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Biography

Former Equities Research Analyst. My old profile is here: https://www.quantconnect.com/u/patrick-chen

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 (3)

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Smooth Tan Duck

-18.64Net Profit

1.545PSR

-1.55Sharpe Ratio

-0.694Alpha

0.709Beta

-47.379CAR

28.9Drawdown

52Loss Rate

9Parameters

2Security Types

-0.0364Sortino Ratio

84Tradeable Dates

42Trades

-0.63Treynor Ratio

48Win Rate

Logical Asparagus Wolf

27Parameters

1Security Types

0Sortino Ratio

2524Tradeable Dates

Pensive Blue Coyote

0Parameters

0Security Types

4Tradeable Dates


Community

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P left a comment in the discussion Universe Warmup Feature/Workaround

Srry for bumping an old thread, but I'm attempting to do the same thing as Eugene and looking at...

3 years ago

P left a comment in the discussion Efficient Futures consolidation

On inspection I would guess the sheer number of asset data subscriptions at minute resolution makes...

3 years ago

P left a comment in the discussion Rebalancing Monthly using PortfolioConstructionModel? - Algorithm Framework

Sorry for bumping an old thread but I'm attempting to do exactly what Jared has described in 2.1...

3 years ago

P left a comment in the discussion Is there a way to get a list of the stocks that have been profitable with this algorithm?

Tradebuilder is useful if you're looking to do this type of analysis after the completion of a...

3 years ago

P left a comment in the discussion Portfolio Models constantly rebalances short positions

Had this issue recently too, check out this thread below:

3 years ago

Smooth Tan Duck

-18.64Net Profit

1.545PSR

-1.55Sharpe Ratio

-0.694Alpha

0.709Beta

-47.379CAR

28.9Drawdown

52Loss Rate

9Parameters

2Security Types

-0.0364Sortino Ratio

84Tradeable Dates

42Trades

-0.63Treynor Ratio

48Win Rate

Logical Asparagus Wolf

27Parameters

1Security Types

0Sortino Ratio

2524Tradeable Dates

Pensive Blue Coyote

0Parameters

0Security Types

4Tradeable Dates

P left a comment in the discussion Universe Warmup Feature/Workaround

Srry for bumping an old thread, but I'm attempting to do the same thing as Eugene and looking at...

3 years ago

P left a comment in the discussion Efficient Futures consolidation

On inspection I would guess the sheer number of asset data subscriptions at minute resolution makes...

3 years ago

P left a comment in the discussion Rebalancing Monthly using PortfolioConstructionModel? - Algorithm Framework

Sorry for bumping an old thread but I'm attempting to do exactly what Jared has described in 2.1...

3 years ago

P left a comment in the discussion Is there a way to get a list of the stocks that have been profitable with this algorithm?

Tradebuilder is useful if you're looking to do this type of analysis after the completion of a...

3 years ago

P left a comment in the discussion Portfolio Models constantly rebalances short positions

Had this issue recently too, check out this thread below:

3 years ago

P started the discussion Morningstar Fundamental Data Periods Update Frequency

I'm working with a universe selection algorithm that selects stocks with the highest traililng 12...

4 years ago

P started the discussion FX Market Hours Data

I'm having some trouble with my FX trading algo. It trades only once per week but needs to open a...

4 years ago

P started the discussion Chaining custom indicators and values together?

Having alot of trouble trying to chain together a bunch of indicators to get a single value...

4 years ago

P started the discussion Alpaca Cancelling Stops/Trailing Stops

hey guys does the IsSuccessful boolean for checking cancelled orders in live trading work with...

4 years ago

P started the discussion Alpaca Extended Trading Hours

I am currently live-trading an algo with the Alpaca integration, and would like my trades to be...

4 years ago

P started the discussion Trouble getting LEAN and IB paper trading to run

I've pulled the latest docker image and repo from github and am trying to launch paper trading on...

4 years ago

P started the discussion MOO/MOC and Opening/Closing Auction in backtest

Hey team

4 years ago

P left a comment in the discussion Trouble getting LEAN and IB paper trading to run

Thanks Derek but I have pulled the docker image according to the instructions already (as mentioned...

4 years ago