Islander
Quant
Date Joined
11th June, 2017
Bootcamp progress
0% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2019-08-13 15:33:10
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2019-08-22 04:54:24
Python Programming
Choose Python as your preferred programming language.
2019-06-26 06:59:07
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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 (6)
View More0.72Net Profit
58.219PSR
1.959Sharpe Ratio
0.088Alpha
0.062Beta
16.663CAR
1.5Drawdown
62Loss Rate
10Parameters
2Security Types
0.2198Sortino Ratio
13Tradeable Dates
16Trades
1.828Treynor Ratio
38Win Rate
1Parameters
0Security Types
4Tradeable Dates
7Parameters
0Security Types
10Tradeable Dates
2Parameters
0Security Types
0Tradeable Dates
58.676Net Profit
0.627Sharpe Ratio
-0.005Alpha
1.164Beta
10.447CAR
33.3Drawdown
48Loss Rate
4Parameters
1Security Types
0.8429Sortino Ratio
1169Tradeable Dates
54Trades
0.098Treynor Ratio
52Win Rate
Community
View MoreIslander started the discussion Schedule.On and Futures.Indices.SP500EMini
Hi,
Islander started the discussion Writing a custom AlphaModel
Derek Melchin gave me the following code as example:
Islander started the discussion Custom consolidator in Python
Hi, I have read the following:
Islander left a comment in the discussion Consolidator timing and warming up indicators
Douglas Stridsberg is it possible to use your custom consolidator from Python ?
0.72Net Profit
58.219PSR
1.959Sharpe Ratio
0.088Alpha
0.062Beta
16.663CAR
1.5Drawdown
62Loss Rate
10Parameters
2Security Types
0.2198Sortino Ratio
13Tradeable Dates
16Trades
1.828Treynor Ratio
38Win Rate
1Parameters
0Security Types
4Tradeable Dates
7Parameters
0Security Types
10Tradeable Dates
2Parameters
0Security Types
0Tradeable Dates
58.676Net Profit
0.627Sharpe Ratio
-0.005Alpha
1.164Beta
10.447CAR
33.3Drawdown
48Loss Rate
4Parameters
1Security Types
0.8429Sortino Ratio
1169Tradeable Dates
54Trades
0.098Treynor Ratio
52Win Rate
6.037Net Profit
0.814Sharpe Ratio
0.018Alpha
0.347Beta
5.99CAR
4Drawdown
67Loss Rate
9Parameters
1Security Types
-0.2605Sortino Ratio
310Tradeable Dates
7Trades
0.14Treynor Ratio
33Win Rate
Islander started the discussion Schedule.On and Futures.Indices.SP500EMini
Hi,
Islander started the discussion Writing a custom AlphaModel
Derek Melchin gave me the following code as example:
Islander started the discussion Custom consolidator in Python
Hi, I have read the following:
Islander left a comment in the discussion Writing a custom AlphaModel
Ok Derek Melchin I got it.
Islander left a comment in the discussion Consolidator timing and warming up indicators
Douglas Stridsberg is it possible to use your custom consolidator from Python ?
Islander left a comment in the discussion Writing a custom AlphaModel
Ok. Thanks Shile Wen
Islander left a comment in the discussion Writing a custom AlphaModel
Thank you Shile Wen , very interesting.
Islander left a comment in the discussion Writing a custom AlphaModel
Thank Derek Melchin for your help.
Islander left a comment in the discussion Schedule.On and Futures.Indices.SP500EMini
Ok Thanks Derek Melchin
Islander started the discussion Trading SPX500 in margin account
Hello, the following algoritm works.
Islander started the discussion I can't trade/backtest PUTW ETF
Hello everyone,
Islander started the discussion Accessing different types of assets in a QuantBook
Hi all,
Islander started the discussion How can I set timezone in QuantConnect Notebook
Hi all,
Islander started the discussion QuantBook returns incorrect timestamps
Hello everyone,
Islander started the discussion Using of RollingWindow
Hi there,
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Islander left a comment in the discussion Writing a custom AlphaModel
Ok Derek Melchin I got it.
4 years ago