James Parrish
Quant
Date Joined
9th September, 2017
Bootcamp progress
0% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2018-03-07 21:30:24
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2018-01-27 20:29:17
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2018-02-22 20:15:48
Parallel Live Trading
Run multiple live algorithms simultaneously.
2018-03-09 20:28:32
Python Programming
Choose Python as your preferred programming language.
2018-09-08 21:45:47
Alpha Streams Developer
Have at least 1 Alpha Stream submission approved.
2019-07-02 23:25:39
Alpha Streams Artisan
Have at least 3 Alpha Stream submissions approved.
2019-08-30 22:08:07
- Profile
- Backtests
- Community
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 (4)
View More149.256Net Profit
0.821Sharpe Ratio
0.07Alpha
-0.053Beta
7.986CAR
9.3Drawdown
41Loss Rate
8Parameters
1Security Types
0.4388Sortino Ratio
2991Tradeable Dates
480Trades
-1.264Treynor Ratio
59Win Rate
28.179Net Profit
1.146Sharpe Ratio
-0.122Alpha
25.916Beta
40.539CAR
21.1Drawdown
50Loss Rate
1Security Types
3.8224043669293Sortino Ratio
131Tradeable Dates
13Trades
0.015Treynor Ratio
50Win Rate
14.46Net Profit
3.209Sharpe Ratio
0.481Alpha
-10.324Beta
31.362CAR
4.3Drawdown
72Loss Rate
1Security Types
1.4171736378424Sortino Ratio
124Tradeable Dates
329Trades
-0.027Treynor Ratio
28Win Rate
10.277Net Profit
1.707Sharpe Ratio
0.272Alpha
-3.181Beta
21.979CAR
11.7Drawdown
50Loss Rate
1Security Types
0Sortino Ratio
123Tradeable Dates
5Trades
-0.065Treynor Ratio
50Win Rate
Community
View MoreJames started the discussion How do I prepare indicators for usage?
The following backtest trades the price crossover of the 252 EMA for SPY. This moving average...
James started the discussion Algorithm is trading too often
I would like my algo to buy a certain percentage of my portfolio, (say 30%) when it breaches its...
James left a comment in the discussion How do I add up the volume during the day?
Wow- very fast response. Thanks so much!
James left a comment in the discussion How do I add up the volume during the day?
Could you provide an example for average volume (say 10 or 30 days averaged)? Would greatly...
149.256Net Profit
0.821Sharpe Ratio
0.07Alpha
-0.053Beta
7.986CAR
9.3Drawdown
41Loss Rate
8Parameters
1Security Types
0.4388Sortino Ratio
2991Tradeable Dates
480Trades
-1.264Treynor Ratio
59Win Rate
28.179Net Profit
1.146Sharpe Ratio
-0.122Alpha
25.916Beta
40.539CAR
21.1Drawdown
50Loss Rate
1Security Types
3.8224043669293Sortino Ratio
131Tradeable Dates
13Trades
0.015Treynor Ratio
50Win Rate
14.46Net Profit
3.209Sharpe Ratio
0.481Alpha
-10.324Beta
31.362CAR
4.3Drawdown
72Loss Rate
1Security Types
1.4171736378424Sortino Ratio
124Tradeable Dates
329Trades
-0.027Treynor Ratio
28Win Rate
10.277Net Profit
1.707Sharpe Ratio
0.272Alpha
-3.181Beta
21.979CAR
11.7Drawdown
50Loss Rate
1Security Types
0Sortino Ratio
123Tradeable Dates
5Trades
-0.065Treynor Ratio
50Win Rate
James started the discussion How do I prepare indicators for usage?
The following backtest trades the price crossover of the 252 EMA for SPY. This moving average...
James started the discussion Algorithm is trading too often
I would like my algo to buy a certain percentage of my portfolio, (say 30%) when it breaches its...
James left a comment in the discussion How do I add up the volume during the day?
Jing- I implemented the code you provided and am testing a few things out.
James left a comment in the discussion How do I add up the volume during the day?
Wow- very fast response. Thanks so much!
James left a comment in the discussion How do I add up the volume during the day?
Could you provide an example for average volume (say 10 or 30 days averaged)? Would greatly...
James left a comment in the discussion Daily Volume with Minute resolution
Hello- any chance you could provide an example in python of the same? Would be greatly appreciated
James left a comment in the discussion VIX Future Data Available!
Thanks Jing!
James left a comment in the discussion VIX Future Data Available!
Ok, I will wait for that post then. Thank you for the update!
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James left a comment in the discussion How do I add up the volume during the day?
Jing- I implemented the code you provided and am testing a few things out.
6 years ago