Ke Shen
Quant
Date Joined
20th April, 2019
Bootcamp progress
11% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2019-11-29 04:07:51
C# Programming
Choose C# as your preferred programming language.
2019-04-20 18:34:05
- Profile
- Backtests
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Biography
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 (2)
View More-21.954Net Profit
4.704PSR
0.095Sharpe Ratio
0.054Alpha
-0.055Beta
-10.108CAR
99.7Drawdown
74Loss Rate
9Parameters
1Security Types
0.2345Sortino Ratio
0Tradeable Dates
2009Trades
-0.878Treynor Ratio
26Win Rate
-0.81Net Profit
17.242PSR
-1.265Sharpe Ratio
-0.064Alpha
-0.058Beta
-6.139CAR
3.1Drawdown
38Loss Rate
2Parameters
2Security Types
0.2913Sortino Ratio
481Tradeable Dates
12Trades
1.084Treynor Ratio
62Win Rate
Community
View MoreKe started the discussion Why does my option algo get runtime error?
I'm new to QuantConnect and C# programming. I modified the
Ke started the discussion Can't set brokerageModel for GDAX while using ExecutionModel and PortfolioConstructionModel
I wrote a simple algo for crypto trading using GDAX. I used ImmediateExecutionModel() and wrote my...
Ke started the discussion Crypto trading gave me weird backtest result
Hi, I have a simple crypto trading algorithm that trades BTC, ETH and LTC. The backtest attached...
Ke left a comment in the discussion Crypto trading gave me weird backtest result
If it's flash crash, wouldn't my account value spike down instead of up? My strategy is long only...
-21.954Net Profit
4.704PSR
0.095Sharpe Ratio
0.054Alpha
-0.055Beta
-10.108CAR
99.7Drawdown
74Loss Rate
9Parameters
1Security Types
0.2345Sortino Ratio
0Tradeable Dates
2009Trades
-0.878Treynor Ratio
26Win Rate
-0.81Net Profit
17.242PSR
-1.265Sharpe Ratio
-0.064Alpha
-0.058Beta
-6.139CAR
3.1Drawdown
38Loss Rate
2Parameters
2Security Types
0.2913Sortino Ratio
481Tradeable Dates
12Trades
1.084Treynor Ratio
62Win Rate
Ke started the discussion Why does my option algo get runtime error?
I'm new to QuantConnect and C# programming. I modified the
Ke started the discussion Can't set brokerageModel for GDAX while using ExecutionModel and PortfolioConstructionModel
I wrote a simple algo for crypto trading using GDAX. I used ImmediateExecutionModel() and wrote my...
Ke started the discussion Crypto trading gave me weird backtest result
Hi, I have a simple crypto trading algorithm that trades BTC, ETH and LTC. The backtest attached...
Ke left a comment in the discussion Crypto trading gave me weird backtest result
Another thing I found was that if I change the backtest duration to be July 1 through Aug 28, the...
Ke left a comment in the discussion Crypto trading gave me weird backtest result
If it's flash crash, wouldn't my account value spike down instead of up? My strategy is long only...
Ke left a comment in the discussion Can't set brokerageModel for GDAX while using ExecutionModel and PortfolioConstructionModel
I have answers to my own questions now.
Ke left a comment in the discussion Why does my option algo get runtime error?
Gabriel, after you opened your support case, was there a place you can track the progress? I...
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Ke left a comment in the discussion Crypto trading gave me weird backtest result
Another thing I found was that if I change the backtest duration to be July 1 through Aug 28, the...
4 years ago