Miranda Lu
Quant
Date Joined
17th April, 2024
Bootcamp progress
0% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2024-09-09 19:22:16
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2024-05-09 15:13:25
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2024-05-29 14:22:47
Parallel Live Trading
Run multiple live algorithms simultaneously.
2024-06-12 22:56:50
Python Programming
Choose Python as your preferred programming language.
2024-04-17 21:34:53
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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 (66)
View More-4.649Net Profit
12.301PSR
-0.189Sharpe Ratio
0Alpha
0Beta
-4.83CAR
31.6Drawdown
53Loss Rate
0Parameters
1Security Types
-0.144Sortino Ratio
242Tradeable Dates
192Trades
0Treynor Ratio
47Win Rate
27.72Net Profit
41.043PSR
0.682Sharpe Ratio
0Alpha
0Beta
29.066CAR
32.4Drawdown
55Loss Rate
0Parameters
1Security Types
0.512Sortino Ratio
241Tradeable Dates
178Trades
0Treynor Ratio
45Win Rate
14.882Net Profit
28.928PSR
0.346Sharpe Ratio
0Alpha
0Beta
15.567CAR
32.5Drawdown
55Loss Rate
0Parameters
1Security Types
0.244Sortino Ratio
241Tradeable Dates
188Trades
0Treynor Ratio
45Win Rate
2.151Net Profit
18.36PSR
0.041Sharpe Ratio
0Alpha
0Beta
2.245CAR
40.4Drawdown
58Loss Rate
0Parameters
1Security Types
0.029Sortino Ratio
241Tradeable Dates
200Trades
0Treynor Ratio
42Win Rate
24.17Net Profit
34.225PSR
0.55Sharpe Ratio
0Alpha
0Beta
25.328CAR
36Drawdown
56Loss Rate
0Parameters
1Security Types
0.353Sortino Ratio
241Tradeable Dates
136Trades
0Treynor Ratio
44Win Rate
Community
View MoreMiranda started the discussion The orders cannot be filled at the same time in live trading
I want to long/short the VIX first front month- contract and second-front month contract at the...
Miranda started the discussion The backtest stuck without any error message
When I add the option related code, the backtest just stuck at 2%, and cannot submit orders. When I...
Miranda started the discussion Problems with get weekly options
I want to get weekly options, but when I change codes from:
-4.649Net Profit
12.301PSR
-0.189Sharpe Ratio
0Alpha
0Beta
-4.83CAR
31.6Drawdown
53Loss Rate
0Parameters
1Security Types
-0.144Sortino Ratio
242Tradeable Dates
192Trades
0Treynor Ratio
47Win Rate
27.72Net Profit
41.043PSR
0.682Sharpe Ratio
0Alpha
0Beta
29.066CAR
32.4Drawdown
55Loss Rate
0Parameters
1Security Types
0.512Sortino Ratio
241Tradeable Dates
178Trades
0Treynor Ratio
45Win Rate
14.882Net Profit
28.928PSR
0.346Sharpe Ratio
0Alpha
0Beta
15.567CAR
32.5Drawdown
55Loss Rate
0Parameters
1Security Types
0.244Sortino Ratio
241Tradeable Dates
188Trades
0Treynor Ratio
45Win Rate
2.151Net Profit
18.36PSR
0.041Sharpe Ratio
0Alpha
0Beta
2.245CAR
40.4Drawdown
58Loss Rate
0Parameters
1Security Types
0.029Sortino Ratio
241Tradeable Dates
200Trades
0Treynor Ratio
42Win Rate
24.17Net Profit
34.225PSR
0.55Sharpe Ratio
0Alpha
0Beta
25.328CAR
36Drawdown
56Loss Rate
0Parameters
1Security Types
0.353Sortino Ratio
241Tradeable Dates
136Trades
