Kamer Ali YUKSEL
Quant
Date Joined
27th November, 2018
Bootcamp progress
0% Complete
Achievements
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2020-01-18 15:35:45
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2020-01-25 00:47:02
Python Programming
Choose Python as your preferred programming language.
2018-11-27 20:32:10
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Biography
Activity on QuantConnect
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Public Backtests (29)
View More55.282Net Profit
15.304PSR
0.545Sharpe Ratio
0.039Alpha
0.995Beta
15.697CAR
31.6Drawdown
17Loss Rate
16Parameters
1Security Types
3.2038Sortino Ratio
760Tradeable Dates
327Trades
0.148Treynor Ratio
83Win Rate
155.324Net Profit
29.378PSR
0.852Sharpe Ratio
0.051Alpha
1.006Beta
26.273CAR
31.8Drawdown
7Loss Rate
16Parameters
1Security Types
14.7259Sortino Ratio
1012Tradeable Dates
359Trades
0.21Treynor Ratio
93Win Rate
155.324Net Profit
29.378PSR
0.852Sharpe Ratio
0.051Alpha
1.006Beta
26.273CAR
31.8Drawdown
7Loss Rate
16Parameters
1Security Types
14.7259Sortino Ratio
1012Tradeable Dates
359Trades
0.21Treynor Ratio
93Win Rate
155.324Net Profit
29.378PSR
0.852Sharpe Ratio
0.051Alpha
1.006Beta
26.273CAR
31.8Drawdown
7Loss Rate
16Parameters
1Security Types
14.7259Sortino Ratio
1012Tradeable Dates
359Trades
0.21Treynor Ratio
93Win Rate
55.282Net Profit
15.304PSR
0.545Sharpe Ratio
0.039Alpha
0.995Beta
15.697CAR
31.6Drawdown
17Loss Rate
16Parameters
1Security Types
3.2038Sortino Ratio
760Tradeable Dates
327Trades
0.148Treynor Ratio
83Win Rate
Community
View MoreKamer started the discussion Backtest Report [Suggestion]
I know that there will be a new backtest report that will be deployed soon. I hope that it also...
Kamer left a comment in the discussion Probabilistic Sharpe Ratio
Just to let you know, I encountered another implementation of PSR in some other source codes that I...
Kamer left a comment in the discussion Probabilistic Sharpe Ratio
Hello Jared, thanks for letting me know.!I have a small objection about PSR. Since that it uses a...
Kamer left a comment in the discussion Probabilistic Sharpe Ratio
I also have a question, why you haven't utilized Deflated Sharpe Ratio? That seems to be an...
55.282Net Profit
15.304PSR
0.545Sharpe Ratio
0.039Alpha
0.995Beta
15.697CAR
31.6Drawdown
17Loss Rate
16Parameters
1Security Types
3.2038Sortino Ratio
760Tradeable Dates
327Trades
0.148Treynor Ratio
83Win Rate
155.324Net Profit
29.378PSR
0.852Sharpe Ratio
0.051Alpha
1.006Beta
26.273CAR
31.8Drawdown
7Loss Rate
16Parameters
1Security Types
14.7259Sortino Ratio
1012Tradeable Dates
359Trades
0.21Treynor Ratio
93Win Rate
155.324Net Profit
29.378PSR
0.852Sharpe Ratio
0.051Alpha
1.006Beta
26.273CAR
31.8Drawdown
7Loss Rate
16Parameters
1Security Types
14.7259Sortino Ratio
1012Tradeable Dates
359Trades
0.21Treynor Ratio
93Win Rate
155.324Net Profit
29.378PSR
0.852Sharpe Ratio
0.051Alpha
1.006Beta
26.273CAR
31.8Drawdown
7Loss Rate
16Parameters
1Security Types
14.7259Sortino Ratio
1012Tradeable Dates
359Trades
0.21Treynor Ratio
93Win Rate
55.282Net Profit
15.304PSR
0.545Sharpe Ratio
0.039Alpha
0.995Beta
15.697CAR
31.6Drawdown
17Loss Rate
16Parameters
1Security Types
3.2038Sortino Ratio
