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Biography

My name is Jovad. I am a Data Science student at UIC. I also have a pet bunny named Bobby.

Activity on QuantConnect

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Public Backtests (428)

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Fat Fluorescent Pink Fox

-0.498Net Profit

0PSR

-16.159Sharpe Ratio

-0.054Alpha

0.002Beta

-6.924CAR

0.5Drawdown

-0.02Loss Rate

23Parameters

0Security Types

110Tradeable Dates

63Trades

-22.198Treynor Ratio

0Win Rate

Adaptable Green Mosquito

7.118Net Profit

14.558PSR

0.631Sharpe Ratio

0.007Alpha

0.028Beta

1.358CAR

3Drawdown

-0.04Loss Rate

23Parameters

0Security Types

1282Tradeable Dates

336Trades

0.336Treynor Ratio

0.58Win Rate

Determined Red Fly

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

4Parameters

2Security Types

0Sortino Ratio

44Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Dancing Blue Antelope

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

15Parameters

0Security Types

272Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Hyper Active Red Whale

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

4Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

274Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate


Community

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Jovad started the discussion Option Greeks Not Changing

I'm building an option trading strategy that tries to replicated exotic options. I'm able to get...

2 years ago

Jovad started the discussion Custom yahoo from toolbox not trading

I used toolbox to download yahoo finance data and inserted it into my algorithm. When I use...

3 years ago

Jovad left a comment in the discussion How many backtest can run same time for LEAN CLI locally

Henry,

3 years ago

Jovad left a comment in the discussion Backtest selling stocks I don't have

Hi JumboFlan,

3 years ago

Jovad left a comment in the discussion Alpha Streams Market

Thanks, Jared! I believe this is a step in the right direction.

3 years ago

Fat Fluorescent Pink Fox

-0.498Net Profit

0PSR

-16.159Sharpe Ratio

-0.054Alpha

0.002Beta

-6.924CAR

0.5Drawdown

-0.02Loss Rate

23Parameters

0Security Types

110Tradeable Dates

63Trades

-22.198Treynor Ratio

0Win Rate

Adaptable Green Mosquito

7.118Net Profit

14.558PSR

0.631Sharpe Ratio

0.007Alpha

0.028Beta

1.358CAR

3Drawdown

-0.04Loss Rate

23Parameters

0Security Types

1282Tradeable Dates

336Trades

0.336Treynor Ratio

0.58Win Rate

Determined Red Fly

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

4Parameters

2Security Types

0Sortino Ratio

44Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Dancing Blue Antelope

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

15Parameters

0Security Types

272Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Hyper Active Red Whale

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

4Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

274Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Retrospective Yellow-Green Buffalo

