Karen Chaltikian
Quant
Date Joined
24th July, 2017
Bootcamp progress
0% Complete
Achievements
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2018-01-31 04:32:12
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Activity on QuantConnect
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Public Backtests (4)
View More297.192Net Profit
0.98Sharpe Ratio
0.068Alpha
1.03Beta
20.186CAR
20.2Drawdown
2Loss Rate
1Security Types
0.38030335704166Sortino Ratio
1887Tradeable Dates
343Trades
0.16Treynor Ratio
98Win Rate
-0.134Net Profit
-12.329Sharpe Ratio
-0.041Alpha
-0.035Beta
-5.499CAR
0.2Drawdown
86Loss Rate
1Security Types
-0.89893578332786Sortino Ratio
7Tradeable Dates
14Trades
1.365Treynor Ratio
14Win Rate
-70.228Net Profit
-1.876Sharpe Ratio
-0.374Alpha
-0.015Beta
-32.956CAR
71.2Drawdown
58Loss Rate
1Security Types
-0.02043954535306Sortino Ratio
1506Tradeable Dates
9306Trades
25.122Treynor Ratio
42Win Rate
-5.464Net Profit
-0.292Sharpe Ratio
-0.026Alpha
0.021Beta
-2.605CAR
10Drawdown
57Loss Rate
1Security Types
0.0025497712984411Sortino Ratio
1506Tradeable Dates
1484Trades
-1.101Treynor Ratio
43Win Rate
Community
View MoreKaren started the discussion What math operators exist for indicators?
Hi, I am still learning the intricacies of the API. This must be a very simple questions, but where...
Karen started the discussion Are some indicators NOT available in Python??
Following other examples in the starter research notebook, I tried pulling in the...
Karen started the discussion Debug statements do not appear if Runtime error occurs
I noticed in my attempts to use self.Debug() method that none of the statements get printed in the...
Karen started the discussion What is the exact options data coverage?
Is there a table or an inforgraphic that describes exactly the historical coverage of the options...
Karen started the discussion Equivalent of self.History for options data?
Is it possible to get a snapshot of history for option data in some way other than repeated saving...
297.192Net Profit
0.98Sharpe Ratio
0.068Alpha
1.03Beta
20.186CAR
20.2Drawdown
2Loss Rate
1Security Types
0.38030335704166Sortino Ratio
1887Tradeable Dates
343Trades
0.16Treynor Ratio
98Win Rate
-0.134Net Profit
-12.329Sharpe Ratio
-0.041Alpha
-0.035Beta
-5.499CAR
0.2Drawdown
86Loss Rate
1Security Types
-0.89893578332786Sortino Ratio
7Tradeable Dates
14Trades
1.365Treynor Ratio
14Win Rate
-70.228Net Profit
-1.876Sharpe Ratio
-0.374Alpha
-0.015Beta
-32.956CAR
71.2Drawdown
58Loss Rate
1Security Types
-0.02043954535306Sortino Ratio
1506Tradeable Dates
9306Trades
25.122Treynor Ratio
42Win Rate
-5.464Net Profit
-0.292Sharpe Ratio
-0.026Alpha
0.021Beta
-2.605CAR
10Drawdown
57Loss Rate
1Security Types
0.0025497712984411Sortino Ratio
1506Tradeable Dates
1484Trades
-1.101Treynor Ratio
43Win Rate
Karen started the discussion What math operators exist for indicators?
Hi, I am still learning the intricacies of the API. This must be a very simple questions, but where...
Karen started the discussion Are some indicators NOT available in Python??
Following other examples in the starter research notebook, I tried pulling in the...
Karen started the discussion Debug statements do not appear if Runtime error occurs
I noticed in my attempts to use self.Debug() method that none of the statements get printed in the...
Karen started the discussion What is the exact options data coverage?
Is there a table or an inforgraphic that describes exactly the historical coverage of the options...
Karen started the discussion Equivalent of self.History for options data?
Is it possible to get a snapshot of history for option data in some way other than repeated saving...
Karen left a comment in the discussion Algorithm for scanning premarket stocks/ unusual volume and volatility
Fantastic, thanks very much!
Karen left a comment in the discussion Algorithm for scanning premarket stocks/ unusual volume and volatility
How can this example of volume-based selection be modified to use volume averaged over some period?...
Karen left a comment in the discussion Pairs Trading - Copula Method vs Cointegration
I am not sure why you are having a problem. I have modified the algorithm to only trade...
Karen left a comment in the discussion How can I schedule an event handler and have the data available?
How about reversing the question: is it possible to create and store a schedule object against...
Karen left a comment in the discussion How can I backtest trades from market open to close?
Would this do what you want?
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Karen left a comment in the discussion Entry on long straddles to anticipate earnings surprises
@Alexandre Catarino, in your example of OnSecuritiesChanged what would happen with options that are...
7 years ago