Li Cheng
Quant
Date Joined
15th December, 2020
Bootcamp progress
34% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2021-09-04 05:06:54
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2021-08-26 09:22:05
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2021-02-09 19:29:40
Parallel Live Trading
Run multiple live algorithms simultaneously.
2024-10-11 18:25:11
Python Programming
Choose Python as your preferred programming language.
2020-12-15 18:58:24
Popular
Receive at least 10 upvotes from different users in the community.
2022-09-14 10:55:05
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2021-02-19 22:55:47
Connected with Discord
2023-04-28 09:34:40
Integration Partner
Available to help community members, integration partners are master craftsmen serving others in the pursuit of Alpha.
2023-02-22 15:41:16
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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 (87)
View More0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
5Parameters
1Security Types
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-2.559Net Profit
7.087PSR
-0.001Sharpe Ratio
0.02Alpha
0.801Beta
-1.722CAR
22.5Drawdown
0Loss Rate
3Parameters
1Security Types
0Sortino Ratio
376Tradeable Dates
3Trades
0Treynor Ratio
0Win Rate
-4.621Net Profit
5.652PSR
-0.07Sharpe Ratio
-0.002Alpha
0.806Beta
-3.065CAR
22.4Drawdown
0Loss Rate
3Parameters
1Security Types
0Sortino Ratio
383Tradeable Dates
3Trades
-0.013Treynor Ratio
0Win Rate
-3.146Net Profit
6.579PSR
-0.025Sharpe Ratio
0.001Alpha
0.806Beta
-2.108CAR
22.5Drawdown
0Loss Rate
3Parameters
1Security Types
0Sortino Ratio
378Tradeable Dates
3Trades
-0.005Treynor Ratio
0Win Rate
-0.057Net Profit
0PSR
-10.721Sharpe Ratio
-0.003Alpha
0Beta
-0.383CAR
0.1Drawdown
0Loss Rate
0Parameters
1Security Types
-17.605Sortino Ratio
38Tradeable Dates
56Trades
32.246Treynor Ratio
0Win Rate
Community
View MoreLi left a comment in the discussion Request account data sending error
@Muhammad Yusuf Bin Salleh
Li left a comment in the discussion Increase number of rows displayed from pandas dataframe
I just figured out a solution to the issue I posed.
Li started the discussion Redeployment of live-trading algorithm
Hi everyone!
Li started the discussion Limit orders submitted but not executing during extended hours while live-trading with IBKR
Hi everyone!
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
5Parameters
1Security Types
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-2.559Net Profit
7.087PSR
-0.001Sharpe Ratio
0.02Alpha
0.801Beta
-1.722CAR
22.5Drawdown
0Loss Rate
3Parameters
1Security Types
0Sortino Ratio
376Tradeable Dates
3Trades
0Treynor Ratio
0Win Rate
-4.621Net Profit
5.652PSR
-0.07Sharpe Ratio
-0.002Alpha
0.806Beta
-3.065CAR
22.4Drawdown
0Loss Rate
3Parameters
1Security Types
0Sortino Ratio
383Tradeable Dates
3Trades
-0.013Treynor Ratio
0Win Rate
-3.146Net Profit
6.579PSR
-0.025Sharpe Ratio
0.001Alpha
0.806Beta
-2.108CAR
22.5Drawdown
0Loss Rate
3Parameters
1Security Types
0Sortino Ratio
378Tradeable Dates
3Trades
-0.005Treynor Ratio
0Win Rate
-0.057Net Profit
0PSR
-10.721Sharpe Ratio
-0.003Alpha
0Beta
-0.383CAR
0.1Drawdown
0Loss Rate
0Parameters
1Security Types
-17.605Sortino Ratio
38Tradeable Dates
56Trades
32.246Treynor Ratio
0Win Rate
0.059Net Profit
15.068PSR
0.401Sharpe Ratio
0Alpha
0Beta
0.032CAR
0.1Drawdown
0Loss Rate
15Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
4Trades
-0.537Treynor Ratio
100Win Rate
0.05Net Profit
12.855PSR
0.335Sharpe Ratio
0Alpha
0Beta
0.027CAR
0.1Drawdown
0Loss Rate
15Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
4Trades
-0.461Treynor Ratio
100Win Rate
-0.93Net Profit
11.344PSR
-5.019Sharpe Ratio
-0.102Alpha