0Treynor Ratio
44Win Rate
11.287Net Profit
25.093PSR
0.279Sharpe Ratio
0Alpha
0Beta
11.798CAR
35.6Drawdown
55Loss Rate
0Parameters
1Security Types
0.182Sortino Ratio
241Tradeable Dates
160Trades
0Treynor Ratio
45Win Rate
-3.995Net Profit
6.502PSR
-0.111Sharpe Ratio
0Alpha
0Beta
-2.08CAR
40.9Drawdown
54Loss Rate
0Parameters
1Security Types
-0.079Sortino Ratio
486Tradeable Dates
344Trades
0Treynor Ratio
46Win Rate
-25.424Net Profit
1.188PSR
-0.522Sharpe Ratio
0Alpha
0Beta
-14.035CAR
50.5Drawdown
57Loss Rate
0Parameters
1Security Types
-0.405Sortino Ratio
486Tradeable Dates
412Trades
0Treynor Ratio
43Win Rate
12.775Net Profit
13.048PSR
0.06Sharpe Ratio
0Alpha
0Beta
6.394CAR
34.6Drawdown
52Loss Rate
0Parameters
1Security Types
0.049Sortino Ratio
486Tradeable Dates
302Trades
0Treynor Ratio
48Win Rate
29.189Net Profit
46.693PSR
0.828Sharpe Ratio
0Alpha
0Beta
34.422CAR
30.5Drawdown
50Loss Rate
0Parameters
1Security Types
0.571Sortino Ratio
218Tradeable Dates
142Trades
0Treynor Ratio
50Win Rate
3.813Net Profit
20.966PSR
0.027Sharpe Ratio
0Alpha
0Beta
4.581CAR
35.2Drawdown
54Loss Rate
0Parameters
1Security Types
0.021Sortino Ratio
211Tradeable Dates
106Trades
0Treynor Ratio
46Win Rate
49.398Net Profit
80.673PSR
2.491Sharpe Ratio
0Alpha
0Beta
105.089CAR
13.1Drawdown
54Loss Rate
0Parameters
1Security Types
2.166Sortino Ratio
146Tradeable Dates
54Trades
0Treynor Ratio
46Win Rate
12.251Net Profit
39.57PSR
0.534Sharpe Ratio
0.008Alpha
1.162Beta
22.97CAR
23.9Drawdown
52Loss Rate
0Parameters
1Security Types
0.387Sortino Ratio
146Tradeable Dates
94Trades
0.116Treynor Ratio
48Win Rate
78.472Net Profit
57.932PSR
1.715Sharpe Ratio
1.105Alpha
0.279Beta
130.136CAR
29.6Drawdown
-9.41Loss Rate
0Parameters
0Security Types
180Tradeable Dates
28Trades
4.069Treynor Ratio
22.96Win Rate
91.177Net Profit
76.882PSR
2.236Sharpe Ratio
0.892Alpha
1.161Beta
132.071CAR
36Drawdown
34Loss Rate
0Parameters
3Security Types
2.9Sortino Ratio
281Tradeable Dates
244Trades
0.756Treynor Ratio
66Win Rate
72.605Net Profit
64.643PSR
1.737Sharpe Ratio
0.692Alpha
-1.787Beta
106.933CAR
33.4Drawdown
41Loss Rate
0Parameters
3Security Types
2.268Sortino Ratio
274Tradeable Dates
388Trades
-0.43Treynor Ratio
59Win Rate
16.059Net Profit
47.817PSR
0.686Sharpe Ratio
-0.083Alpha
1.301Beta
22.584CAR
18.4Drawdown
47Loss Rate
0Parameters
2Security Types
0.779Sortino Ratio
183Tradeable Dates
798Trades
0.086Treynor Ratio
53Win Rate
16.133Net Profit
52.13PSR
0.756Sharpe Ratio
-0.066Alpha
1.175Beta
22.691CAR
16.7Drawdown
46Loss Rate
0Parameters
2Security Types
0.832Sortino Ratio
183Tradeable Dates
796Trades
0.093Treynor Ratio
54Win Rate
89.283Net Profit
78.66PSR
2.372Sharpe Ratio
0.819Alpha
-2.333Beta
140.052CAR
36Drawdown
34Loss Rate
0Parameters
3Security Types
3.101Sortino Ratio
266Tradeable Dates
216Trades
-0.395Treynor Ratio
66Win Rate
89.283Net Profit
78.66PSR
2.372Sharpe Ratio
0.819Alpha
-2.333Beta
140.052CAR
36Drawdown
34Loss Rate
0Parameters
3Security Types
3.101Sortino Ratio
266Tradeable Dates
216Trades
-0.395Treynor Ratio
