Hannes R
Learner
Date Joined
27th October, 2020
Bootcamp progress
86% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2020-12-30 01:06:07
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2020-11-17 06:06:36
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2020-12-17 01:35:32
Python Programming
Choose Python as your preferred programming language.
2020-10-27 00:56:37
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2020-11-01 10:32:23
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2020-11-04 08:53:31
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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)
View More3.826Net Profit
12.39PSR
-0.307Sharpe Ratio
-0.086Alpha
0.354Beta
2.491CAR
14.3Drawdown
-1.06Loss Rate
0Parameters
0Security Types
381Tradeable Dates
207Trades
-0.087Treynor Ratio
0.76Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
7Tradeable Dates
10001Trades
0Treynor Ratio
0Win Rate
23.422Net Profit
90.719PSR
52211.678Sharpe Ratio
91583.223Alpha
2.212Beta
5828090.12CAR
13.4Drawdown
-0.45Loss Rate
0Parameters
0Security Types
17978.056Sortino Ratio
7Tradeable Dates
4863Trades
41411.192Treynor Ratio
0.54Win Rate
51.744Net Profit
0PSR
0.176Sharpe Ratio
0.009Alpha
0.576Beta
1.846CAR
31.5Drawdown
-1.26Loss Rate
0Parameters
0Security Types
0.097Sortino Ratio
0Tradeable Dates
266Trades
0.032Treynor Ratio
1.54Win Rate
51.744Net Profit
1.687PSR
0.329Sharpe Ratio
0.025Alpha
0.592Beta
6.333CAR
31.5Drawdown
-1.26Loss Rate
0Parameters
0Security Types
0.321Sortino Ratio
0Tradeable Dates
266Trades
0.105Treynor Ratio
1.54Win Rate
Community
View MoreHannes started the discussion Strategy: mean reversion
i've been trying to recreate the “2.11 Sharpe” mean reversion strategy as outlined here:
Hannes left a comment in the discussion Dual Momentum with Out Days
Hello Vladimir and all,
3.826Net Profit
12.39PSR
-0.307Sharpe Ratio
-0.086Alpha
0.354Beta
2.491CAR
14.3Drawdown
-1.06Loss Rate
0Parameters
0Security Types
381Tradeable Dates
207Trades
-0.087Treynor Ratio
0.76Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
7Tradeable Dates
10001Trades
0Treynor Ratio
0Win Rate
23.422Net Profit
90.719PSR
52211.678Sharpe Ratio
91583.223Alpha
2.212Beta
5828090.12CAR
13.4Drawdown
-0.45Loss Rate
0Parameters
0Security Types
17978.056Sortino Ratio
7Tradeable Dates
4863Trades
41411.192Treynor Ratio
0.54Win Rate
51.744Net Profit
0PSR
0.176Sharpe Ratio
0.009Alpha
0.576Beta
1.846CAR
31.5Drawdown
-1.26Loss Rate
0Parameters
0Security Types
0.097Sortino Ratio
0Tradeable Dates
266Trades
0.032Treynor Ratio
1.54Win Rate
51.744Net Profit
1.687PSR
0.329Sharpe Ratio
0.025Alpha
0.592Beta
6.333CAR
31.5Drawdown
-1.26Loss Rate
0Parameters
0Security Types
0.321Sortino Ratio
0Tradeable Dates
266Trades
0.105Treynor Ratio
1.54Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
4Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0.02Net Profit
4.114PSR
0.215Sharpe Ratio
0Alpha
0Beta
0.005CAR
0Drawdown
-0.01Loss Rate
28Parameters
0Security Types
0.084Sortino Ratio
1015Tradeable Dates
14Trades
-1.633Treynor Ratio
0.02Win Rate
0Parameters
0Security Types
762Tradeable Dates
Hannes started the discussion Strategy: mean reversion
i've been trying to recreate the “2.11 Sharpe” mean reversion strategy as outlined here:
Hannes left a comment in the discussion Looking to Hire a Coder to translate old Quantopian Code to Quantconnect in Python
@Panda Trader, happy to discuss. Email me at hannes.hhhconsult at gmail.
Hannes left a comment in the discussion Dual Momentum with Out Days
Hello Vladimir and all,
QuantConnect™ 2024. All Rights Reserved
Hannes left a comment in the discussion Looking to Hire a Coder to translate old Quantopian Code to Quantconnect in Python
@Panda Trader, happy to discuss. Email me at hannes.hhhconsult at gmail.
2 years ago