Nagendra
Quant
Date Joined
12th December, 2017
Bootcamp progress
0% Complete
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Backtester
Run at least 100 backtests on QuantConnect's cloud.
2018-07-30 15:28:48
C# Programming
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2018-07-23 01:06:45
Python Programming
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2018-07-18 19:12:10
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Public Backtests (4)
View More-0.17Net Profit
0.005Sharpe Ratio
-0.051Alpha
3.154Beta
-0.068CAR
5.3Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
771Tradeable Dates
3Trades
0Treynor Ratio
0Win Rate
1.735Net Profit
0.109Sharpe Ratio
-0.011Alpha
1.559Beta
0.69CAR
16.6Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
771Tradeable Dates
4Trades
0.01Treynor Ratio
0Win Rate
10.867Net Profit
0.562Sharpe Ratio
0.035Alpha
0.017Beta
4.21CAR
9.3Drawdown
25Loss Rate
1Security Types
0.14562554248027Sortino Ratio
771Tradeable Dates
44Trades
2.12Treynor Ratio
75Win Rate
156.711Net Profit
0.745Sharpe Ratio
1.504Alpha
-55.117Beta
45.777CAR
81.3Drawdown
58Loss Rate
1Security Types
0.10275591661122Sortino Ratio
771Tradeable Dates
76Trades
-0.011Treynor Ratio
42Win Rate
Community
View MoreNagendra left a comment in the discussion Pairs Trading - Copula Method vs Cointegration
Thanks Jared! worked like a charm
Nagendra left a comment in the discussion Pairs Trading - Copula Method vs Cointegration
I recloned main.py and now its giving me divide by zero
Nagendra left a comment in the discussion Pairs Trading - Copula Method vs Cointegration
Hi,
-0.17Net Profit
0.005Sharpe Ratio
-0.051Alpha
3.154Beta
-0.068CAR
5.3Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
771Tradeable Dates
3Trades
0Treynor Ratio
0Win Rate
1.735Net Profit
0.109Sharpe Ratio
-0.011Alpha
1.559Beta
0.69CAR
16.6Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
771Tradeable Dates
4Trades
0.01Treynor Ratio
0Win Rate
10.867Net Profit
0.562Sharpe Ratio
0.035Alpha
0.017Beta
4.21CAR
9.3Drawdown
25Loss Rate
1Security Types
0.14562554248027Sortino Ratio
771Tradeable Dates
44Trades
2.12Treynor Ratio
75Win Rate
156.711Net Profit
0.745Sharpe Ratio
1.504Alpha
-55.117Beta
45.777CAR
81.3Drawdown
58Loss Rate
1Security Types
0.10275591661122Sortino Ratio
771Tradeable Dates
76Trades
-0.011Treynor Ratio
42Win Rate
Nagendra left a comment in the discussion Pairs Trading - Copula Method vs Cointegration
One more question, I am trying to use similar strategy for currencies, is it possible to change the...
Nagendra left a comment in the discussion Pairs Trading - Copula Method vs Cointegration
Thanks Jared! worked like a charm
Nagendra left a comment in the discussion Pairs Trading - Copula Method vs Cointegration
I recloned main.py and now its giving me divide by zero
Nagendra left a comment in the discussion Pairs Trading - Copula Method vs Cointegration
Hi,
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Nagendra left a comment in the discussion Pairs Trading - Copula Method vs Cointegration
One more question, I am trying to use similar strategy for currencies, is it possible to change the...
6 years ago