Pavel Fedorov
Quant
Date Joined
14th May, 2022
Bootcamp progress
98% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2023-11-05 18:16:06
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2023-04-28 22:14:05
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2023-06-04 11:06:23
Python Programming
Choose Python as your preferred programming language.
2022-05-14 18:27:34
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2023-05-02 22:19:12
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2023-05-06 23:27:57
Connected with Discord
2023-05-10 22:47:31
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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 (2)
View More26.138Net Profit
2.828PSR
0.189Sharpe Ratio
0.022Alpha
0.111Beta
4.755CAR
41Drawdown
-0.71Loss Rate
10Parameters
0Security Types
1259Tradeable Dates
2487Trades
0.264Treynor Ratio
0.73Win Rate
26.138Net Profit
2.828PSR
0.189Sharpe Ratio
0.022Alpha
0.111Beta
4.755CAR
41Drawdown
-0.71Loss Rate
10Parameters
0Security Types
1259Tradeable Dates
2487Trades
0.264Treynor Ratio
0.73Win Rate
Community
View MorePavel left a comment in the discussion Has anyone made real money yet?
not many if any real success stories it looks like
Pavel left a comment in the discussion Pairs Trading With Stocks
exactly,,, using hourly resolution means often you don't get accurate strategy backtest results,,,...
Pavel left a comment in the discussion Combined Carry and Trend
but why do you backtest from 2020? if you backtest from 2015 you get Sharpe ratio of 0.1….
Pavel started the discussion Futures portfolio
in the same way as we have in stocks cross-sectional strategies where we select stocks from a...
26.138Net Profit
2.828PSR
0.189Sharpe Ratio
0.022Alpha
0.111Beta
4.755CAR
41Drawdown
-0.71Loss Rate
10Parameters
0Security Types
1259Tradeable Dates
2487Trades
0.264Treynor Ratio
0.73Win Rate
26.138Net Profit
2.828PSR
0.189Sharpe Ratio
0.022Alpha
0.111Beta
4.755CAR
41Drawdown
-0.71Loss Rate
10Parameters
0Security Types
1259Tradeable Dates
2487Trades
0.264Treynor Ratio
0.73Win Rate
Pavel left a comment in the discussion Automating the Wheel Strategy
so it feels like the classic OTM put selling with a little risk mitigation but not enough to...
Pavel left a comment in the discussion Has anyone made real money yet?
not many if any real success stories it looks like
Pavel left a comment in the discussion Pairs Trading With Stocks
exactly,,, using hourly resolution means often you don't get accurate strategy backtest results,,,...
Pavel left a comment in the discussion Combined Carry and Trend
but why do you backtest from 2020? if you backtest from 2015 you get Sharpe ratio of 0.1….
Pavel started the discussion Futures portfolio
in the same way as we have in stocks cross-sectional strategies where we select stocks from a...
Pavel started the discussion Backtest graph customization
does anyone know when you run the backtest and get the results -> request report -> open...
Pavel started the discussion Implied volatility in research environment
has anyone seen any example how we correctly get historical implied volatility options in the...
Pavel started the discussion CoarseSelection in the Research.ipynb environment
based on the documentation we can use qb.History and qb.GetFundamental to assemble a dataset by...
Pavel started the discussion Warning: No quote information available
I constantly find that I am getting the following warning: “Warning: No quote information...
Pavel started the discussion Resolution for Equity Subscriptions
Hello everyone,, i just wanted to share some thoughts. When subscribing to symbols in the tutorial...
Pavel started the discussion Problem with self.History[Fundamental](stock_symbol, timedelta(30))
i am having trouble with using the Fundamental object to get fundamental data in backtesting...
Pavel left a comment in the discussion Piotroski F-Score Investing
yes i agree volume is not the selection criteria,, but the way it is setup right now is essentially...
Pavel left a comment in the discussion Accessing ETFConstituentsFilter constituents list
Renata you should attach the code
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Pavel left a comment in the discussion Automating the Wheel Strategy
so it feels like the classic OTM put selling with a little risk mitigation but not enough to...
2 months ago