Mak K
Quant
Date Joined
5th June, 2021
Bootcamp progress
82% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2021-08-18 00:21:43
Chatter Box
Leave at least 100 comments on community posts.
2022-01-08 00:25:42
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2021-06-18 18:54:05
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2021-06-21 21:31:44
Parallel Live Trading
Run multiple live algorithms simultaneously.
2022-09-01 17:45:01
Cloner
Clone at least 100 algorithms from the community.
2021-09-23 00:14:28
C# Programming
Choose C# as your preferred programming language.
2021-08-11 19:57:59
Python Programming
Choose Python as your preferred programming language.
2021-06-05 01:52:01
Popular
Receive at least 10 upvotes from different users in the community.
2021-12-09 16:54:48
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2021-06-20 17:21:19
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2021-06-25 02:54:07
Outstanding Community Service
Awarded by administrators for outstanding voluntary support of other community members.
2021-12-01 01:55:14
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Biography
Activity on QuantConnect
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Public Backtests (17)
View More1.954Net Profit
47.254PSR
0.473Sharpe Ratio
-4.215Alpha
2.14Beta
107.634CAR
5.3Drawdown
-0.94Loss Rate
0Parameters
0Security Types
8Tradeable Dates
39Trades
0.061Treynor Ratio
1.37Win Rate
-1.413Net Profit
32.39PSR
-0.601Sharpe Ratio
-0.634Alpha
1.214Beta
-16.059CAR
7.3Drawdown
-1.02Loss Rate
0Parameters
0Security Types
21Tradeable Dates
84Trades
-0.113Treynor Ratio
1.4Win Rate
2254.426Net Profit
96.516PSR
2.072Sharpe Ratio
0.49Alpha
0.993Beta
88.181CAR
22.3Drawdown
-6.31Loss Rate
0Parameters
0Security Types
1258Tradeable Dates
1137Trades
0.594Treynor Ratio
1.18Win Rate
0.19Net Profit
99.681PSR
-12.65Sharpe Ratio
-0.044Alpha
0.004Beta
1.939CAR
0Drawdown
50Loss Rate
0Parameters
2Security Types
0Sortino Ratio
25Tradeable Dates
14Trades
-9.688Treynor Ratio
50Win Rate
48.738Net Profit
80.647PSR
1.769Sharpe Ratio
0.121Alpha
1.184Beta
53.144CAR
11.6Drawdown
25Loss Rate
0Parameters
3Security Types
1.75Sortino Ratio
340Tradeable Dates
223Trades
0.261Treynor Ratio
75Win Rate
Community
View MoreMak left a comment in the discussion IBKR real-time bar data not exactly match TWS bars
Hi,
Mak left a comment in the discussion On slicing Python Lists (and all other sliceable Python data structures)
Thanks!
Mak left a comment in the discussion Looking for options collaborators to work on machine learning
Hi Domenico,
Mak left a comment in the discussion Weekly trade Bar consolidator
Thanks,
1.954Net Profit
47.254PSR
0.473Sharpe Ratio
-4.215Alpha
2.14Beta
107.634CAR
5.3Drawdown
-0.94Loss Rate
0Parameters
0Security Types
8Tradeable Dates
39Trades
0.061Treynor Ratio
1.37Win Rate
-1.413Net Profit
32.39PSR
-0.601Sharpe Ratio
-0.634Alpha
1.214Beta
-16.059CAR
7.3Drawdown
-1.02Loss Rate
0Parameters
0Security Types
21Tradeable Dates
84Trades
-0.113Treynor Ratio
1.4Win Rate
2254.426Net Profit
96.516PSR
2.072Sharpe Ratio
0.49Alpha
0.993Beta
88.181CAR
22.3Drawdown
-6.31Loss Rate
0Parameters
0Security Types
1258Tradeable Dates
1137Trades
0.594Treynor Ratio
1.18Win Rate
0.19Net Profit
99.681PSR
-12.65Sharpe Ratio
-0.044Alpha
0.004Beta
1.939CAR
0Drawdown
50Loss Rate
0Parameters
2Security Types
0Sortino Ratio
25Tradeable Dates
14Trades
-9.688Treynor Ratio
50Win Rate
48.738Net Profit
80.647PSR
1.769Sharpe Ratio
0.121Alpha
1.184Beta
53.144CAR
11.6Drawdown
25Loss Rate
0Parameters
3Security Types
1.75Sortino Ratio
340Tradeable Dates
223Trades
0.261Treynor Ratio
75Win Rate
85.16Net Profit
69.224PSR
1.729Sharpe Ratio
0.3Alpha
2.11Beta
