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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 (6)

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Focused Yellow-Green Sardine

-12.034Net Profit

-9.136Sharpe Ratio

-0.603Alpha

18.828Beta

-31.718CAR

12.4Drawdown

60Loss Rate

2Parameters

1Security Types

-0.1553Sortino Ratio

106Tradeable Dates

10377Trades

-0.016Treynor Ratio

40Win Rate

Well Dressed Magenta Cormorant

19Parameters

1Security Types

108Tradeable Dates

Jumping Asparagus Zebra

11Parameters

1Security Types

62Tradeable Dates

Creative Yellow Camel

11Parameters

1Security Types

62Tradeable Dates

Adaptable Sky Blue Pelican

-0.253Net Profit

-0.523Sharpe Ratio

0.036Alpha

-3.023Beta

-1.421CAR

1.4Drawdown

50Loss Rate

1Security Types

0.019317920451079Sortino Ratio

56Tradeable Dates

11060Trades

0.004Treynor Ratio

50Win Rate


Community

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Kamer started the discussion Question about External Decisions

How it is possible to use the platform with external decisions (e.g. signals generated via an...

5 years ago

Kamer started the discussion Forex Portfolio Balancing

Dear Everyone,

5 years ago

Kamer started the discussion How to Load an External PyTorch Model?

First of all, when I import a library that I created (including the torch imports and...

5 years ago

Kamer started the discussion Hourly Rebalancing and Question about SetHoldings

I have a weights vector representing the portfolio target hourly. The weights vector also includes...

5 years ago

Kamer started the discussion Trading Fees are Zero even when setBrokerage

I have set the Brokerage to Oanda as follows. However, both report and backtesting tool shows...

5 years ago

Focused Yellow-Green Sardine

-12.034Net Profit

-9.136Sharpe Ratio

-0.603Alpha

18.828Beta

-31.718CAR

12.4Drawdown

60Loss Rate

2Parameters

1Security Types

-0.1553Sortino Ratio

106Tradeable Dates

10377Trades

-0.016Treynor Ratio

40Win Rate

Well Dressed Magenta Cormorant

19Parameters

1Security Types

108Tradeable Dates

Jumping Asparagus Zebra

11Parameters

1Security Types

62Tradeable Dates

Creative Yellow Camel

11Parameters

1Security Types

62Tradeable Dates

Adaptable Sky Blue Pelican

-0.253Net Profit

-0.523Sharpe Ratio

0.036Alpha

-3.023Beta

-1.421CAR

1.4Drawdown

50Loss Rate

1Security Types

0.019317920451079Sortino Ratio

56Tradeable Dates

11060Trades

0.004Treynor Ratio

50Win Rate

Dancing Fluorescent Yellow Rat

1Security Types

53Tradeable Dates

Kamer started the discussion Question about External Decisions

How it is possible to use the platform with external decisions (e.g. signals generated via an...

5 years ago

Kamer started the discussion Forex Portfolio Balancing

Dear Everyone,

5 years ago

Kamer started the discussion How to Load an External PyTorch Model?

First of all, when I import a library that I created (including the torch imports and...

5 years ago

Kamer started the discussion Hourly Rebalancing and Question about SetHoldings

I have a weights vector representing the portfolio target hourly. The weights vector also includes...

5 years ago

Kamer started the discussion Trading Fees are Zero even when setBrokerage

I have set the Brokerage to Oanda as follows. However, both report and backtesting tool shows...

5 years ago

Kamer started the discussion Converting Portfolio Balancing Classic Algorithm to a Framework Algorithm

I have following Classic Algorithm that hourly rebalances the portfolio with setHoldings. I would...

5 years ago

Kamer started the discussion Average Transaction Costs for Forex Markets

Does anybody know where I can find the average transaction costs (in percentage) for the following...

5 years ago

Kamer started the discussion Feature Request: Best Leverage, Stop-Loss, etc.

It would be great if QC provided a tool that analyzes a completed backtest and decides on best...

5 years ago

Kamer started the discussion How to Download Portfolio Log-Returns after Backtest

How to Download Portfolio Log-Returns (for a given Resolution) after a Backtest?

5 years ago

Kamer started the discussion Benchmarking with FX assets

How to benchmark a FX backtest against any of the available FX assets e.g. CHFUSD (or a basket of...

5 years ago

Kamer started the discussion Help Evaluating the Results that I have

I have obtained the following results from my hourly Oanda FX portfolio balancing model from the...

5 years ago

Kamer started the discussion Getting Time at onData

I am using hourly resolution for the data and currently perform hourly rebalancing. However, I...

5 years ago

Kamer started the discussion Problem with SetHoldings

Target weights and portfolio values does not match at all when using SetHoldings. What can be the...

5 years ago

Kamer started the discussion Periodical Rebalancing without Liquidation

Would the following code successfully rebalance portfolio each hour randomly according to the...

5 years ago

Kamer left a comment in the discussion Periodical Rebalancing without Liquidation

https://www.quantconnect.com/terminal/processCache?request=embedded_backtest_c8cb4b9a8cfa0a84e1599cd...

5 years ago

Kamer left a comment in the discussion Problem with SetHoldings

Thanks Jared, there wasn't an issue actually, it was just my miscalculation. I wasn't using uniform...

5 years ago

Kamer left a comment in the discussion Problem with SetHoldings

I just noted that the base currencies of these assets were different. Hence, there may be an error...

5 years ago

Kamer left a comment in the discussion Getting Time at onData

I have done it as follows:

5 years ago

Kamer left a comment in the discussion How to Download Portfolio Log-Returns after Backtest

Thanks, I understand but all I want is to download the periodical log-returns of the own portfolio...

5 years ago

Kamer left a comment in the discussion Average Transaction Costs for Forex Markets

Thanks Erik. I did not even now there are overnight costs. Also, I am curious if costs would change...

5 years ago