pcnpj
Quant
Date Joined
11th October, 2019
Bootcamp progress
60% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2019-11-26 05:07:53
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2019-11-22 06:57:42
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2019-12-29 05:12:43
Cloner
Clone at least 100 algorithms from the community.
2020-01-07 04:21:19
Python Programming
Choose Python as your preferred programming language.
2019-10-11 06:04:31
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2019-10-11 06:44:12
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2019-11-10 10:50:32
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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 (15)
View More65151.887Net Profit
97.994PSR
1.908Sharpe Ratio
0.556Alpha
0.208Beta
64.577CAR
30.7Drawdown
-2.35Loss Rate
20Parameters
1Security Types
2.965Sortino Ratio
3273Tradeable Dates
336Trades
2.766Treynor Ratio
9.87Win Rate
0Parameters
0Security Types
756Tradeable Dates
2.902Net Profit
24.205PSR
0.345Sharpe Ratio
0.177Alpha
0.033Beta
3.359CAR
43Drawdown
53Loss Rate
0Parameters
1Security Types
-0.105Sortino Ratio
220Tradeable Dates
77Trades
5.572Treynor Ratio
47Win Rate
9015.099Net Profit
83.773PSR
35189.462Sharpe Ratio
320158.695Alpha
-1.171Beta
18250.522CAR
54.1Drawdown
58Loss Rate
0Parameters
1Security Types
12.4638Sortino Ratio
220Tradeable Dates
76Trades
-273325.367Treynor Ratio
42Win Rate
593196.953Net Profit
39.961PSR
3.954Sharpe Ratio
9.729Alpha
1.894Beta
353.387CAR
88.1Drawdown
49Loss Rate
0Parameters
1Security Types
0.1813Sortino Ratio
1446Tradeable Dates
775Trades
5.238Treynor Ratio
51Win Rate
Community
View Morepcnpj started the discussion Individuals licensing alphas question
Curious, is there a reason why individuals can't license algorithms?
pcnpj left a comment in the discussion Dual Momentum with Out Days
Scales well with 2x leverage. Can't seem to find any 3x leveraged equivalent ETFs for FDN and TLH...
pcnpj left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
Ah, nevermind. Seems like trading economics was discontinued.
pcnpj left a comment in the discussion Dump the Pump
Whats your criteria for a gap up? If you don't mind me asking?
65151.887Net Profit
97.994PSR
1.908Sharpe Ratio
0.556Alpha
0.208Beta
64.577CAR
30.7Drawdown
-2.35Loss Rate
20Parameters
1Security Types
2.965Sortino Ratio
3273Tradeable Dates
336Trades
2.766Treynor Ratio
9.87Win Rate
0Parameters
0Security Types
756Tradeable Dates
2.902Net Profit
24.205PSR
0.345Sharpe Ratio
0.177Alpha
0.033Beta
3.359CAR
43Drawdown
53Loss Rate
0Parameters
1Security Types
-0.105Sortino Ratio
220Tradeable Dates
77Trades
5.572Treynor Ratio
47Win Rate
9015.099Net Profit
83.773PSR
35189.462Sharpe Ratio
320158.695Alpha
-1.171Beta
18250.522CAR
54.1Drawdown
58Loss Rate
0Parameters
1Security Types
12.4638Sortino Ratio
220Tradeable Dates
76Trades
-273325.367Treynor Ratio
42Win Rate
593196.953Net Profit
39.961PSR
3.954Sharpe Ratio
9.729Alpha
1.894Beta
353.387CAR
88.1Drawdown
49Loss Rate
0Parameters
1Security Types
0.1813Sortino Ratio
1446Tradeable Dates
775Trades
5.238Treynor Ratio
51Win Rate
11.86Net Profit
77.139PSR
7.423Sharpe Ratio
0.713Alpha
2.341Beta
382.326CAR
10.5Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
18Tradeable Dates
6Trades
1.228Treynor Ratio
0Win Rate
0Parameters
0Security Types
40Tradeable Dates
0Parameters
0Security Types
39Tradeable Dates
0Parameters
0Security Types
252Tradeable Dates
-30.063Net Profit
0.668PSR
-2.283Sharpe Ratio
-0.688Alpha
-0.096Beta
-73.614CAR
34.3Drawdown
61Loss Rate
0Parameters
1Security Types
-0.1478Sortino Ratio
67Tradeable Dates
968Trades
6.796Treynor Ratio
39Win Rate
41.02Net Profit
96.985PSR
7.287Sharpe Ratio
2.108Alpha
-0.021Beta
280.107CAR
9.5Drawdown
48Loss Rate
0Parameters
1Security Types
0.2521Sortino Ratio