93.74CAR
25Drawdown
24Loss Rate
0Parameters
3Security Types
2.14Sortino Ratio
340Tradeable Dates
161Trades
0.301Treynor Ratio
76Win Rate
5.33Net Profit
64.18PSR
2.396Sharpe Ratio
0.563Alpha
-0.042Beta
89.436CAR
5.3Drawdown
-1.24Loss Rate
0Parameters
0Security Types
20Tradeable Dates
116Trades
-13.226Treynor Ratio
1.26Win Rate
5.33Net Profit
56.22PSR
1.529Sharpe Ratio
0.229Alpha
0.308Beta
98.39CAR
5.3Drawdown
-1.24Loss Rate
0Parameters
0Security Types
20Tradeable Dates
116Trades
1.169Treynor Ratio
1.26Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
1Tradeable Dates
15Trades
0Treynor Ratio
0Win Rate
2.039Net Profit
34.41PSR
-0.388Sharpe Ratio
-0.732Alpha
1.25Beta
27.152CAR
10.4Drawdown
-0.8Loss Rate
0Parameters
0Security Types
22Tradeable Dates
334Trades
-0.081Treynor Ratio
0.96Win Rate
79.283Net Profit
82.64PSR
2.014Sharpe Ratio
0.244Alpha
1.925Beta
79.954CAR
20.8Drawdown
-7.09Loss Rate
0Parameters
0Security Types
250Tradeable Dates
195Trades
0.257Treynor Ratio
1.16Win Rate
0.109Net Profit
35.519PSR
-3.638Sharpe Ratio
-0.121Alpha
0.126Beta
2.561CAR
0.6Drawdown
-0.08Loss Rate
0Parameters
0Security Types
11Tradeable Dates
26Trades
-0.521Treynor Ratio
0.16Win Rate
0.109Net Profit
35.519PSR
-3.638Sharpe Ratio
-0.121Alpha
0.126Beta
2.561CAR
0.6Drawdown
-0.08Loss Rate
0Parameters
0Security Types
11Tradeable Dates
26Trades
-0.521Treynor Ratio
0.16Win Rate
-0.277Net Profit
15.905PSR
-6.251Sharpe Ratio
-0.143Alpha
0.052Beta
-6.259CAR
0.6Drawdown
-0.1Loss Rate
0Parameters
0Security Types
11Tradeable Dates
40Trades
-2.325Treynor Ratio
0.11Win Rate
-0.277Net Profit
15.905PSR
-6.251Sharpe Ratio
-0.143Alpha
0.052Beta
-6.259CAR
0.6Drawdown
-0.1Loss Rate
0Parameters
0Security Types
11Tradeable Dates
40Trades
-2.325Treynor Ratio
0.11Win Rate
2.115Net Profit
100PSR
-9.708Sharpe Ratio
-0.039Alpha
0Beta
2.363CAR
0.4Drawdown
52Loss Rate
0Parameters
2Security Types
-135.461Sortino Ratio
227Tradeable Dates
264Trades
-89.635Treynor Ratio
48Win Rate
92.55Net Profit
88.228PSR
2.466Sharpe Ratio
0.477Alpha
1.288Beta
108.25CAR
20.6Drawdown
28Loss Rate
0Parameters
3Security Types
3.123Sortino Ratio
326Tradeable Dates
542Trades
0.519Treynor Ratio
72Win Rate
Mak left a comment in the discussion SPX, Minute The issue starts at the start of the data; and continues until now
The format of the above print outs seems to be messed up, so here it is re-attached.
Mak left a comment in the discussion IBKR real-time bar data not exactly match TWS bars
Hi,
Mak left a comment in the discussion On slicing Python Lists (and all other sliceable Python data structures)
Thanks!
Mak left a comment in the discussion Looking for options collaborators to work on machine learning
Hi Domenico,
Mak left a comment in the discussion Weekly trade Bar consolidator
Thanks,
Mak left a comment in the discussion Weekly trade Bar consolidator
Hi Dario Teodori ,
Mak started the discussion Consolidation and RSI Indicator Charting
Hi All,
Mak started the discussion Total trades discrepancy when changing daily exit time
I have a strategy that's supposed to trade only once per day with set exit time everyday,
Mak started the discussion Unable to get Volume in Coarse
Hello,
Mak started the discussion Getting inaccurate values from ATR Indicator on one minute and hour resolutions
Hello,
Mak started the discussion Code doesn't take trades on live nodes. Dropbox Universe
Code doesn't seem to take any trades when on QC paper trading.
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Mak left a comment in the discussion SPX, Minute The issue starts at the start of the data; and continues until now
The format of the above print outs seems to be messed up, so here it is re-attached.
1 years ago