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
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Activity on QuantConnect
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Public Backtests (169)
View More137.766Net 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
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...
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
1188.488Net Profit
76.449PSR
1.328Sharpe Ratio
0.3Alpha
0.185Beta
46.69CAR
26.7Drawdown
-0.37Loss Rate
0Parameters
0Security Types
1675Tradeable Dates
7117Trades
1.709Treynor Ratio
0.43Win Rate
100.806Net Profit
27.988PSR
0.584Sharpe Ratio
0.024Alpha
0.394Beta
11.166CAR
16.6Drawdown
-0.12Loss Rate
0Parameters
0Security Types
1655Tradeable Dates
2354Trades
0.142Treynor Ratio
0.18Win Rate
362.024Net Profit
20.774PSR
0.719Sharpe Ratio
0.12Alpha
0.694Beta
25.082CAR
51.7Drawdown
-0.39Loss Rate
0Parameters
0Security Types
1718Tradeable Dates
9994Trades
0.258Treynor Ratio
0.43Win Rate
124.626Net Profit
11.765PSR
0.49Sharpe Ratio
-0.001Alpha
0.996Beta
13.268CAR
33.6Drawdown
0Loss Rate
0Parameters
0Security Types
1633Tradeable Dates
1Trades
0.081Treynor Ratio
0Win Rate
41.495Net Profit
2.358PSR
0.17Sharpe Ratio
-0.004Alpha
0.679Beta
5.484CAR
22.8Drawdown
-0.21Loss Rate
0Parameters
0Security Types
1633Tradeable Dates
5148Trades
0.032Treynor Ratio
0.23Win Rate
71.154Net Profit
23.284PSR
0.475Sharpe Ratio
0.029Alpha
0.106Beta
8.625CAR
14Drawdown
-0.51Loss Rate
0Parameters
0Security Types
1633Tradeable Dates
252Trades
0.357Treynor Ratio
0.95Win Rate
99.818Net Profit
28.39PSR
0.592Sharpe Ratio
0.025Alpha
0.393Beta
11.245CAR
16.6Drawdown
-0.12Loss Rate
0Parameters
0Security Types
1633Tradeable Dates
2328Trades
0.145Treynor Ratio
0.18Win Rate
1346.958Net Profit
80.061PSR
1.393Sharpe Ratio
0.324Alpha
0.185Beta
50.087CAR
26.7Drawdown
-0.37Loss Rate
0Parameters
0Security Types
1653Tradeable Dates
7041Trades
1.836Treynor Ratio
0.44Win Rate
367.227Net Profit
22.284PSR
0.737Sharpe Ratio
0.123Alpha
0.712Beta
25.667CAR
51.8Drawdown
-0.39Loss Rate
0Parameters
0Security Types
1696Tradeable Dates
10000Trades
0.258Treynor Ratio
0.43Win 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...
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Hugh left a comment in the discussion Pairs Trading - Copula Method vs Cointegration
Jing Wu -- Thanks, I will take a look.
7 years ago