0.212Net Profit

21.446PSR

0.345Sharpe Ratio

0.001Alpha

0.002Beta

0.213CAR

0.5Drawdown

-0.1Loss Rate

152Parameters

0Security Types

0.67Sortino Ratio

0Tradeable Dates

13Trades

0.689Treynor Ratio

0.1Win Rate

Geeky Blue Owl

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

18Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Logical Blue Falcon

3.461Net Profit

36.502PSR

0.862Sharpe Ratio

0.006Alpha

0.003Beta

0.875CAR

0.7Drawdown

-0.04Loss Rate

19Parameters

1Security Types

1.254Sortino Ratio

985Tradeable Dates

1607Trades

2.141Treynor Ratio

0.01Win Rate

Sleepy Light Brown Sardine

-18.3Net Profit

0PSR

-8.394Sharpe Ratio

-0.121Alpha

-0.003Beta

-17.049CAR

18.3Drawdown

-0.07Loss Rate

0Parameters

0Security Types

-10.44Sortino Ratio

272Tradeable Dates

628Trades

40.207Treynor Ratio

0.03Win Rate

[Debugging] Square Fluorescent Orange Alligator

14.606Net Profit

92.713PSR

7.407Sharpe Ratio

0.935Alpha

1.833Beta

297.761CAR

5.1Drawdown

45Loss Rate

24Parameters

1Security Types

0.251Sortino Ratio

26Tradeable Dates

199Trades

0.949Treynor Ratio

55Win Rate

Ugly Green Pigeon

0.15Net Profit

50.428PSR

1.04Sharpe Ratio

0.038Alpha

0.097Beta

1.92CAR

0.5Drawdown

-0.16Loss Rate

1Parameters

0Security Types

2.27Sortino Ratio

20Tradeable Dates

4Trades

0.166Treynor Ratio

0.16Win Rate

Virtual Fluorescent Orange Shark

0.15Net Profit

50.428PSR

1.04Sharpe Ratio

0.038Alpha

0.097Beta

1.92CAR

0.5Drawdown

-0.16Loss Rate

1Parameters

0Security Types

2.27Sortino Ratio

20Tradeable Dates

4Trades

0.166Treynor Ratio

0.16Win Rate

Hipster Asparagus Frog

19.248Net Profit

41.729PSR

0.905Sharpe Ratio

0.039Alpha

0.137Beta

9.175CAR

9Drawdown

-0.11Loss Rate

7Parameters

1Security Types

1.569Sortino Ratio

0Tradeable Dates

3204Trades

0.475Treynor Ratio

0.12Win Rate

Smooth Yellow Giraffe

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

5Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Calculating Red Lemur

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

4Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Crying Sky Blue kitten

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

1Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Virtual Fluorescent Pink Koala