65Tradeable Dates
950Trades
-100.665Treynor Ratio
52Win Rate
4Parameters
0Security Types
2516Tradeable Dates
14Parameters
0Security Types
253Tradeable Dates
-5.606Net Profit
0PSR
-14.557Sharpe Ratio
-0.032Alpha
0Beta
-4.548CAR
5.6Drawdown
95Loss Rate
0Parameters
1Security Types
-1.5577Sortino Ratio
388Tradeable Dates
626Trades
-201.739Treynor Ratio
5Win Rate
-1.88Net Profit
0PSR
-2.723Sharpe Ratio
-0.011Alpha
-0.002Beta
-1.635CAR
2Drawdown
88Loss Rate
0Parameters
1Security Types
-0.9211Sortino Ratio
358Tradeable Dates
1243Trades
6.939Treynor Ratio
12Win Rate
pcnpj started the discussion Individuals licensing alphas question
Curious, is there a reason why individuals can't license algorithms?
pcnpj left a comment in the discussion Individuals licensing alphas question
Thanks Jared for the quick answer and future update. Looking forward to it.
pcnpj left a comment in the discussion Dual Momentum with Out Days
Scales well with 2x leverage. Can't seem to find any 3x leveraged equivalent ETFs for FDN and TLH...
pcnpj left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
Ah, nevermind. Seems like trading economics was discontinued.
pcnpj left a comment in the discussion Dump the Pump
Whats your criteria for a gap up? If you don't mind me asking?
pcnpj started the discussion Beginner EMA Day Trading Forex Algorithm Questions and Review!
Hey all!
pcnpj started the discussion 4 Hour Consolidator in a SMA Indicator Help
Hi all,
pcnpj started the discussion Going Live with Interactive Brokers - Second Factor Authentication Issues
Hey all,
pcnpj started the discussion OnData Close Price Question? Accurately retrieving the current days Close?
If I were subscribed to a single stock, let's say SPY, with a daily resolution and we are only...
pcnpj started the discussion Confused on Backtested Forex EURUSD Win Rate? Backtest Attached
Hey all, excuse me if this is a silly question but are we expecting to see slippage on backtested...
pcnpj started the discussion Dynamic Indicator and Indicator Values Based On Universe Stocks
Hey all,
pcnpj started the discussion Unable to retrieve same backtest results with same code
Hi all,
pcnpj started the discussion Easy Way to Cancel all Limit Orders
Hi all,
pcnpj started the discussion Interactive Brokers - Buying SPXL/SPXS "Contract is not available for trading"
Hi all,
pcnpj started the discussion A method for remaining buying power, equivalent to Set Holdings?
Hi all,
pcnpj started the discussion Immediately purchasing stocks after selling holdings - Delayed IBKR cash available
Hi all,
pcnpj started the discussion Retrieving Stock Payout Frequency
Hi all,
pcnpj started the discussion Negative Margin Remaining but IBKR Shows Positive Buying Power
Hi all,
pcnpj started the discussion August Live Algorithm Stocks vs Backtested Stocks
Hi all,
pcnpj started the discussion Backtesting Discussion about Data Recency
Hi all,
pcnpj started the discussion TimeRules AfterMarketOpen and BeforeMarketClose default minutes
Hi all,
pcnpj started the discussion How to find a fundamental value for a specific symbol?
I get that we are able to easily comb through stocks and filter through the fine universe, but what...
pcnpj left a comment in the discussion How to find a fundamental value for a specific symbol?
Perfect, i'll try this out. Thanks for the reply!
pcnpj left a comment in the discussion TimeRules AfterMarketOpen and BeforeMarketClose default minutes
Thanks!
pcnpj started the discussion Understanding Execution Timeline
Hi all,
pcnpj started the discussion Forex Universe By Volume
Hello all,
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pcnpj left a comment in the discussion Individuals licensing alphas question
Thanks Jared for the quick answer and future update. Looking forward to it.
3 years ago