Nikolay Zdravkov
Quant
Date Joined
20th November, 2022
Bootcamp progress
76% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2022-12-04 18:56:29
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2023-06-03 16:46:19
C# Programming
Choose C# as your preferred programming language.
2022-11-20 23:06:39
Python Programming
Choose Python as your preferred programming language.
2022-11-20 16:22:08
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2022-11-24 16:45:06
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2023-04-10 12:51:45
Investor
2022-12-15 21:11:47
- 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 More86.801Net Profit
0.56PSR
0.245Sharpe Ratio
0.033Alpha
0.232Beta
6.997CAR
42.1Drawdown
-2.85Loss Rate
0Parameters
0Security Types
0Tradeable Dates
199Trades
0.219Treynor Ratio
5.76Win Rate
0.349Net Profit
0.985PSR
0.064Sharpe Ratio
-0.017Alpha
0.213Beta
0.08CAR
32Drawdown
-0.24Loss Rate
0Parameters
0Security Types
0Tradeable Dates
1023Trades
0.035Treynor Ratio
0.78Win Rate
29.839Net Profit
76.13PSR
1.252Sharpe Ratio
0Alpha
0Beta
6.211CAR
2.8Drawdown
-0.18Loss Rate
6Parameters
0Security Types
1090Tradeable Dates
454Trades
0Treynor Ratio
0.24Win Rate
14.33Net Profit
0.311PSR
0.185Sharpe Ratio
-0.013Alpha
0.325Beta
1.704CAR
26.3Drawdown
-0.51Loss Rate
5Parameters
0Security Types
0.228Sortino Ratio
1995Tradeable Dates
128Trades
0.047Treynor Ratio
7.53Win Rate
-1.129Net Profit
0.12PSR
-0.125Sharpe Ratio
-0.006Alpha
0.047Beta
-0.23CAR
3.8Drawdown
57Loss Rate
5Parameters
1Security Types
-0.0943Sortino Ratio
1240Tradeable Dates
78Trades
-0.032Treynor Ratio
43Win Rate
Community
View MoreNikolay started the discussion How can construct portfolio properly without re-balancing if there wasn't signal to change direction?
I am trying to build strategy around framework, so I can later test it over universe of stocks. I...
Nikolay started the discussion Is there any implementation for LmitOrderExecutionModel
Hi guys,
Nikolay started the discussion Can I access localhost from lean docker container?
I am trying to develop new data plugin to be imported during my algo execution. Before deploying my...
Nikolay left a comment in the discussion Can I access localhost from lean docker container?
Default behaviour of HttpClient in .NET is to verify validity of SSL certificate. When running...
86.801Net Profit
0.56PSR
0.245Sharpe Ratio
0.033Alpha
0.232Beta
6.997CAR
42.1Drawdown
-2.85Loss Rate
0Parameters
0Security Types
0Tradeable Dates
199Trades
0.219Treynor Ratio
5.76Win Rate
0.349Net Profit
0.985PSR
0.064Sharpe Ratio
-0.017Alpha
0.213Beta
0.08CAR
32Drawdown
-0.24Loss Rate
0Parameters
0Security Types
0Tradeable Dates
1023Trades
0.035Treynor Ratio
0.78Win Rate
29.839Net Profit
76.13PSR
1.252Sharpe Ratio
0Alpha
0Beta
6.211CAR
2.8Drawdown
-0.18Loss Rate
6Parameters
0Security Types
1090Tradeable Dates
454Trades
0Treynor Ratio
0.24Win Rate
14.33Net Profit
0.311PSR
0.185Sharpe Ratio
-0.013Alpha
0.325Beta
1.704CAR
26.3Drawdown
-0.51Loss Rate
5Parameters
0Security Types
0.228Sortino Ratio
1995Tradeable Dates
128Trades
0.047Treynor Ratio
7.53Win Rate
-1.129Net Profit
0.12PSR
-0.125Sharpe Ratio
-0.006Alpha
0.047Beta
-0.23CAR
3.8Drawdown
57Loss Rate
5Parameters
1Security Types
-0.0943Sortino Ratio
1240Tradeable Dates
78Trades
-0.032Treynor Ratio
43Win Rate
Nikolay started the discussion How can construct portfolio properly without re-balancing if there wasn't signal to change direction?
I am trying to build strategy around framework, so I can later test it over universe of stocks. I...
Nikolay left a comment in the discussion How can construct portfolio properly without re-balancing if there wasn't signal to change direction?
How do you find the right Insight to expire it manually? Using tags?
Nikolay started the discussion Is there any implementation for LmitOrderExecutionModel
Hi guys,
Nikolay started the discussion Can I access localhost from lean docker container?
I am trying to develop new data plugin to be imported during my algo execution. Before deploying my...
Nikolay left a comment in the discussion Can I access localhost from lean docker container?
Default behaviour of HttpClient in .NET is to verify validity of SSL certificate. When running...
Nikolay left a comment in the discussion Can I access localhost from lean docker container?
Hi,
Nikolay left a comment in the discussion Is there any implementation for LmitOrderExecutionModel
Here is the original code which I wrote, just trying to re-write it now with AlgorithmFramework
Nikolay left a comment in the discussion What's the best way to group order with stop-loss when there are multiple orders
Thank you guys,
Nikolay started the discussion What's the best way to group order with stop-loss when there are multiple orders
Hi guys,
Nikolay left a comment in the discussion What's the best way to group order with stop-loss when there are multiple orders
Thank you for you time Derek. How in your opinion then stopMarket orders should be submitted? Will...
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Nikolay left a comment in the discussion How can construct portfolio properly without re-balancing if there wasn't signal to change direction?
How do you find the right Insight to expire it manually? Using tags?
8 months ago