John Fogel
Quant
Date Joined
23rd July, 2020
Bootcamp progress
64% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2020-08-26 13:14:50
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2020-08-26 09:53:09
Python Programming
Choose Python as your preferred programming language.
2020-07-23 07:05:01
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2020-07-28 07:15:56
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2020-08-07 16:26:15
- Profile
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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 (2)
View More78.701Net Profit
30.58PSR
0.831Sharpe Ratio
0.039Alpha
0.571Beta
12.702CAR
22.6Drawdown
45Loss Rate
39Parameters
1Security Types
0.2257Sortino Ratio
1223Tradeable Dates
1327Trades
0.199Treynor Ratio
55Win Rate
-16.463Net Profit
1.657PSR
-0.318Sharpe Ratio
0Alpha
0Beta
-8.318CAR
31Drawdown
51Loss Rate
12Parameters
1Security Types
-0.1008Sortino Ratio
522Tradeable Dates
452Trades
0Treynor Ratio
49Win Rate
Community
View MoreJohn started the discussion Momentum strategy
Hi all, I am new to QuantConnect and I am currently coding up a momentum strategy (Andreas...
John started the discussion Varying backtest results
I have been trying to implement a momentum strategy. When I first deployed my first backtest about...
John started the discussion Momentum (Andreas Clenow)
self.SetSecurityInitializer(self.CustomSecurityInitializer) def...
John started the discussion Help with stop loss
John started the discussion VXX data
Dear all,
78.701Net Profit
30.58PSR
0.831Sharpe Ratio
0.039Alpha
0.571Beta
12.702CAR
22.6Drawdown
45Loss Rate
39Parameters
1Security Types
0.2257Sortino Ratio
1223Tradeable Dates
1327Trades
0.199Treynor Ratio
55Win Rate
-16.463Net Profit
1.657PSR
-0.318Sharpe Ratio
0Alpha
0Beta
-8.318CAR
31Drawdown
51Loss Rate
12Parameters
1Security Types
-0.1008Sortino Ratio
522Tradeable Dates
452Trades
0Treynor Ratio
49Win Rate
John started the discussion Momentum strategy
Hi all, I am new to QuantConnect and I am currently coding up a momentum strategy (Andreas...
John started the discussion Varying backtest results
I have been trying to implement a momentum strategy. When I first deployed my first backtest about...
John started the discussion Momentum (Andreas Clenow)
self.SetSecurityInitializer(self.CustomSecurityInitializer) def...
John started the discussion Help with stop loss
John started the discussion VXX data
Dear all,
John started the discussion Seeking help for strategy
Hi everyone,
John started the discussion Pandas_datareader
Does QuantConnect support the pandas_datareader library? If not, is there any way to request for...
John started the discussion Fama-French Factors
Hi everyone, my algorithm would like to automatically extract Fama French factors from the official...
John started the discussion Portfolio orders/rebalancement
Hi everyone,
John started the discussion Finding the number of symbols in portfolio
Hi all, I was just wondering if there was an easy way to find the number of different stock...
John started the discussion Error message in backtest
Can someone shed some light on these error messages that I am getting in my backtest logs. Code can...
John left a comment in the discussion Error message in backtest
Shile Wen Thanks for the reply - but could you enlighten me a bit more about assets not having...
John left a comment in the discussion Pandas_datareader
Dear Shile,
John left a comment in the discussion Pandas_datareader
Given that I would like to extract Fama French 3 factor data using pandas data reader, if this...
John left a comment in the discussion VXX data
my start date for the backtest was Jan 1 2018
John left a comment in the discussion Varying backtest results
This is my failed backtest result that is completely off to my original backtest result even though...
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John left a comment in the discussion Error message in backtest
Shile Wen and is there a way to eliminate such error messages?
4 years ago