0.088Beta
-17.547CAR
1.1Drawdown
-0.01Loss Rate
37Parameters
0Security Types
-8.321Sortino Ratio
11Tradeable Dates
450Trades
-1.458Treynor Ratio
0.03Win Rate
-0.002Net Profit
26.146PSR
-0.472Sharpe Ratio
0Alpha
0Beta
-0.018CAR
0Drawdown
67Loss Rate
27Parameters
2Security Types
0.0304Sortino Ratio
184Tradeable Dates
5Trades
-1.822Treynor Ratio
33Win Rate
-19.069Net Profit
5.438PSR
-0.573Sharpe Ratio
-0.001Alpha
1.239Beta
-26.984CAR
26.6Drawdown
0Loss Rate
26Parameters
1Security Types
0Sortino Ratio
169Tradeable Dates
5Trades
-0.131Treynor Ratio
0Win Rate
6.898Net Profit
13.94PSR
0.267Sharpe Ratio
0.02Alpha
0.817Beta
4.538CAR
21.8Drawdown
0Loss Rate
15Parameters
1Security Types
0Sortino Ratio
381Tradeable Dates
3Trades
0.045Treynor Ratio
0Win Rate
1036.096Net Profit
33.946PSR
0.983Sharpe Ratio
0.099Alpha
1.197Beta
28.431CAR
29.1Drawdown
0Loss Rate
12Parameters
1Security Types
0Sortino Ratio
2444Tradeable Dates
1Trades
0.182Treynor Ratio
0Win Rate
675.122Net Profit
9.975PSR
0.731Sharpe Ratio
0.119Alpha
0.82Beta
23.473CAR
52Drawdown
0Loss Rate
12Parameters
1Security Types
0Sortino Ratio
2444Tradeable Dates
1Trades
0.245Treynor Ratio
0Win Rate
279.037Net Profit
4.567PSR
0.587Sharpe Ratio
0.017Alpha
1.07Beta
14.705CAR
30.8Drawdown
0Loss Rate
12Parameters
1Security Types
0Sortino Ratio
2444Tradeable Dates
1Trades
0.116Treynor Ratio
0Win Rate
918.868Net Profit
17.407PSR
0.831Sharpe Ratio
0.11Alpha
1.121Beta
26.999CAR
45.2Drawdown
0Loss Rate
12Parameters
1Security Types
0Sortino Ratio
2444Tradeable Dates
1Trades
0.198Treynor Ratio
0Win Rate
840.628Net Profit
20.626PSR
0.858Sharpe Ratio
0.09Alpha
1.183Beta
25.958CAR
38.9Drawdown
0Loss Rate
12Parameters
1Security Types
0Sortino Ratio
2444Tradeable Dates
1Trades
0.176Treynor Ratio
0Win Rate
13235.375Net Profit
45.489PSR
1.23Sharpe Ratio
0.439Alpha
1.436Beta
65.5CAR
60.7Drawdown
0Loss Rate
12Parameters
1Security Types
0Sortino Ratio
2444Tradeable Dates
1Trades
0.405Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
11Parameters
1Security Types
7.9228162514264E+28Sortino Ratio
2444Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-5.95Net Profit
0.006PSR
-0.018Sharpe Ratio
-0.005Alpha
0.041Beta
-0.63CAR
27.8Drawdown
-3.57Loss Rate
11Parameters
1Security Types
-0.017Sortino Ratio
2444Tradeable Dates
30Trades
-0.033Treynor Ratio
8.95Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
11Parameters
1Security Types
7.9228162514264E+28Sortino Ratio
2444Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
26.966Net Profit
0.253PSR
0.287Sharpe Ratio
0.01Alpha
0.091Beta
2.489CAR
13.3Drawdown
-4.6Loss Rate
11Parameters
1Security Types
0.079Sortino Ratio
2444Tradeable Dates
22Trades
0.214Treynor Ratio
11.11Win Rate
4.738Net Profit
0.038PSR
0.091Sharpe Ratio
-0.001Alpha
0.055Beta
0.478CAR
13.2Drawdown
-3.91Loss Rate
11Parameters
1Security Types
0.015Sortino Ratio
2444Tradeable Dates
22Trades
0.083Treynor Ratio
5.93Win Rate
364.791Net Profit
9.069PSR
0.703Sharpe Ratio
0.104Alpha
0.321Beta
17.139CAR
40.7Drawdown
-4.55Loss Rate
11Parameters
1Security Types
0.418Sortino Ratio
2444Tradeable Dates
126Trades
0.424Treynor Ratio
14.76Win Rate
-114.247Net Profit
51.278PSR
369.535Sharpe Ratio
2558.096Alpha
22.038Beta
0CAR
102.1Drawdown
0Loss Rate
4Parameters
1Security Types
0Sortino Ratio
67Tradeable Dates
1Trades
116.083Treynor Ratio
0Win Rate
-3.077Net Profit
0.479PSR
-3.139Sharpe Ratio
-0.14Alpha
0.049Beta
-39.545CAR
3.1Drawdown
-0.1Loss Rate
6Parameters
0Security Types
-6.06Sortino Ratio
17Tradeable Dates
70Trades
-2.903Treynor Ratio
0.17Win Rate
-6.192Net Profit
19.51PSR
-0.307Sharpe Ratio
0.118Alpha
-0.187Beta
-17.411CAR
22.6Drawdown
-2.32Loss Rate
261Parameters
0Security Types
-0.366Sortino Ratio
122Tradeable Dates
