Hugh Donnelly
Quant
Date Joined
20th August, 2017
Bootcamp progress
8% Complete
Achievements
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2018-04-14 02:13:18
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2018-10-04 21:20:17
Parallel Live Trading
Run multiple live algorithms simultaneously.
2019-03-10 16:56:59
Cloner
Clone at least 100 algorithms from the community.
2018-05-04 20:09:33
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2020-09-23 18:46:41
- Profile
- Backtests
- Community
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 (178)
View More-61.488Net Profit
0PSR
-0.841Sharpe Ratio
-0.042Alpha
-0.603Beta
-11.335CAR
65.1Drawdown
72Loss Rate
0Parameters
1Security Types
-1.017Sortino Ratio
1994Tradeable Dates
5108Trades
0.162Treynor Ratio
28Win Rate
140.182Net Profit
12.625PSR
0.497Sharpe Ratio
0.001Alpha
0.685Beta
11.681CAR
29.3Drawdown
30Loss Rate
0Parameters
1Security Types
0.498Sortino Ratio
1994Tradeable Dates
6760Trades
0.093Treynor Ratio
70Win Rate
-78.805Net Profit
0PSR
-0.648Sharpe Ratio
-0.03Alpha
-1.108Beta
-17.766CAR
81.6Drawdown
74Loss Rate
0Parameters
1Security Types
-0.83Sortino Ratio
1994Tradeable Dates
4893Trades
0.119Treynor Ratio
26Win Rate
-74.871Net Profit
0PSR
-0.647Sharpe Ratio
-0.041Alpha
-1.113Beta
-18.073CAR
78.8Drawdown
72Loss Rate
0Parameters
1Security Types
-0.848Sortino Ratio
1742Tradeable Dates
4564Trades
0.122Treynor Ratio
28Win Rate
-95.042Net Profit
0PSR
-0.508Sharpe Ratio
-0.049Alpha
-0.89Beta
-11.348CAR
96.7Drawdown
74Loss Rate
0Parameters
1Security Types
-0.592Sortino Ratio
6269Tradeable Dates
15685Trades
0.099Treynor Ratio
26Win Rate
Community
View MoreHugh started the discussion Dynamic Universe Selection for Options
I see examples of Dynamic security selection for stocks written in python, is there an example of...
Hugh started the discussion Dynamic Universe Selection for Options
I see examples of Dynamic security selection for stocks written in python, is there an example of...
Hugh left a comment in the discussion Pairs Trading - Copula Method vs Cointegration
Thanks Jing for posting this strategy. This is great work! I have been taking a look and it...
-61.488Net Profit
0PSR
-0.841Sharpe Ratio
-0.042Alpha
-0.603Beta
-11.335CAR
65.1Drawdown
72Loss Rate
0Parameters
1Security Types
-1.017Sortino Ratio
1994Tradeable Dates
5108Trades
0.162Treynor Ratio
28Win Rate
140.182Net Profit
12.625PSR
0.497Sharpe Ratio
0.001Alpha
0.685Beta
11.681CAR
29.3Drawdown
30Loss Rate
0Parameters
1Security Types
0.498Sortino Ratio
1994Tradeable Dates
6760Trades
0.093Treynor Ratio
70Win Rate
-78.805Net Profit
0PSR
-0.648Sharpe Ratio
-0.03Alpha
-1.108Beta
-17.766CAR
81.6Drawdown
74Loss Rate
0Parameters
1Security Types
-0.83Sortino Ratio
1994Tradeable Dates
4893Trades
0.119Treynor Ratio
26Win Rate
-74.871Net Profit
0PSR
-0.647Sharpe Ratio
-0.041Alpha
-1.113Beta
-18.073CAR
78.8Drawdown
72Loss Rate
0Parameters
1Security Types
-0.848Sortino Ratio
1742Tradeable Dates
