ilya mart
Quant
Date Joined
6th January, 2015
Bootcamp progress
88% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2023-05-10 10:08:00
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2022-01-13 08:37:06
C# Programming
Choose C# as your preferred programming language.
2020-11-02 09:49:26
Python Programming
Choose Python as your preferred programming language.
2020-11-02 09:49:13
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2021-07-13 08:38:19
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2021-08-02 15:24:48
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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 (1)
View More-31.836Net Profit
0.064PSR
-0.927Sharpe Ratio
-0.132Alpha
0.502Beta
-19.552CAR
42Drawdown
-8.93Loss Rate
5Parameters
0Security Types
444Tradeable Dates
11Trades
-0.261Treynor Ratio
0Win Rate
Community
View Moreilya started the discussion Need help with simple momentum strategy
Hi! I tried to make a simple momentum strategy - buy best ETF if returns are positive for lookback...
ilya left a comment in the discussion Need help with simple momentum strategy
I decided to add that the main idea was to test by months
ilya left a comment in the discussion Need help with simple momentum strategy
Understood with warming up, added
ilya started the discussion Need help from Newbie, making easy stuff
Hi, Guys! Need some help trying to realize some simple stuff: buy AAPL stock if close >...
-31.836Net Profit
0.064PSR
-0.927Sharpe Ratio
-0.132Alpha
0.502Beta
-19.552CAR
42Drawdown
-8.93Loss Rate
5Parameters
0Security Types
444Tradeable Dates
11Trades
-0.261Treynor Ratio
0Win Rate
ilya started the discussion Need help with simple momentum strategy
Hi! I tried to make a simple momentum strategy - buy best ETF if returns are positive for lookback...
ilya left a comment in the discussion Need help with simple momentum strategy
Hi, Yuri! First of all thank you so much for your reply and time.
ilya left a comment in the discussion Need help with simple momentum strategy
I decided to add that the main idea was to test by months
ilya left a comment in the discussion Need help with simple momentum strategy
Understood with warming up, added
ilya started the discussion Need help from Newbie, making easy stuff
Hi, Guys! Need some help trying to realize some simple stuff: buy AAPL stock if close >...
ilya started the discussion Execution Security Error: Operation timed out - 1.5 minutes max.
Modified code to asset selection using CoarseSelectionFilter but received “Operation timed out”...
ilya left a comment in the discussion Execution Security Error: Operation timed out - 1.5 minutes max.
Why is it “Accessing the securities collection/slice object by string ticker is only available...
ilya left a comment in the discussion Need help from Newbie, making easy stuff
Fred, your code doesn't work
ilya left a comment in the discussion Need help from Newbie, making easy stuff
Tried to modify it, but got the same error message,
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ilya left a comment in the discussion Need help with simple momentum strategy
Hi, Yuri! First of all thank you so much for your reply and time.
1 years ago