John J
Quant
Date Joined
6th August, 2021
Bootcamp progress
85% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2021-11-19 19:06:37
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2021-09-10 21:39:15
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2022-02-07 14:09:35
Cloner
Clone at least 100 algorithms from the community.
2021-09-21 00:47:06
Python Programming
Choose Python as your preferred programming language.
2021-08-06 22:27:34
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2021-08-07 00:23:06
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2021-08-13 13:43:53
- 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 (2)
View More-0.259Net Profit
14.522PSR
-0.965Sharpe Ratio
0Alpha
0Beta
-1.287CAR
0.7Drawdown
-0.01Loss Rate
38Parameters
0Security Types
-1.499Sortino Ratio
0Tradeable Dates
12Trades
0Treynor Ratio
0.01Win Rate
-7.509Net Profit
20.38PSR
-0.5Sharpe Ratio
0Alpha
0Beta
-32.316CAR
17.4Drawdown
-0.16Loss Rate
9Parameters
0Security Types
-0.912Sortino Ratio
0Tradeable Dates
51Trades
0Treynor Ratio
0.29Win Rate
Community
View MoreJohn left a comment in the discussion Algo: Flock
I'm trying to read the C code, so i can try this in python. Can someone help my understanding of...
John left a comment in the discussion Appending symbols to Coasre Universe
Thanks Fred, I think that was it.
John left a comment in the discussion Appending symbols to Coasre Universe
I removed the code that sells the securities to help illustrate the issue. As the algorithm buys...
John left a comment in the discussion Appending symbols to Coasre Universe
Take a look at the last backtest I attached and let me know if you need something else. That one...
-0.259Net Profit
14.522PSR
-0.965Sharpe Ratio
0Alpha
0Beta
-1.287CAR
0.7Drawdown
-0.01Loss Rate
38Parameters
0Security Types
-1.499Sortino Ratio
0Tradeable Dates
12Trades
0Treynor Ratio
0.01Win Rate
-7.509Net Profit
20.38PSR
-0.5Sharpe Ratio
0Alpha
0Beta
-32.316CAR
17.4Drawdown
-0.16Loss Rate
9Parameters
0Security Types
-0.912Sortino Ratio
0Tradeable Dates
51Trades
0Treynor Ratio
0.29Win Rate
John left a comment in the discussion Reset live trading
I have a similiar problem. The live trading is still displaying the paper trades which had a much...
John left a comment in the discussion Algo: Flock
I'm trying to read the C code, so i can try this in python. Can someone help my understanding of...
John left a comment in the discussion Appending symbols to Coasre Universe
Thanks Fred, I think that was it.
John left a comment in the discussion Appending symbols to Coasre Universe
I removed the code that sells the securities to help illustrate the issue. As the algorithm buys...
John left a comment in the discussion Appending symbols to Coasre Universe
Take a look at the last backtest I attached and let me know if you need something else. That one...
John left a comment in the discussion Appending symbols to Coasre Universe
Thanks for taking a look at this, but I'm still having trouble…
John started the discussion How to implement a rolling closeWindow in my code with a universe of stocks?
I've been trying for days without success and I can't quite figure it out. I have indicators...
John started the discussion I can't get SPX option data to work
I saw the blog post that said quantconnect has index options but I can't get them to work. Is...
John started the discussion Appending symbols to Coasre Universe
I'm trying to append the symbols I'm currently invested in, into the coarse universe function....
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John left a comment in the discussion Reset live trading
I have a similiar problem. The live trading is still displaying the paper trades which had a much...
2 years ago