760Tradeable Dates
327Trades
0.148Treynor Ratio
83Win Rate
30.359Net Profit
100PSR
3.342Sharpe Ratio
0.053Alpha
-0.016Beta
4.951CAR
1.1Drawdown
-0.01Loss Rate
347Parameters
1Security Types
6.452Sortino Ratio
1380Tradeable Dates
11807Trades
-3.078Treynor Ratio
0.01Win Rate
142.094Net Profit
100PSR
6.316Sharpe Ratio
0.072Alpha
0.024Beta
7.564CAR
0.7Drawdown
-0.02Loss Rate
1077Parameters
1Security Types
10.285Sortino Ratio
3050Tradeable Dates
7164Trades
3.225Treynor Ratio
0.05Win Rate
147.338Net Profit
100PSR
6.23Sharpe Ratio
0.077Alpha
0.007Beta
7.755CAR
1.2Drawdown
-0.02Loss Rate
1077Parameters
1Security Types
9.185Sortino Ratio
3050Tradeable Dates
13900Trades
10.867Treynor Ratio
0.03Win Rate
79.921Net Profit
100PSR
6.003Sharpe Ratio
0.071Alpha
0.012Beta
7.31CAR
0.7Drawdown
-0.02Loss Rate
5Parameters
0Security Types
10.516Sortino Ratio
2094Tradeable Dates
7553Trades
6.037Treynor Ratio
0.03Win Rate
82.245Net Profit
100PSR
5.483Sharpe Ratio
0.07Alpha
0.03Beta
7.476CAR
1.2Drawdown
-0.01Loss Rate
1445Parameters
0Security Types
8.53Sortino Ratio
2094Tradeable Dates
7548Trades
2.537Treynor Ratio
0.03Win Rate
87.357Net Profit
100PSR
5.473Sharpe Ratio
0.074Alpha
0.026Beta
7.833CAR
1Drawdown
-0.02Loss Rate
867Parameters
0Security Types
8.264Sortino Ratio
2094Tradeable Dates
3841Trades
3.068Treynor Ratio
0.05Win Rate
86.811Net Profit
100PSR
5.477Sharpe Ratio
0.074Alpha
0.024Beta
7.796CAR
1Drawdown
-0.02Loss Rate
867Parameters
0Security Types
8.299Sortino Ratio
2094Tradeable Dates
3854Trades
3.308Treynor Ratio
0.05Win Rate
86.506Net Profit
100PSR
5.381Sharpe Ratio
0.073Alpha
0.028Beta
7.774CAR
1Drawdown
-0.02Loss Rate
867Parameters
0Security Types
8.235Sortino Ratio
2094Tradeable Dates
3912Trades
2.744Treynor Ratio
0.05Win Rate
246.349Net Profit
100PSR
2.892Sharpe Ratio
0.096Alpha
0.079Beta
10.843CAR
2.1Drawdown
-0.01Loss Rate
5Parameters
1Security Types
4.667Sortino Ratio
3035Tradeable Dates
30987Trades
1.386Treynor Ratio
0.02Win Rate
246.349Net Profit
100PSR
2.892Sharpe Ratio
0.096Alpha
0.079Beta
10.843CAR
2.1Drawdown
-0.01Loss Rate
6Parameters
1Security Types
4.667Sortino Ratio
3035Tradeable Dates
30987Trades
1.386Treynor Ratio
0.02Win Rate
4599.017Net Profit
99.741PSR
2.172Sharpe Ratio
0.256Alpha
0.86Beta
37.68CAR
23.4Drawdown
0Loss Rate
30Parameters
1Security Types
0Sortino Ratio
3028Tradeable Dates
542Trades
0.466Treynor Ratio
100Win Rate
170.209Net Profit
99.619PSR
1.821Sharpe Ratio
0.079Alpha
0.11Beta
9.441CAR
9.5Drawdown
8Loss Rate
45Parameters
1Security Types
0.348Sortino Ratio
2770Tradeable Dates
334Trades
0.873Treynor Ratio
92Win Rate
78.094Net Profit
31.771PSR
0.847Sharpe Ratio
0.075Alpha
0.244Beta
10.089CAR
25Drawdown
2Loss Rate
7Parameters
1Security Types
15.4522Sortino Ratio
1511Tradeable Dates
434Trades
0.453Treynor Ratio
98Win Rate
171.42Net Profit
99.651PSR
1.831Sharpe Ratio
0.08Alpha
0.11Beta
9.495CAR
9.5Drawdown
8Loss Rate
45Parameters
1Security Types
0.348Sortino Ratio
2769Tradeable Dates
334Trades
0.879Treynor Ratio
92Win Rate
59.097Net Profit
31.723PSR
0.837Sharpe Ratio
0.058Alpha
0.193Beta
8.04CAR
20.2Drawdown
3Loss Rate
10Parameters
1Security Types
71.4039Sortino Ratio
1511Tradeable Dates
430Trades
0.447Treynor Ratio
97Win Rate
50.38Net Profit
