paulduring
Quant
Date Joined
14th August, 2022
Bootcamp progress
46% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2022-08-22 00:00:12
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2022-08-17 09:14:03
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2022-12-30 12:54:49
Python Programming
Choose Python as your preferred programming language.
2022-08-14 02:55:33
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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 (1)
View More0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
411Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Community
View Morepaulduring started the discussion Add support for tiingo data feed to LEAN
When using LEAN CLI in live mode with your broker, e.g. IBKR, one has to choose a real time data...
paulduring started the discussion Updating a weekly and daily indicator every minute
Hello,I would like to use in my algo, which runs on a “minute” resolution, two RSI indicators,...
paulduring started the discussion Using QuantConnect to plot a chart based on morning star fundamental data
# region imports from AlgorithmImports import * from QuantConnect.DataSource import *#...
paulduring started the discussion Exceeding data points in a plot with a weekly consolidator
Hi community,
paulduring started the discussion Order report: tags, additional column. and obtaining the order list from CLI
Hello Quants,
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
411Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
paulduring started the discussion Add support for tiingo data feed to LEAN
When using LEAN CLI in live mode with your broker, e.g. IBKR, one has to choose a real time data...
paulduring started the discussion Updating a weekly and daily indicator every minute
Hello,I would like to use in my algo, which runs on a “minute” resolution, two RSI indicators,...
paulduring started the discussion Using QuantConnect to plot a chart based on morning star fundamental data
# region imports from AlgorithmImports import * from QuantConnect.DataSource import *#...
paulduring started the discussion Exceeding data points in a plot with a weekly consolidator
Hi community,
paulduring started the discussion Order report: tags, additional column. and obtaining the order list from CLI
Hello Quants,
paulduring started the discussion Lean's AveragePrice... is really an AverageBuyPrice. Is there any metric including sells?
Hello quants, here's a hopefully interesting question.So, LEAN uses the “cost averaging...
paulduring started the discussion Lean CLI: trying to backtest on daily data produces no results
Hello quants.
paulduring started the discussion Cost of short selling in the fee calculation
Hello Quants,
paulduring started the discussion Universe selection: exists since 10 years
Hello Quants.
paulduring left a comment in the discussion Lean's AveragePrice... is really an AverageBuyPrice. Is there any metric including sells?
Yes I am using onOrder now and I am printing it: but averagePrice IMHO tracks only buys since its...
paulduring left a comment in the discussion Universe selection: exists since 10 years
Fantastic, thank you! Working as expected.I will have some further question but I am trying to read...
paulduring left a comment in the discussion Lean CLI: trying to backtest on daily data produces no results
I will try to reduce it to a point we can still repro and share it.
paulduring left a comment in the discussion Lean CLI: trying to backtest on daily data produces no results
In the cloud it works correctly.
paulduring left a comment in the discussion Lean's AveragePrice... is really an AverageBuyPrice. Is there any metric including sells?
It would be nice to have AverageBuyPrice (buys only), averageSellPrice (sells only), AveragePrice...
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paulduring left a comment in the discussion Cost of short selling in the fee calculation
Understood, however I think back-testing should take it into account at least the fee, tracking for...
2 years ago