot Camp: (#8*) The Algorithm Framework

I am constantly referencing the boot camps. Here is the backtest and code for The Algorithm...

2 years ago

Greg started the discussion Boot Camp: (#9) Pairs Trading with SMA

I am constantly referencing the boot camps. Here is the backtest and code for The Algorithm...

2 years ago

Greg started the discussion Boot Camp: (#10) Liquid Value Stocks

I am constantly referencing the boot camps. Here is the backtest and code for The Algorithm...

2 years ago

Greg started the discussion Boot Camp: (#12) Sector Weighted Portfolio Construction

I am constantly referencing the boot camps. Here is the backtest and code for The Algorithm...

2 years ago

Greg started the discussion Debugging no longer supported in version 2.0 of Algorithm Terminal

I got the below message when I went to use the debugger. I followed the link to Settings and for...

2 years ago

Greg started the discussion Warning: start date will be adjusted (on history requests)

I am getting a warning:

2 years ago

Greg started the discussion Boot Camp: (#1) Buy and Hold / Equities (All Text and Code)