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Hi everybody!

Activity on QuantConnect

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Public Backtests (3)

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10 shares

18.56Net Profit

90.912PSR

3.531Sharpe Ratio

0.133Alpha

0.817Beta

40.852CAR

4.9Drawdown

0Loss Rate

2Parameters

1Security Types

0Sortino Ratio

125Tradeable Dates

171Trades

0.519Treynor Ratio

100Win Rate

Base case

18.699Net Profit

91.112PSR

3.555Sharpe Ratio

0.136Alpha

0.817Beta

41.184CAR

4.9Drawdown

0Loss Rate

2Parameters

1Security Types

0Sortino Ratio

125Tradeable Dates

11Trades

0.522Treynor Ratio

100Win Rate

Logical Asparagus Shark

5.472Net Profit

66.551PSR

1.538Sharpe Ratio

0.078Alpha

-0.02Beta

7.42CAR

2.6Drawdown

-0.03Loss Rate

1Parameters

0Security Types

1.662Sortino Ratio

0Tradeable Dates

873Trades

-3.803Treynor Ratio

0.25Win Rate


Community

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PokerWinner started the discussion Portfolio Minute Rebalancing

Hi,

3 years ago

PokerWinner started the discussion How can I use SetLeverage when using Symbol.Create?

I want to add leverage when picking stocks directly, is there a way? I have attached the Pairs...

3 years ago

PokerWinner started the discussion Help with "Statistical Arbitrage in the U.S. Equities Market" implementation

Hi everyone!I am trying to replicate results from this paper. I got as far as writing some code to...

3 years ago

PokerWinner started the discussion Major mistake in the Capacity calculations

Hi QuantConnect team, I was playing around with a Pairs Trading strategy available in the Strategy...

3 years ago

PokerWinner started the discussion Weird Capacity Dynamics

Hi everybody, 

3 years ago

10 shares

18.56Net Profit

90.912PSR

3.531Sharpe Ratio

0.133Alpha

0.817Beta

40.852CAR

4.9Drawdown

0Loss Rate

2Parameters

1Security Types

0Sortino Ratio

125Tradeable Dates

171Trades

0.519Treynor Ratio

100Win Rate

Base case

18.699Net Profit

91.112PSR

3.555Sharpe Ratio

0.136Alpha

0.817Beta

41.184CAR

4.9Drawdown

0Loss Rate

2Parameters

1Security Types

0Sortino Ratio

125Tradeable Dates

11Trades

0.522Treynor Ratio

100Win Rate

Logical Asparagus Shark

5.472Net Profit

66.551PSR

1.538Sharpe Ratio

0.078Alpha

-0.02Beta

7.42CAR

2.6Drawdown

-0.03Loss Rate

1Parameters

0Security Types

1.662Sortino Ratio

0Tradeable Dates

873Trades

-3.803Treynor Ratio

0.25Win Rate

PokerWinner started the discussion Portfolio Minute Rebalancing

Hi,

3 years ago

PokerWinner started the discussion How can I use SetLeverage when using Symbol.Create?

I want to add leverage when picking stocks directly, is there a way? I have attached the Pairs...

3 years ago

PokerWinner started the discussion Help with "Statistical Arbitrage in the U.S. Equities Market" implementation

Hi everyone!I am trying to replicate results from this paper. I got as far as writing some code to...

3 years ago

PokerWinner started the discussion Major mistake in the Capacity calculations

Hi QuantConnect team, I was playing around with a Pairs Trading strategy available in the Strategy...

3 years ago

PokerWinner started the discussion Weird Capacity Dynamics

Hi everybody, 

3 years ago

PokerWinner started the discussion Next Elon Musk?!

Hi everybody, 

3 years ago

PokerWinner started the discussion IBAutomator weekend errors

Hi

3 years ago

PokerWinner left a comment in the discussion Next Elon Musk?!

Hi Louis, 

3 years ago

PokerWinner left a comment in the discussion Weird Capacity Dynamics

And this is the base case backtest

3 years ago

PokerWinner left a comment in the discussion VWAP Indicator

Any updates on using technical indicators on futures? Are they easier to implement now? 

3 years ago

PokerWinner left a comment in the discussion Major mistake in the Capacity calculations

3 years ago

PokerWinner left a comment in the discussion Major mistake in the Capacity calculations

ignore this. cannot delete post for some reason

3 years ago

PokerWinner left a comment in the discussion Major mistake in the Capacity calculations

Second backtest. I would have used tick resolution but that yields $0 capacity regardless.

3 years ago