Narendra Kulkarni
Quant
Date Joined
11th August, 2021
Bootcamp progress
32% Complete
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2021-08-25 14:54:43
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2021-08-25 19:19:34
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2024-07-27 23:35:32
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2021-08-11 21:53:31
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2021-09-24 20:05:37
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2021-08-18 19:01:15
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Public Backtests (7)
View More495.437Net Profit
36.643PSR
0.782Sharpe Ratio
0.068Alpha
-0.04Beta
11.355CAR
10.9Drawdown
65Loss Rate
0Parameters
1Security Types
1.383Sortino Ratio
4171Tradeable Dates
14501Trades
-1.639Treynor Ratio
35Win Rate
66.362Net Profit
64.254PSR
1.12Sharpe Ratio
0.031Alpha
0.062Beta
3.797CAR
5.6Drawdown
-0.19Loss Rate
37Parameters
1Security Types
1.224Sortino Ratio
3436Tradeable Dates
2521Trades
0.624Treynor Ratio
0.22Win Rate
314.979Net Profit
86.836PSR
1.3Sharpe Ratio
0.078Alpha
-0.034Beta
8.919CAR
22.9Drawdown
-0.07Loss Rate
26Parameters
1Security Types
1.706Sortino Ratio
4190Tradeable Dates
30064Trades
-2.17Treynor Ratio
0.08Win Rate
1462.141Net Profit
84.183PSR
1.53Sharpe Ratio
0.22Alpha
0.772Beta
32.95CAR
33.8Drawdown
-1.39Loss Rate
17Parameters
3Security Types
2.003Sortino Ratio
2516Tradeable Dates
361Trades
0.456Treynor Ratio
3.11Win Rate
114.024Net Profit
98.466PSR
3.293Sharpe Ratio
0.48Alpha
0.402Beta
58.788CAR
10.5Drawdown
-1.24Loss Rate
17Parameters
3Security Types
4.922Sortino Ratio
429Tradeable Dates
53Trades
1.469Treynor Ratio
0.22Win Rate
Community
View MoreNarendra left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Guy Fleury , I believe you are incorrect about the differences between SPY and QQQ....
Narendra left a comment in the discussion Smart approach to ensemble uncorrellated sub-algorithms by weighting
Hey Santa,
Narendra left a comment in the discussion The In & Out Strategy - Continued from Quantopian
i think that change from QQQ to SPY makes sense. Its true that QQQ has done really well in the...
Narendra started the discussion Combine multiple algorithms
Hi
495.437Net Profit
36.643PSR
0.782Sharpe Ratio
0.068Alpha
-0.04Beta
11.355CAR
10.9Drawdown
65Loss Rate
0Parameters
1Security Types
1.383Sortino Ratio
4171Tradeable Dates
14501Trades
-1.639Treynor Ratio
35Win Rate
66.362Net Profit
64.254PSR
1.12Sharpe Ratio
0.031Alpha
0.062Beta
3.797CAR
5.6Drawdown
-0.19Loss Rate
37Parameters
1Security Types
1.224Sortino Ratio
3436Tradeable Dates
2521Trades
0.624Treynor Ratio
0.22Win Rate
314.979Net Profit
86.836PSR
1.3Sharpe Ratio
0.078Alpha
-0.034Beta
8.919CAR
22.9Drawdown
-0.07Loss Rate
26Parameters
1Security Types
1.706Sortino Ratio
4190Tradeable Dates
30064Trades
-2.17Treynor Ratio
0.08Win Rate
1462.141Net Profit
84.183PSR
1.53Sharpe Ratio
0.22Alpha
0.772Beta
32.95CAR
33.8Drawdown
-1.39Loss Rate
17Parameters
3Security Types
2.003Sortino Ratio
2516Tradeable Dates
361Trades
0.456Treynor Ratio
3.11Win Rate
114.024Net Profit
98.466PSR
3.293Sharpe Ratio
0.48Alpha
0.402Beta
58.788CAR
10.5Drawdown
-1.24Loss Rate
17Parameters
3Security Types
4.922Sortino Ratio
429Tradeable Dates
53Trades
1.469Treynor Ratio
0.22Win Rate
1236.121Net Profit
45.131PSR
1.043Sharpe Ratio
0.148Alpha
-0.001Beta
16.842CAR
25.7Drawdown
34Loss Rate
7Parameters
1Security Types
0.581Sortino Ratio
4189Tradeable Dates
174Trades
-117.187Treynor Ratio
66Win Rate
3734.42Net Profit
60.361PSR
1.258Sharpe Ratio
0.263Alpha
0.779Beta
30.649CAR
53Drawdown
-0.52Loss Rate
37Parameters
1Security Types
1.258Sortino Ratio
3432Tradeable Dates
2911Trades
0.466Treynor Ratio
0.57Win Rate
Narendra left a comment in the discussion Overnight Mean Reversion
this strategy looses so much money over a longer term.
Narendra left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Guy Fleury , I believe you are incorrect about the differences between SPY and QQQ....
Narendra left a comment in the discussion Smart approach to ensemble uncorrellated sub-algorithms by weighting
Hey Santa,
Narendra left a comment in the discussion The In & Out Strategy - Continued from Quantopian
i think that change from QQQ to SPY makes sense. Its true that QQQ has done really well in the...
Narendra started the discussion Combine multiple algorithms
Hi
Narendra left a comment in the discussion Combine multiple algorithms
thank you for your response. One more follow up question. Say I want to run alpha1 code every 5...
Narendra left a comment in the discussion Simple stock bond strategy hedged using VIX options
Hey Adrian,
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Narendra left a comment in the discussion Overnight Mean Reversion
this strategy looses so much money over a longer term.
2 months ago