Malcolm Tok
Quant
Date Joined
30th March, 2018
Bootcamp progress
52% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2020-04-06 08:34:16
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2019-09-15 02:05:22
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2019-09-26 10:13:29
Cloner
Clone at least 100 algorithms from the community.
2020-05-14 05:11:31
Python Programming
Choose Python as your preferred programming language.
2018-03-30 01:25:09
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2019-08-03 03:37:41
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2020-03-07 04:18:33
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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 (2)
View More279.51Net Profit
0.051PSR
0.379Sharpe Ratio
0.073Alpha
-0.093Beta
6.171CAR
55.1Drawdown
100Loss Rate
0Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
2Trades
-0.72Treynor Ratio
0Win Rate
119.423Net Profit
0.015PSR
0.277Sharpe Ratio
0.054Alpha
-0.096Beta
3.953CAR
54.4Drawdown
85Loss Rate
0Parameters
1Security Types
-0.8905Sortino Ratio
0Tradeable Dates
89Trades
-0.505Treynor Ratio
15Win Rate
Community
View MoreMalcolm started the discussion Unknown Order coming from Algorithm Framework
I've been trying to understand the algorithm framework and tested the attached code with the most...
Malcolm left a comment in the discussion Different Backtest Results for same Algorithm?
Original tickers used in the backtests yesterday were SPY, TLT, GLD. Having problems with those 3...
Malcolm left a comment in the discussion Different Backtest Results for same Algorithm?
Experiencing the same issue here. I copy pasted the exact code I ran yesterday, 30th July 2020, and...
Malcolm left a comment in the discussion Idea Streams Ep. 1: Traunch Rebalancing Risk Parity
It will be great if the episode utilizes QC's research environment to showcase some analysis on...
279.51Net Profit
0.051PSR
0.379Sharpe Ratio
0.073Alpha
-0.093Beta
6.171CAR
55.1Drawdown
100Loss Rate
0Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
2Trades
-0.72Treynor Ratio
0Win Rate
119.423Net Profit
0.015PSR
0.277Sharpe Ratio
0.054Alpha
-0.096Beta
3.953CAR
54.4Drawdown
85Loss Rate
0Parameters
1Security Types
-0.8905Sortino Ratio
0Tradeable Dates
89Trades
-0.505Treynor Ratio
15Win Rate
Malcolm started the discussion Unknown Order coming from Algorithm Framework
I've been trying to understand the algorithm framework and tested the attached code with the most...
Malcolm left a comment in the discussion Different Backtest Results for same Algorithm?
Ran the same code and got back my initial results. Still unsure why there was a difference...
Malcolm left a comment in the discussion Different Backtest Results for same Algorithm?
Original tickers used in the backtests yesterday were SPY, TLT, GLD. Having problems with those 3...
Malcolm left a comment in the discussion Different Backtest Results for same Algorithm?
Experiencing the same issue here. I copy pasted the exact code I ran yesterday, 30th July 2020, and...
Malcolm left a comment in the discussion Idea Streams Ep. 1: Traunch Rebalancing Risk Parity
It will be great if the episode utilizes QC's research environment to showcase some analysis on...
Malcolm left a comment in the discussion XPTUSD, Daily The issue starts from Dec 23rd, 2012; and continues until now
Hourly data contains the same error as well.
Malcolm started the discussion Getting Higher Timeframe Indicator Values
Hi all, I'm facing some troubles running a hourly indicator on a lower time frame (1 min) and I...
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Malcolm left a comment in the discussion Different Backtest Results for same Algorithm?
Ran the same code and got back my initial results. Still unsure why there was a difference...
4 years ago