livermore
Quant
Date Joined
24th January, 2021
Bootcamp progress
36% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2021-01-26 05:39:40
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2021-01-31 03:04:03
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2021-01-24 11:24:43
Python Programming
Choose Python as your preferred programming language.
2021-01-24 02:55:27
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2021-01-26 05:29:02
- Profile
- Backtests
- Community
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-45.056Net Profit
2.777PSR
-1.023Sharpe Ratio
-0.963Alpha
-2.217Beta
-86.797CAR
57.7Drawdown
-4.72Loss Rate
72Parameters
0Security Types
-1.078Sortino Ratio
74Tradeable Dates
45Trades
0.311Treynor Ratio
1.79Win Rate
8.18Net Profit
39.725PSR
0.773Sharpe Ratio
0.058Alpha
0.094Beta
7.616CAR
11.1Drawdown
75Loss Rate
22Parameters
1Security Types
0.2643Sortino Ratio
268Tradeable Dates
15Trades
0.875Treynor Ratio
25Win Rate
Community
View Morelivermore started the discussion Forex history return empty data frame
livermore started the discussion Solution for multi symbol trading at the same time
Hi,
livermore started the discussion Interactive broker one session problem
Hi,
livermore started the discussion Schedule.On run after market open 10 min seems not run sometimes
if 'sqqq' in self.symbols: ...
livermore started the discussion Notebook termcolor colored do not work
-45.056Net Profit
2.777PSR
-1.023Sharpe Ratio
-0.963Alpha
-2.217Beta
-86.797CAR
57.7Drawdown
-4.72Loss Rate
72Parameters
0Security Types
-1.078Sortino Ratio
74Tradeable Dates
45Trades
0.311Treynor Ratio
1.79Win Rate
8.18Net Profit
39.725PSR
0.773Sharpe Ratio
0.058Alpha
0.094Beta
7.616CAR
11.1Drawdown
75Loss Rate
22Parameters
1Security Types
0.2643Sortino Ratio
268Tradeable Dates
15Trades
0.875Treynor Ratio
25Win Rate
livermore started the discussion Forex history return empty data frame
livermore started the discussion Solution for multi symbol trading at the same time
Hi,
livermore started the discussion Interactive broker one session problem
Hi,
livermore started the discussion Schedule.On run after market open 10 min seems not run sometimes
if 'sqqq' in self.symbols: ...
livermore started the discussion Notebook termcolor colored do not work
livermore left a comment in the discussion Solution for multi symbol trading at the same time
update: trading multi stock and multi future in one live trading algorithm.
livermore left a comment in the discussion Continuous Futures Support
could you provide one example for research env?
livermore started the discussion Why schedule event live trading do not trigger while backtesting is ok
below is my backtest code and it run well, but it seems did not trigger the schedule.on event when...
livermore started the discussion Does qb.History support future data in research environment?
hi, below code no data return. could you check ? thanks.
QuantConnect™ 2024. All Rights Reserved
livermore left a comment in the discussion Notebook termcolor colored do not work
from termcolor import colored
2 years ago