John Shedletsky
Quant
Date Joined
6th September, 2017
Bootcamp progress
8% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2020-04-28 07:53:18
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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 (1)
View More-2.894Net Profit
0.572PSR
-0.128Sharpe Ratio
-0.001Alpha
-0.037Beta
-0.677CAR
13.8Drawdown
0Loss Rate
3Parameters
1Security Types
0Sortino Ratio
1086Tradeable Dates
27Trades
0.14Treynor Ratio
0Win Rate
Community
View MoreJohn started the discussion Can't load historical VXX data, even though it looks like it exists
Hi.
-2.894Net Profit
0.572PSR
-0.128Sharpe Ratio
-0.001Alpha
-0.037Beta
-0.677CAR
13.8Drawdown
0Loss Rate
3Parameters
1Security Types
0Sortino Ratio
1086Tradeable Dates
27Trades
0.14Treynor Ratio
0Win Rate
John started the discussion Can't load historical VXX data, even though it looks like it exists
Hi.
John left a comment in the discussion Can't load historical VXX data, even though it looks like it exists
I found another post
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John left a comment in the discussion Can't load historical VXX data, even though it looks like it exists
I found another post
4 years ago