KevinW
Quant
Date Joined
17th February, 2021
Bootcamp progress
78% Complete
Achievements
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2022-12-12 18:15:07
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Run at least 100 backtests on QuantConnect's cloud.
2022-12-14 00:05:45
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Choose Python as your preferred programming language.
2021-02-17 02:13:09
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Complete a beginner bootcamp in the algorithm lab.
2022-04-16 23:02:09
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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)
View More0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
5Parameters
0Security Types
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-2.626Net Profit
22.723PSR
-2.833Sharpe Ratio
-0.484Alpha
0.713Beta
-85.672CAR
4.1Drawdown
0Loss Rate
1Parameters
0Security Types
-4.076Sortino Ratio
5Tradeable Dates
1Trades
-1.132Treynor Ratio
0Win Rate
-1.139Net Profit
7.749PSR
0.033Sharpe Ratio
0.013Alpha
0.826Beta
-0.762CAR
22.7Drawdown
0Loss Rate
3Parameters
1Security Types
0Sortino Ratio
379Tradeable Dates
3Trades
0.006Treynor Ratio
0Win Rate
83.508Net Profit
12.772PSR
0.598Sharpe Ratio
0.123Alpha
-0.143Beta
10.735CAR
36.2Drawdown
0Loss Rate
4Parameters
1Security Types
0Sortino Ratio
1498Tradeable Dates
1Trades
-0.729Treynor Ratio
0Win Rate
401.912Net Profit
0.476PSR
0.489Sharpe Ratio
0.094Alpha
-0.099Beta
8.49CAR
55.3Drawdown
0Loss Rate
4Parameters
0Security Types
0.54Sortino Ratio
4976Tradeable Dates
1Trades
-0.871Treynor Ratio
0Win Rate
Community
View MoreKevinW started the discussion Order Date Issue
I did backtesting for a simple buying SPY strategy for various start date on minute resolution and...
KevinW started the discussion The ETF Constituents Universe issue
This algorithm is cloned from the example applications on the QuantConnect website: US ETF...
KevinW started the discussion Issues of rebalancing every N trading days
The strategy attached is to do rebalancing every N trading days. The idea is to use self.dayscount...
KevinW started the discussion Is there a way to enlarge the coding area?
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
5Parameters
0Security Types
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-2.626Net Profit
22.723PSR
-2.833Sharpe Ratio
-0.484Alpha
0.713Beta
-85.672CAR
4.1Drawdown
0Loss Rate
1Parameters
0Security Types
-4.076Sortino Ratio
5Tradeable Dates
1Trades
-1.132Treynor Ratio
0Win Rate
-1.139Net Profit
7.749PSR
0.033Sharpe Ratio
0.013Alpha
0.826Beta
-0.762CAR
22.7Drawdown
0Loss Rate
3Parameters
1Security Types
0Sortino Ratio
379Tradeable Dates
3Trades
0.006Treynor Ratio
0Win Rate
83.508Net Profit
12.772PSR
0.598Sharpe Ratio
0.123Alpha
-0.143Beta
10.735CAR
36.2Drawdown
0Loss Rate
4Parameters
1Security Types
0Sortino Ratio
1498Tradeable Dates
1Trades
-0.729Treynor Ratio
0Win Rate
401.912Net Profit
0.476PSR
0.489Sharpe Ratio
0.094Alpha
-0.099Beta
8.49CAR
55.3Drawdown
0Loss Rate
4Parameters
0Security Types
0.54Sortino Ratio
4976Tradeable Dates
1Trades
-0.871Treynor Ratio
0Win Rate
477.877Net Profit
0.552PSR
0.503Sharpe Ratio
0.103Alpha
-0.1Beta
9.265CAR
53.9Drawdown
0Loss Rate
5Parameters
0Security Types
0.569Sortino Ratio
4976Tradeable Dates
2Trades
-0.955Treynor Ratio
0Win Rate
KevinW started the discussion Order Date Issue
I did backtesting for a simple buying SPY strategy for various start date on minute resolution and...
KevinW started the discussion The ETF Constituents Universe issue
This algorithm is cloned from the example applications on the QuantConnect website: US ETF...
KevinW started the discussion Issues of rebalancing every N trading days
The strategy attached is to do rebalancing every N trading days. The idea is to use self.dayscount...
KevinW left a comment in the discussion Algorithm Framework Questions
Hi Derek,
KevinW started the discussion Is there a way to enlarge the coding area?
KevinW started the discussion MorningstarSectorCode not available for the delisted stocks?
The sector data is available for AMZN but not for WFM (whole food market).
KevinW left a comment in the discussion Missing historical price data for some stocks
Notebook
KevinW left a comment in the discussion Missing historical price data for some stocks
# Missing historical price data for some stocks ''' My algo backtesting shows some stocks'...
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KevinW left a comment in the discussion Algorithm Framework Questions
Hi Derek,
1 years ago