Heather Lamb
Quant
Date Joined
14th March, 2018
Bootcamp progress
85% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2018-07-30 22:01:11
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2018-07-13 18:53:01
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2018-05-09 19:28:42
Parallel Live Trading
Run multiple live algorithms simultaneously.
2019-08-16 04:29:20
Python Programming
Choose Python as your preferred programming language.
2018-03-14 15:55:46
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2021-02-23 06:05:24
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2021-03-05 04:49:31
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Activity on QuantConnect
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Public Backtests (4)
View More36.897Net Profit
0.751Sharpe Ratio
0.101Alpha
-1.695Beta
8.655CAR
29.7Drawdown
18Loss Rate
1Security Types
0.045649954896705Sortino Ratio
952Tradeable Dates
94Trades
-0.043Treynor Ratio
82Win Rate
24.241Net Profit
0.522Sharpe Ratio
0.066Alpha
-0.836Beta
5.904CAR
31.1Drawdown
15Loss Rate
1Security Types
-0.037890785017488Sortino Ratio
952Tradeable Dates
112Trades
-0.062Treynor Ratio
85Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
37.304Net Profit
0.88Sharpe Ratio
0.175Alpha
-6.223Beta
8.74CAR
12.9Drawdown
13Loss Rate
1Security Types
0.1317860078903Sortino Ratio
952Tradeable Dates
102Trades
-0.012Treynor Ratio
87Win Rate
Community
View MoreHeather started the discussion Need IchimokuKinkoHyo Examples in py
Can someone provide an example in py for how to warm up IchimokuKinkoHyo indicator using historical...
Heather started the discussion Help Warming Up Consolidated Indicators within the Alpha Framework
I'm experimenting with the Alpha Framework and some consolidated (5 day) indicators. ...
Heather started the discussion Price bug causes Invalid Market Orders in Alpha Framework backtest
I'm using an Alpha Framework algo and backtesting. At some point in each backtest, I hit a...
Heather left a comment in the discussion Alpha Framework does not buy and sell when I would expect based on my generated Insights
I attached my test algo and a backtest showing the problem.
36.897Net Profit
0.751Sharpe Ratio
0.101Alpha
-1.695Beta
8.655CAR
29.7Drawdown
18Loss Rate
1Security Types
0.045649954896705Sortino Ratio
952Tradeable Dates
94Trades
-0.043Treynor Ratio
82Win Rate
24.241Net Profit
0.522Sharpe Ratio
0.066Alpha
-0.836Beta
5.904CAR
31.1Drawdown
15Loss Rate
1Security Types
-0.037890785017488Sortino Ratio
952Tradeable Dates
112Trades
-0.062Treynor Ratio
85Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
37.304Net Profit
0.88Sharpe Ratio
0.175Alpha
-6.223Beta
8.74CAR
12.9Drawdown
13Loss Rate
1Security Types
0.1317860078903Sortino Ratio
952Tradeable Dates
102Trades
-0.012Treynor Ratio
87Win Rate
Heather started the discussion Need IchimokuKinkoHyo Examples in py
Can someone provide an example in py for how to warm up IchimokuKinkoHyo indicator using historical...
Heather started the discussion Help Warming Up Consolidated Indicators within the Alpha Framework
I'm experimenting with the Alpha Framework and some consolidated (5 day) indicators. ...
Heather started the discussion Price bug causes Invalid Market Orders in Alpha Framework backtest
I'm using an Alpha Framework algo and backtesting. At some point in each backtest, I hit a...
Heather left a comment in the discussion Help Warming Up Consolidated Indicators within the Alpha Framework
Thank you for your help! This successfully warmed up the Daily indicator used in your example.
Heather left a comment in the discussion Alpha Framework does not buy and sell when I would expect based on my generated Insights
I attached my test algo and a backtest showing the problem.
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Heather left a comment in the discussion Help Warming Up Consolidated Indicators within the Alpha Framework
Thank you for your help! This successfully warmed up the Daily indicator used in your example.
6 years ago