Maxim Zhukov
Quant
Date Joined
14th August, 2018
Bootcamp progress
15% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2018-09-14 12:07:46
Notebook Sharing
Share a notebook with others.
2018-09-12 09:00:43
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2018-09-19 14:50:33
C# Programming
Choose C# as your preferred programming language.
2018-08-14 12:28:31
Python Programming
Choose Python as your preferred programming language.
2018-10-19 13:25:23
- 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 (5)
View More-2.389Net Profit
-7.552Sharpe Ratio
-0.402Alpha
7.151Beta
-24.104CAR
2.9Drawdown
100Loss Rate
5Parameters
1Security Types
0Sortino Ratio
22Tradeable Dates
3Trades
-0.037Treynor Ratio
0Win Rate
-1.244Net Profit
-5.95Sharpe Ratio
-0.243Alpha
5.509Beta
-13.307CAR
1.7Drawdown
0Loss Rate
3Parameters
1Security Types
0Sortino Ratio
22Tradeable Dates
1Trades
-0.025Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
2Security Types
0Sortino Ratio
92Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-1.933Net Profit
-4.701Sharpe Ratio
0.596Alpha
-58.106Beta
-37.812CAR
2.8Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
11Tradeable Dates
1Trades
0.007Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
9Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Community
View MoreMaxim started the discussion RSI Dictionary does not work for me.
I'm trying to work in c# with RSI dictionary, but IsReady never comes up!
Maxim started the discussion Indicator history consolidator
Hi! I need to dynamically add/remove symbols in strategy based on indicator.
Maxim started the discussion Lean Desktop Python Debug Error
Hi everybody.
Maxim started the discussion OnOrderEvent order management issue
Hello!I ran into a problem when I try to manage my StopLoss order in OnOrderEvent it does not work....
-2.389Net Profit
-7.552Sharpe Ratio
-0.402Alpha
7.151Beta
-24.104CAR
2.9Drawdown
100Loss Rate
5Parameters
1Security Types
0Sortino Ratio
22Tradeable Dates
3Trades
-0.037Treynor Ratio
0Win Rate
-1.244Net Profit
-5.95Sharpe Ratio
-0.243Alpha
5.509Beta
-13.307CAR
1.7Drawdown
0Loss Rate
3Parameters
1Security Types
0Sortino Ratio
22Tradeable Dates
1Trades
-0.025Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
2Security Types
0Sortino Ratio
92Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-1.933Net Profit
-4.701Sharpe Ratio
0.596Alpha
-58.106Beta
-37.812CAR
2.8Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
11Tradeable Dates
1Trades
0.007Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
9Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Maxim started the discussion RSI Dictionary does not work for me.
I'm trying to work in c# with RSI dictionary, but IsReady never comes up!
Maxim started the discussion Indicator history consolidator
Hi! I need to dynamically add/remove symbols in strategy based on indicator.
Maxim started the discussion Lean Desktop Python Debug Error
Hi everybody.
Maxim started the discussion OnOrderEvent order management issue
Hello!I ran into a problem when I try to manage my StopLoss order in OnOrderEvent it does not work....
Maxim left a comment in the discussion Indicator history consolidator
Thanks for your answer, Gurumeher!
Maxim left a comment in the discussion RSI Dictionary does not work for me.
Ok, i've fixed issue. The problem was in CoarseSelectionFunction, which returns empty list from...
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Maxim left a comment in the discussion Indicator history consolidator
Thanks for your answer, Gurumeher!
5 years ago