66Win Rate
69.907Net Profit
53.578PSR
1.503Sharpe Ratio
0.885Alpha
-2.535Beta
106.985CAR
46.2Drawdown
40Loss Rate
0Parameters
3Security Types
2.069Sortino Ratio
266Tradeable Dates
872Trades
-0.393Treynor Ratio
60Win Rate
97.24Net Profit
77.848PSR
2.446Sharpe Ratio
1.029Alpha
0.052Beta
154.01CAR
32.8Drawdown
33Loss Rate
0Parameters
3Security Types
2.658Sortino Ratio
266Tradeable Dates
212Trades
19.914Treynor Ratio
67Win Rate
65.607Net Profit
66.963PSR
1.766Sharpe Ratio
0.578Alpha
-2.487Beta
99.831CAR
28.7Drawdown
36Loss Rate
0Parameters
3Security Types
2.024Sortino Ratio
266Tradeable Dates
220Trades
-0.276Treynor Ratio
64Win Rate
69.907Net Profit
53.578PSR
1.503Sharpe Ratio
0.885Alpha
-2.535Beta
106.985CAR
46.2Drawdown
40Loss Rate
0Parameters
3Security Types
2.069Sortino Ratio
266Tradeable Dates
872Trades
-0.393Treynor Ratio
60Win Rate
169.408Net Profit
88.707PSR
3.802Sharpe Ratio
1.92Alpha
-2.162Beta
317.878CAR
40.4Drawdown
26Loss Rate
0Parameters
3Security Types
4.268Sortino Ratio
253Tradeable Dates
456Trades
-0.943Treynor Ratio
74Win Rate
0.77Net Profit
31.12PSR
-0.097Sharpe Ratio
-0.053Alpha
1.293Beta
2.897CAR
16.4Drawdown
49Loss Rate
0Parameters
2Security Types
-0.114Sortino Ratio
67Tradeable Dates
319Trades
-0.014Treynor Ratio
51Win Rate
1.204Net Profit
32.47PSR
-0.034Sharpe Ratio
-0.041Alpha
1.284Beta
4.557CAR
16.1Drawdown
49Loss Rate
0Parameters
2Security Types
-0.04Sortino Ratio
67Tradeable Dates
319Trades
-0.005Treynor Ratio
51Win Rate
87.673Net Profit
77.982PSR
2.592Sharpe Ratio
1.238Alpha
2.032Beta
169.287CAR
22.7Drawdown
29Loss Rate
0Parameters
3Security Types
2.719Sortino Ratio
232Tradeable Dates
150Trades
0.554Treynor Ratio
71Win Rate
104.136Net Profit
41.286PSR
0.962Sharpe Ratio
0.558Alpha
1.909Beta
55.158CAR
58.3Drawdown
35Loss Rate
0Parameters
3Security Types
1.15Sortino Ratio
593Tradeable Dates
593Trades
0.252Treynor Ratio
65Win Rate
81.899Net Profit
76.016PSR
2.47Sharpe Ratio
1.196Alpha
2.043Beta
160.634CAR
23.1Drawdown
30Loss Rate
0Parameters
3Security Types
2.607Sortino Ratio
228Tradeable Dates
150Trades
0.529Treynor Ratio
70Win Rate
Miranda started the discussion The orders cannot be filled at the same time in live trading
I want to long/short the VIX first front month- contract and second-front month contract at the...
Miranda started the discussion The backtest stuck without any error message
When I add the option related code, the backtest just stuck at 2%, and cannot submit orders. When I...
Miranda started the discussion Problems with get weekly options
I want to get weekly options, but when I change codes from:
Miranda left a comment in the discussion Problems with get weekly options
Hi, thanks for answering. But could you explain the change, cause after I copy paste the code, it...
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Miranda left a comment in the discussion Problems with get weekly options
Hi, thanks for answering. But could you explain the change, cause after I copy paste the code, it...
6 months ago