cover
  • 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
Smooth Yellow Scorpion

13.583Net Profit

23.026PSR

0.03Sharpe Ratio

-0.01Alpha

0.131Beta

3.123CAR

6.6Drawdown

-0.17Loss Rate

24Parameters

0Security Types

1040Tradeable Dates

22Trades

0.007Treynor Ratio

0Win Rate

Creative Fluorescent Pink Lion

276.612Net Profit

6.062PSR

0.532Sharpe Ratio

0.044Alpha

0.924Beta

15.68CAR

32.3Drawdown

-13.09Loss Rate

0Parameters

0Security Types

3323Tradeable Dates

62Trades

0.121Treynor Ratio

6.84Win Rate

Calculating Light Brown Mosquito

-116.531Net Profit

0PSR

-0.568Sharpe Ratio

0Alpha

0Beta

0CAR

116.5Drawdown

-43.21Loss Rate

26Parameters

0Security Types

335Tradeable Dates

10Trades

0Treynor Ratio

1.6Win Rate

Fat Violet Salmon

85.168Net Profit

19.819PSR

0.667Sharpe Ratio

0.083Alpha

0.746Beta

18.827CAR

52.9Drawdown

0Loss Rate

14Parameters

3Security Types

1304Tradeable Dates

12Trades

0.214Treynor Ratio

13.67Win Rate

Formal Violet Camel

39.98Net Profit

50.989PSR

1.449Sharpe Ratio

-0.092Alpha

4.529Beta

92.363CAR

43.4Drawdown

0Loss Rate

14Parameters

3Security Types

190Tradeable Dates

4Trades

0.203Treynor Ratio

0Win Rate


Community

View More

Muhammad started the discussion Limit orders still open after updating with new limit orders

I've been trying to implement a DCA strategy into my LEAPs. The way the algo works is combining the...

8 months ago

Muhammad started the discussion Support & Resistance "Touch Detection"

Hi, Is there a way where i can code up a strategy based “touch detection”. 

8 months ago

Muhammad started the discussion Multiple StopMarketOrders - How to manage them

Hi I need some help with this. Basically; i have an algo that submit trades using a StopMarketOrder...

8 months ago

Muhammad left a comment in the discussion Support & Resistance "Touch Detection"

Thanks! How do i reset it then :)

8 months ago

Muhammad left a comment in the discussion Support & Resistance "Touch Detection"

Thanks Mia, but i would like the price to touch these levels at least twice before adding a limit...

8 months ago

Smooth Yellow Scorpion

13.583Net Profit

23.026PSR

0.03Sharpe Ratio

-0.01Alpha

0.131Beta

3.123CAR

6.6Drawdown

-0.17Loss Rate

24Parameters

0Security Types

1040Tradeable Dates

22Trades

0.007Treynor Ratio

0Win Rate

Creative Fluorescent Pink Lion

276.612Net Profit

6.062PSR

0.532Sharpe Ratio

0.044Alpha

0.924Beta

15.68CAR

32.3Drawdown

-13.09Loss Rate

0Parameters

0Security Types

3323Tradeable Dates

62Trades

0.121Treynor Ratio

6.84Win Rate

Calculating Light Brown Mosquito

-116.531Net Profit

0PSR

-0.568Sharpe Ratio

0Alpha

0Beta

0CAR

116.5Drawdown

-43.21Loss Rate

26Parameters

0Security Types

335Tradeable Dates

10Trades

0Treynor Ratio

1.6Win Rate

Fat Violet Salmon

85.168Net Profit

19.819PSR

0.667Sharpe Ratio

0.083Alpha

0.746Beta

18.827CAR

52.9Drawdown

0Loss Rate

14Parameters

3Security Types

1304Tradeable Dates

12Trades

0.214Treynor Ratio

13.67Win Rate

Formal Violet Camel

39.98Net Profit

50.989PSR

1.449Sharpe Ratio

-0.092Alpha

4.529Beta

92.363CAR

43.4Drawdown

0Loss Rate

14Parameters

3Security Types

190Tradeable Dates

4Trades

0.203Treynor Ratio

0Win Rate

Muhammad started the discussion Limit orders still open after updating with new limit orders

I've been trying to implement a DCA strategy into my LEAPs. The way the algo works is combining the...

8 months ago

Muhammad started the discussion Support & Resistance "Touch Detection"

Hi, Is there a way where i can code up a strategy based “touch detection”. 

8 months ago

Muhammad started the discussion Multiple StopMarketOrders - How to manage them

Hi I need some help with this. Basically; i have an algo that submit trades using a StopMarketOrder...

8 months ago

Muhammad left a comment in the discussion Support & Resistance "Touch Detection"

Thanks! How do i reset it then :)

8 months ago

Muhammad left a comment in the discussion Support & Resistance "Touch Detection"

Thanks Mia, but i would like the price to touch these levels at least twice before adding a limit...

8 months ago

Muhammad started the discussion Need help, options buying every minute

Im sorry, a newbie here learning how to code. I'm having trouble trying to write a line that checks...

9 months ago

Muhammad left a comment in the discussion Need help, options buying every minute

Unfortunately, it is still buying every minute. 

9 months ago

Muhammad left a comment in the discussion Need help, options buying every minute

I tried adding that but it gives the following error:

9 months ago

Muhammad started the discussion Options Filter not filtering the furthest expiry

Hi, I created this algo and it seem to be working fine back then when i backtested it. 

10 months ago

Muhammad started the discussion Code is not working now (backtest)

can someone please help with this. This is the same code i use for backtesting a couple months...

10 months ago

Muhammad started the discussion Options set filter - not working as intended.

Hi, it seems that the backtest isnt working correctly anymore. 

10 months ago

Muhammad left a comment in the discussion Options Filter not filtering the furthest expiry

Hi All,

10 months ago

Muhammad left a comment in the discussion Options Filter not filtering the furthest expiry

Hi Ash,

10 months ago

Muhammad started the discussion Live Trading - Limit Order for Profit Taking not submitted after order has been executed to buy option

Hi all, 

1 years ago

Muhammad started the discussion Redeployment of Live Trading - resets Net Profit

As the title mentions; is there a way to retain the runtime statistics? (i.e Net Profit)

1 years ago