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 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.
Ivan started the discussion Monte Carlo simulation
Hello. Is there any way to perform a Monte Carlo simulation for a strategy?
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 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.
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.
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Ivan left a comment in the discussion Not finding function ewma in pandas module
Hello. Please Try
4 years ago