Joe Bastulli
Quant
Date Joined
19th October, 2017
Bootcamp progress
45% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2019-11-21 20:25:00
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2019-10-09 04:53:10
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2019-10-06 14:54:28
Parallel Live Trading
Run multiple live algorithms simultaneously.
2019-11-04 17:52:38
Cloner
Clone at least 100 algorithms from the community.
2020-08-02 14:48:22
Python Programming
Choose Python as your preferred programming language.
2019-10-01 23:27:28
Popular
Receive at least 10 upvotes from different users in the community.
2020-07-21 07:44:46
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2019-10-02 23:36:13
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2019-12-27 22:10:08
- 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 (5)
View More21.877Net Profit
68.965PSR
1.652Sharpe Ratio
0.253Alpha
0.058Beta
37.326CAR
6.6Drawdown
53Loss Rate
9Parameters
1Security Types
3.1753Sortino Ratio
228Tradeable Dates
35Trades
4.496Treynor Ratio
47Win Rate
21.877Net Profit
68.965PSR
1.652Sharpe Ratio
0.253Alpha
0.058Beta
37.327CAR
6.6Drawdown
53Loss Rate
9Parameters
1Security Types
3.1753Sortino Ratio
228Tradeable Dates
35Trades
4.496Treynor Ratio
47Win Rate
126.121Net Profit
90.821PSR
2.317Sharpe Ratio
0.484Alpha
-0.165Beta
67.304CAR
18.9Drawdown
27Loss Rate
129Parameters
2Security Types
1.9892Sortino Ratio
579Tradeable Dates
252Trades
-2.765Treynor Ratio
73Win Rate
8.601Net Profit
54.806PSR
1.441Sharpe Ratio
-0.301Alpha
1.266Beta
45.036CAR
10.4Drawdown
67Loss Rate
18Parameters
2Security Types
0.9213Sortino Ratio
56Tradeable Dates
18Trades
0.302Treynor Ratio
33Win Rate
422.98Net Profit
82.302PSR
2.802Sharpe Ratio
0.927Alpha
0.656Beta
214.523CAR
51.9Drawdown
50Loss Rate
39Parameters
1Security Types
0.1601Sortino Ratio
528Tradeable Dates
7769Trades
2.323Treynor Ratio
50Win Rate
Community
View MoreJoe started the discussion Get the current weight invested for security crypto currency
If I added cash or increased the amount I owned manually into my trading account, I would like to...
Joe started the discussion How to view crypto holdings quantity
Currently using self.Securities[symbol].Holdings.Quantity to view how much I am invested per...
Joe started the discussion AI and Trading, a Winning Combo?
Every trading algorithm has its flaws; however, I wanted to apply reinforcement learning to trading...
Joe started the discussion Extracted Vader Lexicon keywords and their sediment into multiple dictionaries
Playing around with examples I found on Quantconnect, I implemented a simple function that sums the...
21.877Net Profit
68.965PSR
1.652Sharpe Ratio
0.253Alpha
0.058Beta
37.326CAR
6.6Drawdown
53Loss Rate
9Parameters
1Security Types
3.1753Sortino Ratio
228Tradeable Dates
35Trades
4.496Treynor Ratio
47Win Rate
21.877Net Profit
68.965PSR
1.652Sharpe Ratio
0.253Alpha
0.058Beta
37.327CAR
6.6Drawdown
53Loss Rate
9Parameters
1Security Types
3.1753Sortino Ratio
228Tradeable Dates
35Trades
4.496Treynor Ratio
47Win Rate
126.121Net Profit
90.821PSR
2.317Sharpe Ratio
0.484Alpha
-0.165Beta
67.304CAR
18.9Drawdown
27Loss Rate
129Parameters
2Security Types
1.9892Sortino Ratio
579Tradeable Dates
252Trades
-2.765Treynor Ratio
73Win Rate
8.601Net Profit
54.806PSR
1.441Sharpe Ratio
-0.301Alpha
1.266Beta
45.036CAR
10.4Drawdown
67Loss Rate
18Parameters
2Security Types
0.9213Sortino Ratio
56Tradeable Dates
18Trades
0.302Treynor Ratio
33Win Rate
422.98Net Profit
82.302PSR
2.802Sharpe Ratio
0.927Alpha
0.656Beta
214.523CAR
51.9Drawdown
50Loss Rate
39Parameters
1Security Types
0.1601Sortino Ratio
528Tradeable Dates
7769Trades
2.323Treynor Ratio
50Win Rate
Joe started the discussion Get the current weight invested for security crypto currency
If I added cash or increased the amount I owned manually into my trading account, I would like to...
Joe started the discussion How to view crypto holdings quantity
Currently using self.Securities[symbol].Holdings.Quantity to view how much I am invested per...
Joe started the discussion AI and Trading, a Winning Combo?
Every trading algorithm has its flaws; however, I wanted to apply reinforcement learning to trading...
Joe started the discussion Extracted Vader Lexicon keywords and their sediment into multiple dictionaries
Playing around with examples I found on Quantconnect, I implemented a simple function that sums the...
Joe left a comment in the discussion Continuous Deep Reinforcement Learning on QC
Brandon Schleter You can add a transformer and incorporate it into the network as an input. Or we...
Joe left a comment in the discussion Continuous Deep Reinforcement Learning on QC
Ryan McMullan
Joe left a comment in the discussion Crypto data previous day consolidation, using Hourly data
class TachyonQuantumAutosequencers(QCAlgorithm): def Initialize(self): ...
Joe left a comment in the discussion Crypto Data, How to get the High and Low price of the previous 24 hour roll over window
from QuantConnect.Data.Market import TradeBar from datetime import timedelta class...
Joe left a comment in the discussion Crypto Data, How to get the High and Low price of the previous 24 hour roll over window
Are you using a trade bar consolidator function? Aslo, could you share your code?
Joe left a comment in the discussion How to view crypto holdings quantity
Ok, it looks like because cryptos are created with a cash account we need to use the CashBook to...
Joe started the discussion Loading a Pytorch model?
Is it possible to upload a saved model to the algorithm lab? I can't seem to find any tutorials...
Joe started the discussion Cannot connect to Dropbox anymore
Not sure what happend, but now I can no longer use requests to get my file from Dropbox. Worked...
Joe started the discussion Self.Download encoding issues.
Hello, I want to download raw bytes of the url because I am having issues when trying to load the...
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Joe left a comment in the discussion Continuous Deep Reinforcement Learning on QC
Brandon Schleter You can add a transformer and incorporate it into the network as an input. Or we...
4 years ago