4564Trades
0.122Treynor Ratio
28Win Rate
-95.042Net Profit
0PSR
-0.508Sharpe Ratio
-0.049Alpha
-0.89Beta
-11.348CAR
96.7Drawdown
74Loss Rate
0Parameters
1Security Types
-0.592Sortino Ratio
6269Tradeable Dates
15685Trades
0.099Treynor Ratio
26Win Rate
134.726Net Profit
0.003PSR
0.062Sharpe Ratio
-0.012Alpha
0.375Beta
3.48CAR
39.8Drawdown
34Loss Rate
0Parameters
1Security Types
0.053Sortino Ratio
6269Tradeable Dates
53771Trades
0.013Treynor Ratio
66Win Rate
-11.675Net Profit
0.066PSR
-0.198Sharpe Ratio
0.028Alpha
-0.667Beta
-1.777CAR
52.1Drawdown
100Loss Rate
0Parameters
1Security Types
-0.244Sortino Ratio
1741Tradeable Dates
13Trades
0.043Treynor Ratio
0Win Rate
-75.071Net Profit
0PSR
-0.662Sharpe Ratio
-0.07Alpha
-0.79Beta
-18.174CAR
79.1Drawdown
96Loss Rate
0Parameters
1Security Types
-0.83Sortino Ratio
1741Tradeable Dates
39Trades
0.173Treynor Ratio
4Win Rate
9.069Net Profit
100PSR
-5.154Sharpe Ratio
-0.018Alpha
0Beta
5.087CAR
0.1Drawdown
0Loss Rate
0Parameters
0Security Types
438Tradeable Dates
1Trades
-101.82Treynor Ratio
0Win Rate
137.766Net Profit
12.436PSR
0.502Sharpe Ratio
-0.001Alpha
0.998Beta
13.686CAR
33.7Drawdown
0Loss Rate
0Parameters
0Security Types
1697Tradeable Dates
1Trades
0.082Treynor Ratio
0Win Rate
105.258Net Profit
28.549PSR
0.583Sharpe Ratio
0.023Alpha
0.395Beta
11.236CAR
16.4Drawdown
-0.12Loss Rate
0Parameters
0Security Types
1697Tradeable Dates
2412Trades
0.141Treynor Ratio
0.18Win Rate
1204.961Net Profit
76.84PSR
1.319Sharpe Ratio
0.292Alpha
0.168Beta
45.593CAR
22.3Drawdown
-0.37Loss Rate
0Parameters
0Security Types
1717Tradeable Dates
7304Trades
1.817Treynor Ratio
0.43Win Rate
84.11Net Profit
27.749PSR
0.521Sharpe Ratio
0.032Alpha
0.124Beta
9.459CAR
14Drawdown
-0.51Loss Rate
0Parameters
0Security Types
1697Tradeable Dates
260Trades
0.342Treynor Ratio
0.92Win Rate
146.15Net Profit
56.475PSR
0.824Sharpe Ratio
0.054Alpha
0.26Beta
14.271CAR
11.3Drawdown
-0.52Loss Rate
0Parameters
0Security Types
0Tradeable Dates
398Trades
0.29Treynor Ratio
1.3Win Rate
146.367Net Profit
57.484PSR
0.839Sharpe Ratio
0.056Alpha
0.261Beta
14.48CAR
11.3Drawdown
-0.52Loss Rate
0Parameters
0Security Types
0Tradeable Dates
398Trades
0.296Treynor Ratio
1.3Win Rate
186.233Net Profit
68.576PSR
0.964Sharpe Ratio
0.072Alpha
0.287Beta
17.085CAR
12Drawdown
-0.49Loss Rate
0Parameters
0Security Types
0Tradeable Dates
361Trades
0.332Treynor Ratio
1.76Win Rate
269.628Net Profit
13.689PSR
0.609Sharpe Ratio
0.089Alpha
0.702Beta
20.793CAR
51.9Drawdown
-0.39Loss Rate
0Parameters
0Security Types
1740Tradeable Dates
10101Trades
0.212Treynor Ratio
0.42Win Rate
105.915Net Profit
29.669PSR
0.598Sharpe Ratio
0.025Alpha
0.396Beta
11.44CAR
16.4Drawdown
-0.12Loss Rate
0Parameters
0Security Types
1677Tradeable Dates
2373Trades
0.145Treynor Ratio
0.18Win Rate
1116.576Net Profit
73.31PSR
1.281Sharpe Ratio
0.287Alpha
0.185Beta
44.771CAR
26.3Drawdown
-0.37Loss Rate
0Parameters
0Security Types
1697Tradeable Dates
7220Trades
1.634Treynor Ratio
