Joshua Tsai
Quant
Date Joined
7th November, 2020
Bootcamp progress
0% Complete
Achievements
Python Programming
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2020-11-07 13:37:46
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- Backtests
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Biography
Activity on QuantConnect
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Public Backtests (3)
View More306.788Net Profit
91.325PSR
5.7Sharpe Ratio
3.247Alpha
2.074Beta
415.202CAR
37.2Drawdown
0Loss Rate
25Parameters
1Security Types
10.093Sortino Ratio
215Tradeable Dates
1Trades
1.884Treynor Ratio
0Win Rate
43687.741Net Profit
85.084PSR
1.562Sharpe Ratio
0.531Alpha
0.159Beta
58.01CAR
41Drawdown
-3.5Loss Rate
25Parameters
1Security Types
2.286Sortino Ratio
3344Tradeable Dates
167Trades
3.449Treynor Ratio
13.4Win Rate
127.033Net Profit
98.652PSR
7.399Sharpe Ratio
2.348Alpha
1.067Beta
360.388CAR
18Drawdown
24Loss Rate
36Parameters
1Security Types
3.8236Sortino Ratio
134Tradeable Dates
44Trades
2.599Treynor Ratio
76Win Rate
Community
View MoreJoshua left a comment in the discussion Dump the Pump
Hi, if I remember right, you had some interesting finding on Quantopian using a mean reversion...
306.788Net Profit
91.325PSR
5.7Sharpe Ratio
3.247Alpha
2.074Beta
415.202CAR
37.2Drawdown
0Loss Rate
25Parameters
1Security Types
10.093Sortino Ratio
215Tradeable Dates
1Trades
1.884Treynor Ratio
0Win Rate
43687.741Net Profit
85.084PSR
1.562Sharpe Ratio
0.531Alpha
0.159Beta
58.01CAR
41Drawdown
-3.5Loss Rate
25Parameters
1Security Types
2.286Sortino Ratio
3344Tradeable Dates
167Trades
3.449Treynor Ratio
13.4Win Rate
127.033Net Profit
98.652PSR
7.399Sharpe Ratio
2.348Alpha
1.067Beta
360.388CAR
18Drawdown
24Loss Rate
36Parameters
1Security Types
3.8236Sortino Ratio
134Tradeable Dates
44Trades
2.599Treynor Ratio
76Win Rate
Joshua left a comment in the discussion Dump the Pump
Sim123
Joshua left a comment in the discussion Dump the Pump
Hi, if I remember right, you had some interesting finding on Quantopian using a mean reversion...
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Joshua left a comment in the discussion Dump the Pump
Sim123
4 years ago