Nitay Rabinovich
Quant
Date Joined
5th October, 2020
Bootcamp progress
84% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2022-01-04 19:11:20
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2021-08-28 17:50:19
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2021-03-04 17:27:50
Parallel Live Trading
Run multiple live algorithms simultaneously.
2021-12-31 08:59:16
Python Programming
Choose Python as your preferred programming language.
2020-10-05 14:29:11
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2020-10-08 12:55:41
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2021-09-15 15:42:57
- 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 (4)
View More5715.162Net Profit
99.599PSR
6.011Sharpe Ratio
3.316Alpha
0.399Beta
630.465CAR
40.4Drawdown
36Loss Rate
0Parameters
1Security Types
0.3954Sortino Ratio
746Tradeable Dates
197Trades
9.524Treynor Ratio
64Win Rate
4117.78Net Profit
99.824PSR
5.675Sharpe Ratio
2.673Alpha
0.408Beta
539.329CAR
28.1Drawdown
53Loss Rate
11Parameters
1Security Types
1.0865Sortino Ratio
737Tradeable Dates
156Trades
7.86Treynor Ratio
47Win Rate
2442.683Net Profit
99.118PSR
4.469Sharpe Ratio
2.156Alpha
0.282Beta
398.958CAR
29.9Drawdown
46Loss Rate
10Parameters
1Security Types
1.2983Sortino Ratio
735Tradeable Dates
152Trades
8.999Treynor Ratio
54Win Rate
2175.334Net Profit
97.439PSR
4.183Sharpe Ratio
1.053Alpha
0.415Beta
373.169CAR
26.3Drawdown
38Loss Rate
4Parameters
1Security Types
2.0434Sortino Ratio
734Tradeable Dates
68Trades
5.969Treynor Ratio
62Win Rate
Community
View MoreNitay left a comment in the discussion Share: Kalman Filter Crossovers for Crypto and ‘Smart’ RollingWindows
.ekz. - So I tried a couple of things -
Nitay left a comment in the discussion Share: Kalman Filter Crossovers for Crypto and ‘Smart’ RollingWindows
Anton Kiselev - I'm really not that experienced with universe selection in general, but if I'll...
Nitay left a comment in the discussion Share: Kalman Filter Crossovers for Crypto and ‘Smart’ RollingWindows
.ekz. - Happy holidays!
Nitay left a comment in the discussion Share: Kalman Filter Crossovers for Crypto and ‘Smart’ RollingWindows
.ekz. First of all - Thanks for the contribution! really nice algorithm structure and I really...
5715.162Net Profit
99.599PSR
6.011Sharpe Ratio
3.316Alpha
0.399Beta
630.465CAR
40.4Drawdown
36Loss Rate
0Parameters
1Security Types
0.3954Sortino Ratio
746Tradeable Dates
197Trades
9.524Treynor Ratio
64Win Rate
4117.78Net Profit
99.824PSR
5.675Sharpe Ratio
2.673Alpha
0.408Beta
539.329CAR
28.1Drawdown
53Loss Rate
11Parameters
1Security Types
1.0865Sortino Ratio
737Tradeable Dates
156Trades
7.86Treynor Ratio
47Win Rate
2442.683Net Profit
99.118PSR
4.469Sharpe Ratio
2.156Alpha
0.282Beta
398.958CAR
29.9Drawdown
46Loss Rate
10Parameters
1Security Types
1.2983Sortino Ratio
735Tradeable Dates
152Trades
8.999Treynor Ratio
54Win Rate
2175.334Net Profit
97.439PSR
4.183Sharpe Ratio
1.053Alpha
0.415Beta
373.169CAR
26.3Drawdown
38Loss Rate
4Parameters
1Security Types
2.0434Sortino Ratio
734Tradeable Dates
68Trades
5.969Treynor Ratio
62Win Rate
Nitay left a comment in the discussion Share: Crypto Universe Trend Following w/EMA Crossovers
Hey .ekz. ! had busy several days so haven't gotten the time to dive into the code, I did play...
Nitay left a comment in the discussion Share: Kalman Filter Crossovers for Crypto and ‘Smart’ RollingWindows
.ekz. - So I tried a couple of things -
Nitay left a comment in the discussion Share: Kalman Filter Crossovers for Crypto and ‘Smart’ RollingWindows
Anton Kiselev - I'm really not that experienced with universe selection in general, but if I'll...
Nitay left a comment in the discussion Share: Kalman Filter Crossovers for Crypto and ‘Smart’ RollingWindows
.ekz. - Happy holidays!
Nitay left a comment in the discussion Share: Kalman Filter Crossovers for Crypto and ‘Smart’ RollingWindows
.ekz. First of all - Thanks for the contribution! really nice algorithm structure and I really...
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Nitay left a comment in the discussion Share: Crypto Universe Trend Following w/EMA Crossovers
Hey .ekz. ! had busy several days so haven't gotten the time to dive into the code, I did play...
2 years ago