KG LLP
Quant
Date Joined
22nd November, 2018
Bootcamp progress
8% Complete
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Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2018-11-24 11:32:50
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2018-12-19 09:07:52
Python Programming
Choose Python as your preferred programming language.
2018-11-22 15:49:46
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2018-11-22 17:01:39
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Public Backtests (9)
View More0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
117Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
501Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
19.475Net Profit
0.842Sharpe Ratio
0.118Alpha
-0.774Beta
10.037CAR
10.1Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
469Tradeable Dates
1Trades
-0.133Treynor Ratio
0Win Rate
19.475Net Profit
0.842Sharpe Ratio
0.118Alpha
-0.774Beta
10.037CAR
10.1Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
469Tradeable Dates
1Trades
-0.133Treynor Ratio
0Win Rate
0.585Net Profit
0.112Sharpe Ratio
-0.028Alpha
1.584Beta
0.319CAR
5.9Drawdown
59Loss Rate
1Security Types
0.099809290714991Sortino Ratio
463Tradeable Dates
852Trades
0.002Treynor Ratio
41Win Rate
Community
View MoreKG started the discussion How to find options contracts 1 standard deviation away (or at 30 - 35% probability)
I am new to quantconnect and trying to figure out how to back test options. One of the requirements...
KG started the discussion Simulation of options exercise is messing up the results
I had been trying to code up short strangles strategy. I was trying it for Google for the year...
KG started the discussion RegisterIndicator returns error " "This is a forward only indicator" when following example in docs
I was following the example given in the docs:
KG started the discussion Different results with updating indicator (by registering with a consolidator and by updating it in the event handler for consolidated bar)
I was following the instructions on getting the values from an indicator while using our...
KG started the discussion Any way for a bar handler to trigger every 60 minutes but at 10:30, 11:30...
At present, the bar handler for 60 minutes will trigger at 10 AM, 11 AM, 12 PM and so on. Is there...
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
117Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
501Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
19.475Net Profit
0.842Sharpe Ratio
0.118Alpha
-0.774Beta
10.037CAR
10.1Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
469Tradeable Dates
1Trades
-0.133Treynor Ratio
0Win Rate
19.475Net Profit
0.842Sharpe Ratio
0.118Alpha
-0.774Beta
10.037CAR
10.1Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
469Tradeable Dates
1Trades
-0.133Treynor Ratio
0Win Rate
0.585Net Profit
0.112Sharpe Ratio
-0.028Alpha
1.584Beta
0.319CAR
5.9Drawdown
59Loss Rate
1Security Types
0.099809290714991Sortino Ratio
463Tradeable Dates
852Trades
0.002Treynor Ratio
41Win Rate
0.585Net Profit
0.112Sharpe Ratio
-0.028Alpha
1.584Beta
0.319CAR
5.9Drawdown
59Loss Rate
1Security Types
0.099809290714991Sortino Ratio
463Tradeable Dates
852Trades
0.002Treynor Ratio
41Win Rate
0.67Net Profit
0.121Sharpe Ratio
0.383Alpha
-18.25Beta
0.671CAR
15.3Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
252Tradeable Dates
1Trades
-0.001Treynor Ratio
0Win Rate
17.276Net Profit
0.89Sharpe Ratio
0.123Alpha
3.593Beta
18.9CAR
11.6Drawdown
100Loss Rate
1Security Types
-2.8828199540682Sortino Ratio
232Tradeable Dates
22Trades
0.054Treynor Ratio
0Win Rate
210.067Net Profit
1.657Sharpe Ratio
0.185Alpha
22.251Beta
75.411CAR
24Drawdown
40Loss Rate
1Security Types
0.956435287344Sortino Ratio
2687Tradeable Dates
59Trades
0.028Treynor Ratio
60Win Rate
KG started the discussion How to find options contracts 1 standard deviation away (or at 30 - 35% probability)
I am new to quantconnect and trying to figure out how to back test options. One of the requirements...
KG started the discussion Simulation of options exercise is messing up the results
I had been trying to code up short strangles strategy. I was trying it for Google for the year...
KG started the discussion RegisterIndicator returns error " "This is a forward only indicator" when following example in docs
I was following the example given in the docs:
KG started the discussion Different results with updating indicator (by registering with a consolidator and by updating it in the event handler for consolidated bar)
I was following the instructions on getting the values from an indicator while using our...
KG started the discussion Any way for a bar handler to trigger every 60 minutes but at 10:30, 11:30...
At present, the bar handler for 60 minutes will trigger at 10 AM, 11 AM, 12 PM and so on. Is there...
KG left a comment in the discussion RegisterIndicator returns error " "This is a forward only indicator" when following example in docs
Thank you. Yes that is the example of the consolidator that I implemented. The issue here is...
KG left a comment in the discussion RegisterIndicator returns error " "This is a forward only indicator" when following example in docs
Thank you for keeping up and for spending the time to create an example. However I do need...
KG left a comment in the discussion RegisterIndicator returns error " "This is a forward only indicator" when following example in docs
"If we subscribe to daily data, we don't have data to consolidate 30 minutes bar. "
KG left a comment in the discussion RegisterIndicator returns error " "This is a forward only indicator" when following example in docs
Thank you again Alexandre Catarino went through the code line by line
KG left a comment in the discussion Different results with updating indicator (by registering with a consolidator and by updating it in the event handler for consolidated bar)
Thank you for your response and for taking the time to look at the backtests. When you mention that...
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KG left a comment in the discussion RegisterIndicator returns error " "This is a forward only indicator" when following example in docs
You can attach a backtest "with an error":Comment the lines that make the algorithm...
6 years ago