Ivan Baev
Quant
Date Joined
10th December, 2019
Bootcamp progress
72% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2019-12-19 12:59:27
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2019-12-20 08:17:09
Python Programming
Choose Python as your preferred programming language.
2019-12-10 06:18:33
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2019-12-10 12:18:53
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2019-12-16 13:22:06
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Activity on QuantConnect
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Public Backtests (5)
View More6Parameters
0Security Types
1Tradeable Dates
2.56Net Profit
100PSR
16.069Sharpe Ratio
1.645Alpha
-1.187Beta
904.023CAR
1.5Drawdown
0Loss Rate
6Parameters
1Security Types
0Sortino Ratio
4Tradeable Dates
5Trades
-1.078Treynor Ratio
100Win Rate
-100.219Net Profit
35.867PSR
0.729Sharpe Ratio
4.28Alpha
0.076Beta
0CAR
100.2Drawdown
63Loss Rate
0Parameters
1Security Types
-0.2783Sortino Ratio
3657Tradeable Dates
219Trades
55.794Treynor Ratio
37Win Rate
1567.261Net Profit
81.214PSR
1.367Sharpe Ratio
0.671Alpha
-0.129Beta
120.366CAR
45.3Drawdown
63Loss Rate
8Parameters
1Security Types
0.4544Sortino Ratio
1300Tradeable Dates
205Trades
-5.116Treynor Ratio
37Win Rate
5Parameters
0Security Types
25Tradeable Dates
Community
View MoreIvan started the discussion Monte Carlo simulation
Hello. Is there any way to perform a Monte Carlo simulation for a strategy?
Ivan left a comment in the discussion Confused on Backtested Forex EURUSD Win Rate? Backtest Attached
Please have a look at my little not finished example. It gives a some sort of a look at what I mean...
Ivan left a comment in the discussion Confused on Backtested Forex EURUSD Win Rate? Backtest Attached
Hi. I think the answer to your question is:
Ivan left a comment in the discussion EMA CROSSOVER - ORDERS SENT AT RANDOM TIMES
Okay. The thing is most of the stuff should be performed in the OnData function. When you program...
6Parameters
0Security Types
1Tradeable Dates
2.56Net Profit
100PSR
16.069Sharpe Ratio
1.645Alpha
-1.187Beta
904.023CAR
1.5Drawdown
0Loss Rate
6Parameters
1Security Types
0Sortino Ratio
4Tradeable Dates
5Trades
-1.078Treynor Ratio
100Win Rate
-100.219Net Profit
35.867PSR
0.729Sharpe Ratio
4.28Alpha
0.076Beta
0CAR
100.2Drawdown
63Loss Rate
0Parameters
1Security Types
-0.2783Sortino Ratio
3657Tradeable Dates
219Trades
55.794Treynor Ratio
37Win Rate
1567.261Net Profit
81.214PSR
1.367Sharpe Ratio
0.671Alpha
-0.129Beta
120.366CAR
45.3Drawdown
63Loss Rate
8Parameters
1Security Types
0.4544Sortino Ratio
1300Tradeable Dates
205Trades
-5.116Treynor Ratio
37Win Rate
5Parameters
0Security Types
25Tradeable Dates
Ivan started the discussion Monte Carlo simulation
Hello. Is there any way to perform a Monte Carlo simulation for a strategy?
Ivan left a comment in the discussion Not finding function ewma in pandas module
Hello. Please Try
Ivan left a comment in the discussion Confused on Backtested Forex EURUSD Win Rate? Backtest Attached
Please have a look at my little not finished example. It gives a some sort of a look at what I mean...
Ivan left a comment in the discussion Confused on Backtested Forex EURUSD Win Rate? Backtest Attached
Hi. I think the answer to your question is:
Ivan left a comment in the discussion EMA CROSSOVER - ORDERS SENT AT RANDOM TIMES
Okay. The thing is most of the stuff should be performed in the OnData function. When you program...
Ivan left a comment in the discussion OnOrderEvent: MarketOrder is not assigned to variable
In line:
Ivan left a comment in the discussion Released my ML powered prediction program on GitHub (Python)
That's interesting. I will definetely have a look. Thanks for sharing. Added to my bookmarks.
Ivan started the discussion Reverse EMA
Hello. I wonder if anyone here implemented Ehlers REMA.
Ivan started the discussion Kelly Criterion and implementation of dynamic leverage
Hello. is there any way of on-the-fly adjusting the leverage with my Currency portflio in any...
Ivan started the discussion Using tick data - HOW?
Hello. I've searched everywhere and could not find how to operate with ticks.
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Ivan left a comment in the discussion Not finding function ewma in pandas module
Hello. Please Try
4 years ago