20Trades
0.479Treynor Ratio
6.13Win Rate
13.457Net Profit
38.882PSR
0.811Sharpe Ratio
0.143Alpha
-0.061Beta
19.72CAR
11.6Drawdown
-1.92Loss Rate
248Parameters
0Security Types
0.948Sortino Ratio
256Tradeable Dates
29Trades
-2.496Treynor Ratio
4.27Win Rate
193.665Net Profit
100PSR
10.606Sharpe Ratio
2.809Alpha
0.651Beta
539.233CAR
7.1Drawdown
25Loss Rate
6Parameters
2Security Types
2.5155Sortino Ratio
182Tradeable Dates
135Trades
4.207Treynor Ratio
75Win Rate
-86.936Net Profit
1.346PSR
-0.661Sharpe Ratio
-0.408Alpha
3.646Beta
-96.995CAR
87.7Drawdown
100Loss Rate
7Parameters
2Security Types
-2.7127Sortino Ratio
182Tradeable Dates
4Trades
-0.219Treynor Ratio
0Win Rate
-0.523Net Profit
0.401PSR
-6.919Sharpe Ratio
-0.05Alpha
0.024Beta
-5.876CAR
0.6Drawdown
-0.03Loss Rate
0Parameters
0Security Types
-9.462Sortino Ratio
24Tradeable Dates
707Trades
-1.82Treynor Ratio
0.04Win Rate
Li left a comment in the discussion Limited Number of Backtests
Hi Melanie and Seth,
Li left a comment in the discussion Request account data sending error
@Muhammad Yusuf Bin Salleh
Li left a comment in the discussion Increase number of rows displayed from pandas dataframe
I just figured out a solution to the issue I posed.
Li started the discussion Redeployment of live-trading algorithm
Hi everyone!
Li started the discussion Limit orders submitted but not executing during extended hours while live-trading with IBKR
Hi everyone!
Li started the discussion IBKR margin account buying power
Hi everyone!
Li started the discussion VIX data minute resolution starts at 3 am for backtests
Hi everyone!
Li started the discussion VIX data unavailable for live-trading but works fine for back-testing
Hi everyone,
Li left a comment in the discussion Request account data sending error
Hi Derek,
Li left a comment in the discussion Setting leverage for futures
Hi Louis,
Li left a comment in the discussion Triple currency forex trading
Thanks for the information!
Li started the discussion Due to numerical precision issues in the factor file, data for the following symbols was adjust to a later starting date: [HCHC, 12/30/2050]
I've been running several different backtests and this has been a recurring issue with my...
Li started the discussion Universe selection and running algorithm
Hi everyone, my code has a lot of stocks in its universe, probably 6000 or more, and in...
Li started the discussion Universe indicator automatic update or manual update?
Hello everyone!
Li started the discussion Data fillforward
Hi, I've been tinkering with data fillforward and consolidated bars. When I use QuantConnect's...
Li started the discussion Unregistering an indicator in OnSecuritiesChanged
Hi everyone!
Li started the discussion Ondata thread
Hello everyone!
Li started the discussion Automatic indicator warmup
Hi everyone!
Li started the discussion Self.Debug only logs once in the algorithm
Hello everyone!
Li started the discussion Market on open order
Hi everyone!
Li started the discussion Documentation issues
Hi everyone, just wanted to point out that the documentation has been really buggy lately:
Li started the discussion Different resolutions
Hi everyone!
Li started the discussion Warmup indicators while live trading
Hi everyone!
Li started the discussion Custom fill model fills order 2 times before moving onto the next bar
Hi everyone!
Li started the discussion How to determine whether an indicator needs to be warmed up with tradebar or indicator data point?
Hi everyone!
Li started the discussion When should I launch my live-trading algorithm?
Hi everyone!
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Li left a comment in the discussion Limited Number of Backtests
Hi Melanie and Seth,
1 years ago