Max Kovalev
Quant
Date Joined
20th October, 2020
Bootcamp progress
60% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2020-12-05 19:31:47
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2020-10-30 23:20:32
C# Programming
Choose C# as your preferred programming language.
2020-10-20 20:52:36
Python Programming
Choose Python as your preferred programming language.
2020-10-20 20:52:12
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2020-10-21 02:47:38
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2020-10-23 00:41:15
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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 (1)
View More-4.902Net Profit
38.154PSR
-0.167Sharpe Ratio
-0.47Alpha
-0.47Beta
-49.741CAR
32.9Drawdown
-10.7Loss Rate
3Parameters
0Security Types
-0.536Sortino Ratio
18Tradeable Dates
8Trades
-0.062Treynor Ratio
0Win Rate
Community
View MoreMax started the discussion Stop order do not release funds
Hello, I have an issue with backtesting and stop orders. Stop orders triggered properly on time and...
Max left a comment in the discussion Stop order do not release funds
Hello Shile, If I understand properly there is a "free riding" rule when you can use funds for a...
Max left a comment in the discussion Stop order do not release funds
Thank you for the clarification Shile. Are 3 days configured? Can I change that setting for a Cash...
Max left a comment in the discussion Stop order do not release funds
Have more details and a backtest for that. Error happened only when I set cash account type for...
-4.902Net Profit
38.154PSR
-0.167Sharpe Ratio
-0.47Alpha
-0.47Beta
-49.741CAR
32.9Drawdown
-10.7Loss Rate
3Parameters
0Security Types
-0.536Sortino Ratio
18Tradeable Dates
8Trades
-0.062Treynor Ratio
0Win Rate
Max started the discussion Stop order do not release funds
Hello, I have an issue with backtesting and stop orders. Stop orders triggered properly on time and...
Max left a comment in the discussion Hedging Equities with Options in a Dynamic Universe
Hello all. One comment about frameworks. I do not think that this is a good idea to buy and sell...
Max left a comment in the discussion Stop order do not release funds
Hello Shile, If I understand properly there is a "free riding" rule when you can use funds for a...
Max left a comment in the discussion Stop order do not release funds
Thank you for the clarification Shile. Are 3 days configured? Can I change that setting for a Cash...
Max left a comment in the discussion Stop order do not release funds
Have more details and a backtest for that. Error happened only when I set cash account type for...
Max started the discussion Do not buy the same stock for N days.
Is anybody knows how to read previous transactions from a broker to implement the "Do not buy the...
Max left a comment in the discussion Canadians not allowed to use Interactive Brokers API anymore?
I think IB Canada is not allowed to trade electronically on the Canadian market, but USA market...
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Max left a comment in the discussion Hedging Equities with Options in a Dynamic Universe
Hello all. One comment about frameworks. I do not think that this is a good idea to buy and sell...
3 years ago