James Smith
Quant
Date Joined
28th December, 2015
Bootcamp progress
0% Complete
Achievements
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2018-08-24 08:44:37
Popular
Receive at least 10 upvotes from different users in the community.
2018-06-12 03:41:03
- Profile
- Backtests
- Community
Biography
Activity on QuantConnect
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Public Backtests (6)
View More206.136Net Profit
0.653Sharpe Ratio
0.162Alpha
-1.456Beta
11.836CAR
39.3Drawdown
26Loss Rate
1Security Types
0.023983018037391Sortino Ratio
2518Tradeable Dates
4112Trades
-0.091Treynor Ratio
74Win Rate
206.136Net Profit
0.653Sharpe Ratio
0.162Alpha
-1.456Beta
11.836CAR
39.3Drawdown
26Loss Rate
1Security Types
0.023983018037391Sortino Ratio
2518Tradeable Dates
4112Trades
-0.091Treynor Ratio
74Win Rate
4025Tradeable Dates
3050Tradeable Dates
4021Tradeable Dates
Community
View MoreJames left a comment in the discussion Strategy Optimization
"Can we actually run parameter optimizations in local"
James left a comment in the discussion Avoiding Vendor Lock-In: Running LEAN On Your Server
Richard, there are lots of options for drawing graphs from rollling data so you shouldn't have...
James started the discussion Morningstar ETF management fee data?
I've recently been impressed by the capability to import morningstar fundamental data into QC....
James started the discussion Fix for Yahoo downloader
I have a working build that alters the previously defunct Lean Yahoo downloader to work with a...
206.136Net Profit
0.653Sharpe Ratio
0.162Alpha
-1.456Beta
11.836CAR
39.3Drawdown
26Loss Rate
1Security Types
0.023983018037391Sortino Ratio
2518Tradeable Dates
4112Trades
-0.091Treynor Ratio
74Win Rate
206.136Net Profit
0.653Sharpe Ratio
0.162Alpha
-1.456Beta
11.836CAR
39.3Drawdown
26Loss Rate
1Security Types
0.023983018037391Sortino Ratio
2518Tradeable Dates
4112Trades
-0.091Treynor Ratio
74Win Rate
4025Tradeable Dates
3050Tradeable Dates
4021Tradeable Dates
1759Tradeable Dates
James left a comment in the discussion Algo: Reversals 2
Thanks for the contribution Warren. I have toyed with some other market making strategies that are...
James left a comment in the discussion Strategy Optimization
"Can we actually run parameter optimizations in local"
James left a comment in the discussion Avoiding Vendor Lock-In: Running LEAN On Your Server
Richard, there are lots of options for drawing graphs from rollling data so you shouldn't have...
James started the discussion Morningstar ETF management fee data?
I've recently been impressed by the capability to import morningstar fundamental data into QC....
James started the discussion Fix for Yahoo downloader
I have a working build that alters the previously defunct Lean Yahoo downloader to work with a...
James left a comment in the discussion Developing Trading Strategies with Genetic Algorithms
I've merged the Bollinger and Channel breakout from your fork. Seems like a great idea to allow...
James left a comment in the discussion Developing Trading Strategies with Genetic Algorithms
Thanks Erik. I'm going to try to integrate your changes as soon as I can. I can work without a...
James left a comment in the discussion Developing Trading Strategies with Genetic Algorithms
Forgot to add; I've also improved performance significantly.
James started the discussion Bitfinex Brokerage
Having a little time on my hands (and sufficient naivety) I've decided to implement a Bitfinex...
James started the discussion Universe Warmup?
Can anyone tell me what's the best approach to warmup indicators for a universe selection...
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James left a comment in the discussion Algo: Reversals 2
Thanks for the contribution Warren. I have toyed with some other market making strategies that are...
5 years ago