77.364PSR
1.771Sharpe Ratio
0.219Alpha
0.152Beta
24.658CAR
13.3Drawdown
32Loss Rate
59Parameters
1Security Types
0.0835Sortino Ratio
469Tradeable Dates
1692Trades
1.704Treynor Ratio
68Win Rate
30.929Net Profit
73.148PSR
2.009Sharpe Ratio
0.364Alpha
0.155Beta
37.247CAR
13.3Drawdown
41Loss Rate
59Parameters
1Security Types
0.0288Sortino Ratio
217Tradeable Dates
1264Trades
2.539Treynor Ratio
59Win Rate
30.929Net Profit
73.148PSR
2.009Sharpe Ratio
0.364Alpha
0.155Beta
37.247CAR
13.3Drawdown
41Loss Rate
59Parameters
1Security Types
0.0288Sortino Ratio
217Tradeable Dates
1264Trades
2.539Treynor Ratio
59Win Rate
30.929Net Profit
73.148PSR
2.009Sharpe Ratio
0.364Alpha
0.155Beta
37.247CAR
13.3Drawdown
41Loss Rate
59Parameters
1Security Types
0.0288Sortino Ratio
217Tradeable Dates
1264Trades
2.539Treynor Ratio
59Win Rate
17.175Net Profit
100PSR
3.092Sharpe Ratio
0.026Alpha
0.017Beta
2.833CAR
0.7Drawdown
13Loss Rate
80Parameters
1Security Types
10.3528Sortino Ratio
1428Tradeable Dates
675Trades
1.641Treynor Ratio
87Win Rate
12.581Net Profit
100PSR
3.075Sharpe Ratio
0.019Alpha
0.013Beta
2.111CAR
0.5Drawdown
12Loss Rate
80Parameters
1Security Types
16.3129Sortino Ratio
1428Tradeable Dates
616Trades
1.642Treynor Ratio
88Win Rate
6.332Net Profit
99.998PSR
2.905Sharpe Ratio
0.011Alpha
0.007Beta
1.229CAR
0.4Drawdown
20Loss Rate
79Parameters
1Security Types
26.4815Sortino Ratio
1264Tradeable Dates
395Trades
1.778Treynor Ratio
80Win Rate
6.332Net Profit
99.998PSR
2.905Sharpe Ratio
0.011Alpha
0.007Beta
1.229CAR
0.4Drawdown
20Loss Rate
155Parameters
1Security Types
26.4815Sortino Ratio
1264Tradeable Dates
395Trades
1.778Treynor Ratio
80Win Rate
3.497Net Profit
82.449PSR
1.514Sharpe Ratio
0.014Alpha
0.003Beta
1.748CAR
0.6Drawdown
49Loss Rate
25Parameters
1Security Types
0.1991Sortino Ratio
0Tradeable Dates
342Trades
4.254Treynor Ratio
51Win Rate
Kamer started the discussion Backtest Report [Suggestion]
I know that there will be a new backtest report that will be deployed soon. I hope that it also...
Kamer left a comment in the discussion Probabilistic Sharpe Ratio
Hello Rahul, Yeah, I also verified that later but did not want to write it here to make a...
Kamer left a comment in the discussion Probabilistic Sharpe Ratio
Just to let you know, I encountered another implementation of PSR in some other source codes that I...
Kamer left a comment in the discussion Probabilistic Sharpe Ratio
Hello Jared, thanks for letting me know.!I have a small objection about PSR. Since that it uses a...
Kamer left a comment in the discussion Probabilistic Sharpe Ratio
I also have a question, why you haven't utilized Deflated Sharpe Ratio? That seems to be an...
Kamer left a comment in the discussion Probabilistic Sharpe Ratio
I would be more than glad if someone can also share how to calculate rolling PSR.
Kamer left a comment in the discussion Semi-Constant Rebalanced Portfolio (SCRP)
I am not also sure if SetHolding work correctly for multiple assets upon setLeverage. It would be...
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Kamer left a comment in the discussion Probabilistic Sharpe Ratio
Hello Rahul, Yeah, I also verified that later but did not want to write it here to make a...
4 years ago