Han Ruobin
Quant
Date Joined
30th January, 2021
Bootcamp progress
80% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2021-03-06 09:54:59
Python Programming
Choose Python as your preferred programming language.
2021-01-30 07:41:47
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2021-01-30 09:39:16
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2021-02-11 10:37:26
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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 (3)
View More911.538Net Profit
10.135PSR
0.747Sharpe Ratio
0.151Alpha
0.365Beta
18.686CAR
41.4Drawdown
-2.32Loss Rate
0Parameters
1Security Types
0.96Sortino Ratio
3398Tradeable Dates
567Trades
0.518Treynor Ratio
3.06Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
22Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
353.639Net Profit
38.754PSR
0.989Sharpe Ratio
0Alpha
0Beta
16.3CAR
47.9Drawdown
-0.67Loss Rate
18Parameters
0Security Types
1.189Sortino Ratio
0Tradeable Dates
4040Trades
0Treynor Ratio
0.66Win Rate
Community
View MoreHan started the discussion Runtime Error: One or more errors occurred. Specified cast is not valid.
I tried to code this to execute the Cornerstone Value Strategy found in What Works on Wall Street....
Han started the discussion Data for symbol has been limited due to numerical precision issues in the factor file.
Hi, I've been receiving logs like this in my backtests: Data for symbol METX has been limited due...
Han started the discussion Portfolio.Cash / UnsettledCash not working as expected
Hi,
Han started the discussion Runtime Error: TypeError : tuple indices must be integers or slices, not float
I'm getting this error: Runtime Error: TypeError : tuple indices must be integers or slices, not...
Han started the discussion How to Use Algorithm.Settings.FreePortfolioValuePercentage
Hi everyone,
911.538Net Profit
10.135PSR
0.747Sharpe Ratio
0.151Alpha
0.365Beta
18.686CAR
41.4Drawdown
-2.32Loss Rate
0Parameters
1Security Types
0.96Sortino Ratio
3398Tradeable Dates
567Trades
0.518Treynor Ratio
3.06Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
22Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
353.639Net Profit
38.754PSR
0.989Sharpe Ratio
0Alpha
0Beta
16.3CAR
47.9Drawdown
-0.67Loss Rate
18Parameters
0Security Types
1.189Sortino Ratio
0Tradeable Dates
4040Trades
0Treynor Ratio
0.66Win Rate
Han started the discussion Runtime Error: One or more errors occurred. Specified cast is not valid.
I tried to code this to execute the Cornerstone Value Strategy found in What Works on Wall Street....
Han started the discussion Data for symbol has been limited due to numerical precision issues in the factor file.
Hi, I've been receiving logs like this in my backtests: Data for symbol METX has been limited due...
Han started the discussion Portfolio.Cash / UnsettledCash not working as expected
Hi,
Han started the discussion Runtime Error: TypeError : tuple indices must be integers or slices, not float
I'm getting this error: Runtime Error: TypeError : tuple indices must be integers or slices, not...
Han started the discussion How to Use Algorithm.Settings.FreePortfolioValuePercentage
Hi everyone,
Han started the discussion Symbol.Value Producing unexpected results
Hi,
Han started the discussion Consolidators and Securities Assistance
Hi,
Han left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Hi Peter Guenther thank you for your replies!
Han left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Hi Peter Guenther thanks so much for starting this thread. I've briefly looked through the...
Han left a comment in the discussion Symbol.Value Producing unexpected results
Thank you!
Han left a comment in the discussion How to Use Algorithm.Settings.FreePortfolioValuePercentage
Hi Shile,
Han left a comment in the discussion Symbol.Value Producing unexpected results
Edit: the replace function does not work. While the string ticker has been changed to "AAME", the...
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Han left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Thanks Peter Guenther! I agree with you on the effects of inflation expectations on the prices of...
3 years ago