Lars Klawitter
Quant
Date Joined
19th July, 2019
Bootcamp progress
17% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2022-09-26 12:26:39
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2022-09-14 11:06:39
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Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2022-09-19 11:52:56
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Run multiple live algorithms simultaneously.
2022-09-22 05:59:38
Python Programming
Choose Python as your preferred programming language.
2019-07-19 05:57:34
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2019-07-19 08:56:32
Connected with Discord
2023-01-04 19:02:09
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Public Backtests (12)
View More0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Parameters
0Security Types
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
537.504Net Profit
56.417PSR
1.116Sharpe Ratio
0.081Alpha
0.654Beta
20.338CAR
15.5Drawdown
-0.48Loss Rate
239Parameters
0Security Types
3653Tradeable Dates
2427Trades
0.223Treynor Ratio
0.56Win Rate
550.161Net Profit
73.297PSR
1.825Sharpe Ratio
0.762Alpha
0.192Beta
111.371CAR
44.5Drawdown
-3.81Loss Rate
13Parameters
0Security Types
913Tradeable Dates
481Trades
4.58Treynor Ratio
1.79Win Rate
273.746Net Profit
32.905PSR
0.926Sharpe Ratio
0Alpha
0Beta
14.084CAR
12.8Drawdown
-0.47Loss Rate
13Parameters
0Security Types
0Tradeable Dates
3971Trades
0Treynor Ratio
0.47Win Rate
41.565Net Profit
15.651PSR
0.533Sharpe Ratio
0Alpha
0Beta
12.284CAR
31.2Drawdown
-0.83Loss Rate
13Parameters
0Security Types
0Tradeable Dates
1201Trades
0Treynor Ratio
0.71Win Rate
Community
View MoreLars left a comment in the discussion Opening Range Breakout for Stocks in Play
the capacity can be slightly increased by filtering for minimum dollar values either in the...
Lars left a comment in the discussion Opening Range Breakout for Stocks in Play
looking at the capacity, it is somewhere between $100k and $500k. If you add to that the fact that...
Lars left a comment in the discussion Opening Range Breakout for Stocks in Play
You're right. I had previously only simulated very small constant slippages, but...
Lars left a comment in the discussion Opening Range Breakout for Stocks in Play
and where the very short opening range is concerned: I guess that's the biggest concern. I've been...
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Parameters
0Security Types
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
537.504Net Profit
56.417PSR
1.116Sharpe Ratio
0.081Alpha
0.654Beta
20.338CAR
15.5Drawdown
-0.48Loss Rate
239Parameters
0Security Types
3653Tradeable Dates
2427Trades
0.223Treynor Ratio
0.56Win Rate
550.161Net Profit
73.297PSR
1.825Sharpe Ratio
0.762Alpha
0.192Beta
111.371CAR
44.5Drawdown
-3.81Loss Rate
13Parameters
0Security Types
913Tradeable Dates
481Trades
4.58Treynor Ratio
1.79Win Rate
273.746Net Profit
32.905PSR
0.926Sharpe Ratio
0Alpha
0Beta
14.084CAR
12.8Drawdown
-0.47Loss Rate
13Parameters
0Security Types
0Tradeable Dates
3971Trades
0Treynor Ratio
0.47Win Rate
41.565Net Profit
15.651PSR
0.533Sharpe Ratio
0Alpha
0Beta
12.284CAR
31.2Drawdown
-0.83Loss Rate
13Parameters
0Security Types
0Tradeable Dates
1201Trades
0Treynor Ratio
0.71Win Rate
751.154Net Profit
75.409PSR
1.277Sharpe Ratio
0.096Alpha
0.744Beta
23.865CAR
18.5Drawdown
-0.21Loss Rate
290Parameters
0Security Types
1.726Sortino Ratio
2516Tradeable Dates
4202Trades
0.228Treynor Ratio
0.35Win Rate
751.154Net Profit
75.409PSR
1.277Sharpe Ratio
0.096Alpha
0.744Beta
23.865CAR
18.5Drawdown
-0.21Loss Rate
290Parameters
0Security Types
1.726Sortino Ratio
2516Tradeable Dates
4202Trades
0.228Treynor Ratio
0.35Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
9Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
2Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
20Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
2Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
9.281Net Profit
0.057PSR
0.231Sharpe Ratio
0Alpha
0Beta
0.891CAR
5.9Drawdown
-0.3Loss Rate
60Parameters
0Security Types
0.183Sortino Ratio
0Tradeable Dates
841Trades
0Treynor Ratio
0.53Win Rate
-18.133Net Profit
4.484PSR
-1.205Sharpe Ratio
-0.319Alpha
0.272Beta
-47.6CAR
30.2Drawdown
71Loss Rate
4Parameters
1Security Types
-0.2957Sortino Ratio
0Tradeable Dates
91Trades
-1.237Treynor Ratio
29Win Rate
457.436Net Profit
68.472PSR
1.636Sharpe Ratio
0.541Alpha
0.315Beta
87.405CAR
35.2Drawdown
-0.09Loss Rate
14Parameters
1Security Types
2.184Sortino Ratio
999Tradeable Dates
17649Trades
2.18Treynor Ratio
0.09Win Rate
Lars left a comment in the discussion Brokerage Info: The version of the application you are running, 1019.2, needs to be upgraded, as it will be desupported on 20250320. The minimum supported version at that time will be 1030.1
I'm getting the same log messages on two different live nodes (one running C# code, the other...
Lars left a comment in the discussion Opening Range Breakout for Stocks in Play
the capacity can be slightly increased by filtering for minimum dollar values either in the...
Lars left a comment in the discussion Opening Range Breakout for Stocks in Play
looking at the capacity, it is somewhere between $100k and $500k. If you add to that the fact that...
Lars left a comment in the discussion Opening Range Breakout for Stocks in Play
You're right. I had previously only simulated very small constant slippages, but...
Lars left a comment in the discussion Opening Range Breakout for Stocks in Play
and where the very short opening range is concerned: I guess that's the biggest concern. I've been...
Lars left a comment in the discussion Opening Range Breakout for Stocks in Play
hmm, I hadn't tested timeframes as early as 2000 before and you're right, the strategy doesn't...
Lars started the discussion PearsonCorrelationPairsTradingAlphaModel closing only one side of the stat arb trading pair?
Hi,
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Lars left a comment in the discussion Brokerage Info: The version of the application you are running, 1019.2, needs to be upgraded, as it will be desupported on 20250320. The minimum supported version at that time will be 1030.1
I'm getting the same log messages on two different live nodes (one running C# code, the other...
1 months ago