2.956Net Profit

95.663PSR

2.847Sharpe Ratio

0.021Alpha

-0.005Beta

2.959CAR

0.6Drawdown

-0.03Loss Rate

0Parameters

0Security Types

2.389Sortino Ratio

252Tradeable Dates

657Trades

-4.468Treynor Ratio

0.06Win Rate

Sleepy Green Bear

-4.051Net Profit

0.001PSR

-6.634Sharpe Ratio

-0.243Alpha

-0.112Beta

-36.099CAR

4.7Drawdown

-0.1Loss Rate

0Parameters

0Security Types

-8.765Sortino Ratio

30Tradeable Dates

274Trades

2.407Treynor Ratio

0.14Win Rate

Virtual Fluorescent Pink Manatee

772.182Net Profit

66.43PSR

1.334Sharpe Ratio

0Alpha

0Beta

45.537CAR

44.5Drawdown

-0.41Loss Rate

18Parameters

1Security Types

1.981Sortino Ratio

1453Tradeable Dates

2204Trades

0Treynor Ratio

0.62Win Rate

Fat Black Chinchilla

-1.053Net Profit

24.622PSR

-0.967Sharpe Ratio

-0.027Alpha

-0.201Beta

-10.826CAR

3.2Drawdown

-0.11Loss Rate

0Parameters

0Security Types

-1.967Sortino Ratio

30Tradeable Dates

317Trades

0.373Treynor Ratio

0.17Win Rate

Square Fluorescent Yellow Badger

0.466Net Profit

62.639PSR

1.301Sharpe Ratio

0.003Alpha

0.011Beta

0.47CAR

0.2Drawdown

-0.04Loss Rate

116Parameters

0Security Types

1.788Sortino Ratio

0Tradeable Dates

7Trades

0.354Treynor Ratio

0Win Rate

Hyper-Active Light Brown Lion

-1.435Net Profit

15.16PSR

-1.953Sharpe Ratio

-0.157Alpha

0.166Beta

-14.04CAR

2.2Drawdown

-0.14Loss Rate

0Parameters

0Security Types

-2.396Sortino Ratio

30Tradeable Dates

106Trades

-0.68Treynor Ratio

0.19Win Rate

Swimming Yellow Viper

-1.944Net Profit

19.205PSR

0.004Sharpe Ratio

0.018Alpha

-0.064Beta

-3.041CAR

14.2Drawdown

-0.87Loss Rate

0Parameters

0Security Types

-0.179Sortino Ratio

160Tradeable Dates

929Trades

-0.014Treynor Ratio

1.38Win Rate

Focused Apricot Fly

-8.564Net Profit

1.627PSR

0.086Sharpe Ratio

-0.118Alpha

0.775Beta

-1.612CAR

62.3Drawdown

57Loss Rate

14Parameters

1Security Types

-0.0158Sortino Ratio

1388Tradeable Dates

8200Trades

0.031Treynor Ratio

43Win Rate

Hyper-Active Apricot Hippopotamus

1.169Net Profit

0PSR

25.479Sharpe Ratio

1.916Alpha

-23.146Beta

311.251CAR

0.9Drawdown

0Loss Rate

3Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

1Tradeable Dates

1Trades

-0.144Treynor Ratio

0Win Rate

Fat Fluorescent Orange Flamingo

-5.132Net Profit

1.124PSR

-3.093Sharpe Ratio

-0.207Alpha

0.218Beta

-20.591CAR

6.4Drawdown

64Loss Rate

0Parameters

1Security Types

-0.1551Sortino Ratio

72Tradeable Dates

151Trades

-0.765Treynor Ratio

36Win Rate

Virtual Yellow-Green Salamander

1.201Net Profit

42.297PSR

0.624Sharpe Ratio

-0.059Alpha

0.579Beta

5.744CAR

2.7Drawdown

61Loss Rate

9Parameters

1Security Types

0.0392Sortino Ratio

54Tradeable Dates

57Trades

0.068Treynor Ratio

39Win Rate

Smooth Yellow Llama

56.965Net Profit

65.611PSR

1.291Sharpe Ratio

0.087Alpha

0.294Beta

13.249CAR

16.4Drawdown

23Loss Rate

72Parameters

1Security Types

2.6707Sortino Ratio

913Tradeable Dates

237Trades

0.474Treynor Ratio

77Win Rate

Creative Apricot Giraffe

40.867Net Profit

17.13PSR

0.568Sharpe Ratio

0.102Alpha

-0.035Beta

9.891CAR

18.8Drawdown

-0.77Loss Rate

43Parameters

1Security Types

0.608Sortino Ratio

913Tradeable Dates

400Trades

-2.735Treynor Ratio

1.03Win Rate

Crying Apricot Dragonfly

29.059Net Profit

3.192PSR

0.289Sharpe Ratio

0Alpha

0Beta

3.991CAR

36.9Drawdown

40Loss Rate

20Parameters

1Security Types

0.0326Sortino Ratio

1640Tradeable Dates

1746Trades

0Treynor Ratio

60Win Rate

Jovad started the discussion Option Greeks Not Changing

I'm building an option trading strategy that tries to replicated exotic options. I'm able to get...

2 years ago

Jovad started the discussion Custom yahoo from toolbox not trading

I used toolbox to download yahoo finance data and inserted it into my algorithm. When I use...

3 years ago

Jovad left a comment in the discussion How many backtest can run same time for LEAN CLI locally

Henry,

3 years ago

Jovad left a comment in the discussion Backtest selling stocks I don't have

Hi JumboFlan,

3 years ago

Jovad left a comment in the discussion Alpha Streams Market

Thanks, Jared! I believe this is a step in the right direction.

3 years ago

Jovad left a comment in the discussion Tutoring session

Hi Niccolo,

3 years ago

Jovad left a comment in the discussion IPO trading

Hi Gil, 

3 years ago

Jovad left a comment in the discussion New Feature - Time Series Indicators

This is great! 

3 years ago

Jovad started the discussion SECReport8K

I want to pull SEC data. In my fine filter for universelection, I ran a for loop adding data to...

4 years ago

Jovad started the discussion Can you short in paper trading? Do you need to schedule an execution model?

Can you short in paper trading? Do you need to schedule an execution model for live trading?

4 years ago

Jovad started the discussion Long Hold Using a Fundamental Universe Selection

Hello everyone, 

4 years ago

Jovad started the discussion New Addition to the InternFund Team

Hi everyone,

4 years ago