Peilin Lu
Quant
Date Joined
10th November, 2018
Bootcamp progress
0% Complete
Achievements
Python Programming
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2018-11-10 00:58:32
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Activity on QuantConnect
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Public Backtests (2)
View More192.786Net Profit
1.1Sharpe Ratio
-0.112Alpha
11.347Beta
11.508CAR
17.3Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
2483Tradeable Dates
5Trades
0.01Treynor Ratio
100Win Rate
192.786Net Profit
1.1Sharpe Ratio
-0.112Alpha
11.347Beta
11.508CAR
17.3Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
2483Tradeable Dates
5Trades
0.01Treynor Ratio
100Win Rate
Community
View MorePeilin left a comment in the discussion Error not in index
Hi Ken,
192.786Net Profit
1.1Sharpe Ratio
-0.112Alpha
11.347Beta
11.508CAR
17.3Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
2483Tradeable Dates
5Trades
0.01Treynor Ratio
100Win Rate
192.786Net Profit
1.1Sharpe Ratio
-0.112Alpha
11.347Beta
11.508CAR
17.3Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
2483Tradeable Dates
5Trades
0.01Treynor Ratio
100Win Rate
Peilin left a comment in the discussion Portfolio Construction Model Using Equal Fixed Amounts of Cash for All Securities in Universe
I'm not sure if I'm right, but I hope this would help. I think the change you added to the...
Peilin left a comment in the discussion Error not in index
Hi Ken,
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Peilin left a comment in the discussion Portfolio Construction Model Using Equal Fixed Amounts of Cash for All Securities in Universe
I'm not sure if I'm right, but I hope this would help. I think the change you added to the...
5 years ago