Ian Worthington
Quant
Date Joined
22nd March, 2017
Bootcamp progress
91% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2018-01-29 01:36:14
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2018-05-26 06:37:23
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2018-06-08 07:04:36
C# Programming
Choose C# as your preferred programming language.
2019-10-17 03:55:08
Python Programming
Choose Python as your preferred programming language.
2019-10-17 03:54:45
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2021-10-28 08:10:26
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2021-11-01 04:50:42
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Activity on QuantConnect
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Public Backtests (11)
View More0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
17Parameters
1Security Types
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
159.15Net Profit
1.909PSR
0.44Sharpe Ratio
-0.053Alpha
0.404Beta
11.038CAR
62.4Drawdown
46Loss Rate
17Parameters
1Security Types
0.0449Sortino Ratio
0Tradeable Dates
10001Trades
0.27Treynor Ratio
54Win Rate
3.206Net Profit
6.366Sharpe Ratio
1.161Alpha
-1.518Beta
216.373CAR
1.2Drawdown
17Loss Rate
0Parameters
1Security Types
0.4201Sortino Ratio
0Tradeable Dates
210Trades
-0.529Treynor Ratio
83Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
1Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Community
View MoreIan left a comment in the discussion Fastest way to execute a C# algorithm
To be honest for some reason I thought that the C# notebooks had been removed - no idea why I...
Ian started the discussion Fastest way to execute a C# algorithm
Hi everyone,
Ian left a comment in the discussion Fastest way to execute a C# algorithm
Ok, maybe my code would be more like:
Ian left a comment in the discussion Get Historical Fundamental Data in Algorithm
I am understanding correctly that we cannot use the morningstar data inside of our alpha?
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
17Parameters
1Security Types
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
159.15Net Profit
1.909PSR
0.44Sharpe Ratio
-0.053Alpha
0.404Beta
11.038CAR
62.4Drawdown
46Loss Rate
17Parameters
1Security Types
0.0449Sortino Ratio
0Tradeable Dates
10001Trades
0.27Treynor Ratio
54Win Rate
3.206Net Profit
6.366Sharpe Ratio
1.161Alpha
-1.518Beta
216.373CAR
1.2Drawdown
17Loss Rate
0Parameters
1Security Types
0.4201Sortino Ratio
0Tradeable Dates
210Trades
-0.529Treynor Ratio
83Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
1Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
1Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
1Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-4.95Net Profit
-26.237Sharpe Ratio
-3.182Alpha
0.946Beta
-99.787CAR
5.6Drawdown
82Loss Rate
1Security Types
-0.94688122000091Sortino Ratio
3Tradeable Dates
22Trades
-3.354Treynor Ratio
18Win Rate
1Security Types
50Tradeable Dates
3Tradeable Dates
3Tradeable Dates
Ian left a comment in the discussion Fastest way to execute a C# algorithm
Sorry, to answer your question - yes it would be fast enough.
Ian left a comment in the discussion Fastest way to execute a C# algorithm
To be honest for some reason I thought that the C# notebooks had been removed - no idea why I...
Ian started the discussion Fastest way to execute a C# algorithm
Hi everyone,
Ian left a comment in the discussion Fastest way to execute a C# algorithm
Ok, maybe my code would be more like:
Ian left a comment in the discussion Get Historical Fundamental Data in Algorithm
I am understanding correctly that we cannot use the morningstar data inside of our alpha?
Ian left a comment in the discussion Forex Trading using Volume Weighted Average Price (VWAP)
Hey I know this is old, but would you mind updating this so it works on the current research...
Ian started the discussion QQE Indicator / Quantitative Qualitative Estimation
Hi there, I am trying to write up an indicator but I am struggling at the psudo code for creating a...
Ian left a comment in the discussion Scheduling Error in Algorithm
SetHoldings in python wants a string, so can you first just replace your SetHoldings with...
Ian started the discussion Live-Trading plan.
Hello everyone, I'd like to have a bit of a discussion about how people are using their QC...
Ian started the discussion Tail Ratio
Hello, I would like to implement a statistic to show the Tail Ratio.To psudocode is the following:
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Ian left a comment in the discussion Fastest way to execute a C# algorithm
Sorry, to answer your question - yes it would be fast enough.
4 years ago