Matthew Wang
Date Joined
31st January, 2021
Bootcamp progress
32% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2021-12-23 08:18:32
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2021-12-23 07:43:31
Python Programming
Choose Python as your preferred programming language.
2021-01-31 23:19:23
Popular
Receive at least 10 upvotes from different users in the community.
2022-01-10 09:38:29
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2021-12-23 07:35:17
- Profile
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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 More376.303Net Profit
46.982PSR
1.023Sharpe Ratio
0.069Alpha
0.171Beta
11.806CAR
12.1Drawdown
-0.54Loss Rate
19Parameters
1Security Types
1.616Sortino Ratio
3521Tradeable Dates
1330Trades
0.49Treynor Ratio
0.76Win Rate
2376.43Net Profit
93.059PSR
1.449Sharpe Ratio
0.156Alpha
0.283Beta
25.801CAR
13.8Drawdown
-0.98Loss Rate
0Parameters
1Security Types
2.292Sortino Ratio
3519Tradeable Dates
113Trades
0.638Treynor Ratio
8.39Win Rate
Community
View MoreMatthew left a comment in the discussion Minimum Variance Adaptive Asset Allocation Strategy
Vladimir Yeah, it does not perform well against the past 5+ years, likely because the equities...
Matthew left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Jupyter Notebook to Assist with Manual Trading:
376.303Net Profit
46.982PSR
1.023Sharpe Ratio
0.069Alpha
0.171Beta
11.806CAR
12.1Drawdown
-0.54Loss Rate
19Parameters
1Security Types
1.616Sortino Ratio
3521Tradeable Dates
1330Trades
0.49Treynor Ratio
0.76Win Rate
2376.43Net Profit
93.059PSR
1.449Sharpe Ratio
0.156Alpha
0.283Beta
25.801CAR
13.8Drawdown
-0.98Loss Rate
0Parameters
1Security Types
2.292Sortino Ratio
3519Tradeable Dates
113Trades
0.638Treynor Ratio
8.39Win Rate
Matthew left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Laurent Bonherbe The recent signals appear to be the same. I attached the screenshots of what I'm...
Matthew left a comment in the discussion Minimum Variance Adaptive Asset Allocation Strategy
Vladimir Yeah, it does not perform well against the past 5+ years, likely because the equities...
Matthew left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Jupyter Notebook to Assist with Manual Trading:
QuantConnect™ 2024. All Rights Reserved
Matthew left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Laurent Bonherbe The recent signals appear to be the same. I attached the screenshots of what I'm...
2 years ago