Nicholas Stern
Quant
Date Joined
3rd June, 2019
Bootcamp progress
38% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2019-07-18 15:05:13
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2019-07-02 19:00:08
Python Programming
Choose Python as your preferred programming language.
2019-06-03 20:46:33
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2019-08-02 21:14:49
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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 (11)
View More0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
9Parameters
1Security Types
0Sortino Ratio
168Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
16Parameters
1Security Types
168Tradeable Dates
-28.449Net Profit
-0.319Sharpe Ratio
-0.052Alpha
0.048Beta
-6.979CAR
51.4Drawdown
100Loss Rate
0Parameters
1Security Types
-2.8946Sortino Ratio
1164Tradeable Dates
8Trades
-1.005Treynor Ratio
0Win Rate
33.092Net Profit
0.925Sharpe Ratio
0.054Alpha
-0.013Beta
6.44CAR
7.4Drawdown
91Loss Rate
0Parameters
1Security Types
0.7052Sortino Ratio
1151Tradeable Dates
431Trades
-4.136Treynor Ratio
9Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Parameters
1Security Types
0Sortino Ratio
2388Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Community
View MoreNicholas started the discussion Universe Selection and Creating a list of symbols
Hi, I am relatively new to python. I am trying to figure out if it is possible to generate a list...
Nicholas started the discussion Using Average Fill Price or Fill Price from an Order Event
Hi everyone,
Nicholas started the discussion One Market Order Per Day Maximum
Does anyone know how to prevent your algorithm from making more than one trade per day? My...
Nicholas started the discussion Trade when Indicator is Triggered
Within my algorithm, I have developed a rolling window where the algorithm trades based off an...
Nicholas started the discussion Trade a list of Equities
Hi QuantConnect Community,
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
9Parameters
1Security Types
0Sortino Ratio
168Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
16Parameters
1Security Types
168Tradeable Dates
-28.449Net Profit
-0.319Sharpe Ratio
-0.052Alpha
0.048Beta
-6.979CAR
51.4Drawdown
100Loss Rate
0Parameters
1Security Types
-2.8946Sortino Ratio
1164Tradeable Dates
8Trades
-1.005Treynor Ratio
0Win Rate
33.092Net Profit
0.925Sharpe Ratio
0.054Alpha
-0.013Beta
6.44CAR
7.4Drawdown
91Loss Rate
0Parameters
1Security Types
0.7052Sortino Ratio
1151Tradeable Dates
431Trades
-4.136Treynor Ratio
9Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Parameters
1Security Types
0Sortino Ratio
2388Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
2Parameters
1Security Types
0Sortino Ratio
375Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-0.269Net Profit
-0.227Sharpe Ratio
0.001Alpha
-0.065Beta
-0.059CAR
0.5Drawdown
100Loss Rate
5Parameters
1Security Types
-37.4767Sortino Ratio
1151Tradeable Dates
4Trades
0.009Treynor Ratio
0Win Rate
66.255Net Profit
0.673Sharpe Ratio
0.361Alpha
-2.369Beta
22.655CAR
62.7Drawdown
17Loss Rate
4Parameters
1Security Types
1.9366Sortino Ratio
626Tradeable Dates
54Trades
-0.132Treynor Ratio
83Win Rate
-30.724Net Profit
-0.343Sharpe Ratio
-0.747Alpha
29.914Beta
-21.844CAR
50.8Drawdown
100Loss Rate
6Parameters
1Security Types
-1.3937Sortino Ratio
375Tradeable Dates
20Trades
-0.005Treynor Ratio
0Win Rate
3.419Net Profit
0.462Sharpe Ratio
0.065Alpha
-2.083Beta
2.283CAR
8.4Drawdown
0Loss Rate
5Parameters
1Security Types
0Sortino Ratio
375Tradeable Dates
1Trades
-0.011Treynor Ratio
0Win Rate
3.419Net Profit
0.462Sharpe Ratio
0.065Alpha
-2.083Beta
2.283CAR
8.4Drawdown
0Loss Rate
4Parameters
1Security Types
0Sortino Ratio
375Tradeable Dates
1Trades
-0.011Treynor Ratio
0Win Rate
Nicholas started the discussion Universe Selection and Creating a list of symbols
Hi, I am relatively new to python. I am trying to figure out if it is possible to generate a list...
Nicholas started the discussion Using Average Fill Price or Fill Price from an Order Event
Hi everyone,
Nicholas started the discussion One Market Order Per Day Maximum
Does anyone know how to prevent your algorithm from making more than one trade per day? My...
Nicholas started the discussion Trade when Indicator is Triggered
Within my algorithm, I have developed a rolling window where the algorithm trades based off an...
Nicholas started the discussion Trade a list of Equities
Hi QuantConnect Community,
Nicholas started the discussion Backtesting Equities
Hi, in my code you can see that I have written AAPL many times. I wanted to know if there was a...
Nicholas started the discussion Indicator Values in a Rolling Window
Is it possible to store indicator values in a Rolling Window?
Nicholas started the discussion High and Low of a Rolling Window
I am trying to get the High and Low of a 20 period rolling window. Does anyone know if this is...
Nicholas started the discussion Switch Symbol Once throughout entire algorithm
As you can see in my algorithm, I have the symbol listed many times. When I want to backtest...
Nicholas started the discussion Trading a list of Equities
I attempted at trading a list of equities but I was wondering if I am missing some pieces of code...
Nicholas started the discussion Consolidator
I am having issues with my consolidator and I can't seem to find out why there
Nicholas started the discussion Log Data
I am having trouble logging data or understanding if the calculations I am making are even...
Nicholas started the discussion Logging Data and Algo Functionality
Does anyone know why my algo won't log the data and if/why my algo is not working. I'm stumped. My...
Nicholas left a comment in the discussion High and Low of a Rolling Window
The only thing is that I want the period of the window or max/min of the window to be a daily item...
Nicholas left a comment in the discussion Trade when Indicator is Triggered
I definitely think this is a good method, but my main issue is that I would like it to trade when...
Nicholas left a comment in the discussion Trade a list of Equities
So is there a way to structure it where I don't have to individually check the trade conditions of...
Nicholas left a comment in the discussion One Market Order Per Day Maximum
I also would like to make it so that the algorithm only trades once when the conditions are met....
Nicholas left a comment in the discussion One Market Order Per Day Maximum
Thank you very much for the help Douglas. I'll be working on all that right now.
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Nicholas left a comment in the discussion Trading a list of Equities
Thanks Douglas
5 years ago