OTreeWEN
Quant
Date Joined
10th September, 2017
Bootcamp progress
91% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2021-07-26 13:15:46
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2021-08-08 13:59:07
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2020-11-02 05:09:47
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2021-07-25 10:41:55
- 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 (2)
View More317.938Net Profit
20.766PSR
0.82Sharpe Ratio
0.143Alpha
-0.112Beta
13.992CAR
31.3Drawdown
-0.04Loss Rate
10Parameters
1Security Types
0.868Sortino Ratio
0Tradeable Dates
5893Trades
-1.133Treynor Ratio
0.24Win Rate
7.736Net Profit
99.277PSR
6.211Sharpe Ratio
0.091Alpha
0.983Beta
52.949CAR
1.1Drawdown
-0.01Loss Rate
68Parameters
0Security Types
22.125Sortino Ratio
0Tradeable Dates
313Trades
0.474Treynor Ratio
0.01Win Rate
Community
View MoreOTreeWEN started the discussion How can we improve this algothrim?
How can we improve this strategy?
OTreeWEN started the discussion When all the tokens have been consumed, lean will break down. How can I set more time for training?
I tried to run a Deep Learning algorithm. It takes about 10-30 minutes to finish the training...
OTreeWEN started the discussion Can Lean run on Apple M1 chip?
Can Lean run on Apple M1 chip?
OTreeWEN started the discussion Add GPU in Learn locally
Hi, guys. I am a fan of deep reinforcement learning. In order to break the bottleneck of computing...
317.938Net Profit
20.766PSR
0.82Sharpe Ratio
0.143Alpha
-0.112Beta
13.992CAR
31.3Drawdown
-0.04Loss Rate
10Parameters
1Security Types
0.868Sortino Ratio
0Tradeable Dates
5893Trades
-1.133Treynor Ratio
0.24Win Rate
7.736Net Profit
99.277PSR
6.211Sharpe Ratio
0.091Alpha
0.983Beta
52.949CAR
1.1Drawdown
-0.01Loss Rate
68Parameters
0Security Types
22.125Sortino Ratio
0Tradeable Dates
313Trades
0.474Treynor Ratio
0.01Win Rate
OTreeWEN started the discussion How can we improve this algothrim?
How can we improve this strategy?
OTreeWEN started the discussion When all the tokens have been consumed, lean will break down. How can I set more time for training?
I tried to run a Deep Learning algorithm. It takes about 10-30 minutes to finish the training...
OTreeWEN started the discussion Can Lean run on Apple M1 chip?
Can Lean run on Apple M1 chip?
OTreeWEN started the discussion Add GPU in Learn locally
Hi, guys. I am a fan of deep reinforcement learning. In order to break the bottleneck of computing...
OTreeWEN left a comment in the discussion Add GPU in Learn locally
I followed this road and updated the lean package. Now I can use lean command to use research...
OTreeWEN left a comment in the discussion Add GPU in Learn locally
docker run -t -i --gpus all quantconnect/research:gpu /bin/bash
OTreeWEN left a comment in the discussion Add GPU in Learn locally
1. install Win11 and Docker2. Install WSL on Windows 10:...
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OTreeWEN left a comment in the discussion Add GPU in Learn locally
I followed this road and updated the lean package. Now I can use lean command to use research...
3 years ago