Honglu Fan
Researcher
Date Joined
9th March, 2019
Bootcamp progress
0% Complete
Achievements
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2019-04-07 15:50:25
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2019-03-25 07:41:04
Python Programming
Choose Python as your preferred programming language.
2019-03-09 10:02:03
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Biography
Activity on QuantConnect
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Public Backtests (16)
View More0.428Net Profit
2.263Sharpe Ratio
0.024Alpha
-0.692Beta
1.039CAR
0.2Drawdown
39Loss Rate
13Parameters
1Security Types
0.6291Sortino Ratio
104Tradeable Dates
66Trades
-0.015Treynor Ratio
61Win Rate
0.262Net Profit
1.216Sharpe Ratio
0.006Alpha
0.001Beta
0.635CAR
0.3Drawdown
44Loss Rate
12Parameters
1Security Types
0.3509Sortino Ratio
0Tradeable Dates
90Trades
4.481Treynor Ratio
56Win Rate
0.428Net Profit
2.263Sharpe Ratio
0.011Alpha
-0.002Beta
1.039CAR
0.2Drawdown
39Loss Rate
13Parameters
1Security Types
0.6291Sortino Ratio
104Tradeable Dates
66Trades
-4.613Treynor Ratio
61Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
12Parameters
1Security Types
0Sortino Ratio
4Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
92.179Net Profit
1.211Sharpe Ratio
0.11Alpha
0.036Beta
11.176CAR
10Drawdown
18Loss Rate
1Security Types
85295.363691355Sortino Ratio
1551Tradeable Dates
23Trades
3.097Treynor Ratio
82Win Rate
Community
View MoreHonglu started the discussion About converting classical algorithm to alpha
Hello, I have a question about converting classical algorithms into alpha. I know I need to call...
Honglu started the discussion How to keep track of the close of each trade in an Alpha
Assume we are using ImmediateExecutionModel and CompositeRiskManagementModel...
Honglu started the discussion Does universe selection support extended hours?
Newbie here. If I use universe selection, can I subscribe the extended hours of the symbols?
0.428Net Profit
2.263Sharpe Ratio
0.024Alpha
-0.692Beta
1.039CAR
0.2Drawdown
39Loss Rate
13Parameters
1Security Types
0.6291Sortino Ratio
104Tradeable Dates
66Trades
-0.015Treynor Ratio
61Win Rate
0.262Net Profit
1.216Sharpe Ratio
0.006Alpha
0.001Beta
0.635CAR
0.3Drawdown
44Loss Rate
12Parameters
1Security Types
0.3509Sortino Ratio
0Tradeable Dates
90Trades
4.481Treynor Ratio
56Win Rate
0.428Net Profit
2.263Sharpe Ratio
0.011Alpha
-0.002Beta
1.039CAR
0.2Drawdown
39Loss Rate
13Parameters
1Security Types
0.6291Sortino Ratio
104Tradeable Dates
66Trades
-4.613Treynor Ratio
61Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
12Parameters
1Security Types
0Sortino Ratio
4Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
92.179Net Profit
1.211Sharpe Ratio
0.11Alpha
0.036Beta
11.176CAR
10Drawdown
18Loss Rate
1Security Types
85295.363691355Sortino Ratio
1551Tradeable Dates
23Trades
3.097Treynor Ratio
82Win Rate
249.277Net Profit
1.362Sharpe Ratio
0.149Alpha
-0.366Beta
14.615CAR
10Drawdown
13Loss Rate
1Security Types
16416.407121106Sortino Ratio
2305Tradeable Dates
31Trades
-0.389Treynor Ratio
87Win Rate
261.114Net Profit
0.833Sharpe Ratio
-0.002Alpha
4.62Beta
8.83CAR
17.3Drawdown
27Loss Rate
1Security Types
4.0844852073099Sortino Ratio
3816Tradeable Dates
53Trades
0.02Treynor Ratio
73Win Rate
524.734Net Profit
1.291Sharpe Ratio
0.064Alpha
3.075Beta
12.833CAR
12.3Drawdown
14Loss Rate
1Security Types
19.131309158984Sortino Ratio
3816Tradeable Dates
43Trades
0.041Treynor Ratio
86Win Rate
2Security Types
251Tradeable Dates
1Security Types
151Tradeable Dates
2Security Types
151Tradeable Dates
-6.92Net Profit
-1.329Sharpe Ratio
-0.107Alpha
0.409Beta
-11.519CAR
9.6Drawdown
49Loss Rate
2Security Types
-0.071603413483204Sortino Ratio
148Tradeable Dates
278Trades
-0.24Treynor Ratio
51Win Rate
-5.89Net Profit
-1.216Sharpe Ratio
-0.074Alpha
0.36Beta
-8.754CAR
7.8Drawdown
59Loss Rate
2Security Types
-0.073163456062587Sortino Ratio
167Tradeable Dates
316Trades
-0.205Treynor Ratio
41Win Rate
-15.07Net Profit
-1.067Sharpe Ratio
-0.059Alpha
-0.153Beta
-8.178CAR
17.8Drawdown
64Loss Rate
2Security Types
-0.10747382844766Sortino Ratio
483Tradeable Dates
634Trades
0.446Treynor Ratio
36Win Rate
2.96Net Profit
1.811Sharpe Ratio
0.031Alpha
0.437Beta
12.589CAR
3.2Drawdown
32Loss Rate
2Security Types
0.16396993547586Sortino Ratio
62Tradeable Dates
124Trades
0.224Treynor Ratio
68Win Rate
3.1Net Profit
1.611Sharpe Ratio
-0.003Alpha
0.694Beta
13.213CAR
3.9Drawdown
35Loss Rate
2Security Types
0.11800164068346Sortino Ratio
62Tradeable Dates
124Trades
0.149Treynor Ratio
65Win Rate
Honglu started the discussion About converting classical algorithm to alpha
Hello, I have a question about converting classical algorithms into alpha. I know I need to call...
Honglu started the discussion How to keep track of the close of each trade in an Alpha
Assume we are using ImmediateExecutionModel and CompositeRiskManagementModel...
Honglu left a comment in the discussion Alpha strategy earning $50,000 per month!
I've been wondering: Normally what should a realistic price of an alpha be? Can we see a list...
Honglu started the discussion Does universe selection support extended hours?
Newbie here. If I use universe selection, can I subscribe the extended hours of the symbols?
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Honglu left a comment in the discussion Alpha strategy earning $50,000 per month!
I've been wondering: Normally what should a realistic price of an alpha be? Can we see a list...
4 years ago