0.43Win Rate
79.815Net Profit
26.011PSR
0.505Sharpe Ratio
0.031Alpha
0.12Beta
9.198CAR
14Drawdown
-0.51Loss Rate
0Parameters
0Security Types
1677Tradeable Dates
257Trades
0.342Treynor Ratio
0.92Win Rate
36.046Net Profit
1.612PSR
0.123Sharpe Ratio
-0.01Alpha
0.696Beta
4.72CAR
22.7Drawdown
-0.21Loss Rate
0Parameters
0Security Types
1677Tradeable Dates
5300Trades
0.023Treynor Ratio
0.23Win Rate
132.88Net Profit
12.085PSR
0.496Sharpe Ratio
-0.001Alpha
0.998Beta
13.518CAR
33.7Drawdown
0Loss Rate
0Parameters
0Security Types
1677Tradeable Dates
1Trades
0.081Treynor Ratio
0Win Rate
182.07Net Profit
67.065PSR
0.944Sharpe Ratio
0.069Alpha
0.285Beta
16.702CAR
12Drawdown
51Loss Rate
0Parameters
1Security Types
0.889Sortino Ratio
0Tradeable Dates
359Trades
0.325Treynor Ratio
49Win Rate
269.279Net Profit
19.271PSR
0.664Sharpe Ratio
0.05Alpha
1.196Beta
21.508CAR
41.3Drawdown
32Loss Rate
0Parameters
1Security Types
0.71Sortino Ratio
0Tradeable Dates
266Trades
0.123Treynor Ratio
68Win Rate
62.763Net Profit
31.28PSR
0.744Sharpe Ratio
0.058Alpha
0.351Beta
17.613CAR
22.6Drawdown
-2.61Loss Rate
0Parameters
0Security Types
757Tradeable Dates
70Trades
0.345Treynor Ratio
5.68Win Rate
375.641Net Profit
25.609PSR
0.763Sharpe Ratio
0.048Alpha
0.924Beta
26.178CAR
49.4Drawdown
33Loss Rate
0Parameters
1Security Types
0.826Sortino Ratio
1686Tradeable Dates
22213Trades
0.198Treynor Ratio
67Win Rate
262.117Net Profit
34.191PSR
0.839Sharpe Ratio
0.071Alpha
1.136Beta
27.753CAR
41.2Drawdown
-2.54Loss Rate
0Parameters
0Security Types
0Tradeable Dates
102Trades
0.17Treynor Ratio
3.77Win Rate
127.341Net Profit
11.727PSR
0.489Sharpe Ratio
-0.001Alpha
0.996Beta
13.283CAR
33.6Drawdown
0Loss Rate
0Parameters
0Security Types
1655Tradeable Dates
1Trades
0.08Treynor Ratio
0Win Rate
42.406Net Profit
2.275PSR
0.167Sharpe Ratio
-0.004Alpha
0.688Beta
5.509CAR
21.6Drawdown
-0.21Loss Rate
0Parameters
0Security Types
1655Tradeable Dates
5215Trades
0.031Treynor Ratio
0.23Win Rate
76.426Net Profit
25.584PSR
0.499Sharpe Ratio
0.031Alpha
0.111Beta
9.002CAR
14Drawdown
-0.51Loss Rate
0Parameters
0Security Types
1655Tradeable Dates
256Trades
0.36Treynor Ratio
0.95Win Rate
Hugh started the discussion Dynamic Universe Selection for Options
I see examples of Dynamic security selection for stocks written in python, is there an example of...
Hugh started the discussion Dynamic Universe Selection for Options
I see examples of Dynamic security selection for stocks written in python, is there an example of...
Hugh left a comment in the discussion Pairs Trading - Copula Method vs Cointegration
Jing Wu -- Thanks, I will take a look.
Hugh left a comment in the discussion Pairs Trading - Copula Method vs Cointegration
Thanks Jing for posting this strategy. This is great work! I have been taking a look and it...
QuantConnect™ 2024. All Rights Reserved
Hugh left a comment in the discussion Pairs Trading - Copula Method vs Cointegration
Jing Wu -- Thanks, I will take a look.
7 years ago