Hugo Lu
Quant
Date Joined
11th February, 2019
Bootcamp progress
7% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2019-03-04 11:21:09
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2019-03-09 20:39:51
C# Programming
Choose C# as your preferred programming language.
2019-02-11 10:17:34
Python Programming
Choose Python as your preferred programming language.
2019-02-11 13:59:24
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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 (4)
View More0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
87.825Net Profit
0.827Sharpe Ratio
0.081Alpha
5.009Beta
17.081CAR
18.5Drawdown
0Loss Rate
4Parameters
1Security Types
0Sortino Ratio
1007Tradeable Dates
1Trades
0.036Treynor Ratio
0Win Rate
70.452Net Profit
0.886Sharpe Ratio
0.121Alpha
1.31Beta
14.272CAR
17.9Drawdown
0Loss Rate
28Parameters
1Security Types
0Sortino Ratio
1007Tradeable Dates
6Trades
0.112Treynor Ratio
100Win Rate
10.604Net Profit
0.301Sharpe Ratio
0.105Alpha
-4.129Beta
1.97CAR
11.4Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
1299Tradeable Dates
1Trades
-0.005Treynor Ratio
0Win Rate
Community
View MoreHugo started the discussion Simple algorithm not working
Hi guys,
Hugo started the discussion Forward analysis for a given period / calculations before a backtest
Hi guys,
Hugo started the discussion Problems with LEAN in Mac
Hi guys
Hugo started the discussion Efficient calculation of Indicator
Hi guys
Hugo started the discussion What does the stockplot represent?
Sorry seems like a simple question; but when you plot a stock using the QC terminal are you...
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
87.825Net Profit
0.827Sharpe Ratio
0.081Alpha
5.009Beta
17.081CAR
18.5Drawdown
0Loss Rate
4Parameters
1Security Types
0Sortino Ratio
1007Tradeable Dates
1Trades
0.036Treynor Ratio
0Win Rate
70.452Net Profit
0.886Sharpe Ratio
0.121Alpha
1.31Beta
14.272CAR
17.9Drawdown
0Loss Rate
28Parameters
1Security Types
0Sortino Ratio
1007Tradeable Dates
6Trades
0.112Treynor Ratio
100Win Rate
10.604Net Profit
0.301Sharpe Ratio
0.105Alpha
-4.129Beta
1.97CAR
11.4Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
1299Tradeable Dates
1Trades
-0.005Treynor Ratio
0Win Rate
Hugo started the discussion Simple algorithm not working
Hi guys,
Hugo started the discussion Forward analysis for a given period / calculations before a backtest
Hi guys,
Hugo started the discussion Problems with LEAN in Mac
Hi guys
Hugo started the discussion Efficient calculation of Indicator
Hi guys
Hugo started the discussion What does the stockplot represent?
Sorry seems like a simple question; but when you plot a stock using the QC terminal are you...
Hugo started the discussion Normal Distribution Testing / Kolmogorov Smirnov test / download chart data
Hi guys,
Hugo started the discussion Universe function impossible to use
Hi guys,
Hugo left a comment in the discussion Filter based off of Sector
Bump
Hugo left a comment in the discussion Universe function impossible to use
Ok fair enough. How do I add a static universe then with a pre-defined list of stocks? I have been...
Hugo left a comment in the discussion What does the stockplot represent?
OK great - thanks a lot that helps. So just to clarify: why isnt GOOGL available to be plotted and...
Hugo left a comment in the discussion Efficient calculation of Indicator
Hi Jack,
Hugo left a comment in the discussion Default Stockplot is not accurate: close price is shifted one day forward
I am having a similar problem and cannot work out why my plots are so different to the stockplots -...
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Hugo left a comment in the discussion Filter based off of Sector
Thanks Michael - much appreciated.
5 years ago