Quant Stratege
Quant
Date Joined
15th September, 2016
Bootcamp progress
0% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2021-11-07 13:01:28
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2018-01-24 21:50:31
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2018-01-24 20:54:58
Parallel Live Trading
Run multiple live algorithms simultaneously.
2018-01-24 20:54:58
Cloner
Clone at least 100 algorithms from the community.
2018-01-27 09:44:03
C# Programming
Choose C# as your preferred programming language.
2020-01-14 18:20:16
Python Programming
Choose Python as your preferred programming language.
2020-01-21 12:59:33
Alpha Streams Developer
Have at least 1 Alpha Stream submission approved.
2021-12-08 14:42:26
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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 More-4.55Net Profit
0PSR
-9.943Sharpe Ratio
0Alpha
0Beta
-44.726CAR
4.5Drawdown
-0.02Loss Rate
7Parameters
0Security Types
-11.755Sortino Ratio
19Tradeable Dates
540Trades
0Treynor Ratio
0.01Win Rate
73.458Net Profit
0.613Sharpe Ratio
0.078Alpha
-0.033Beta
8.476CAR
24.3Drawdown
44Loss Rate
1Security Types
0.04971578181695Sortino Ratio
1703Tradeable Dates
3148Trades
-2.208Treynor Ratio
56Win Rate
Community
View MoreQuant left a comment in the discussion Inter-Exchange Arbitrage with Atreyu Brokerage
Hi,
Quant left a comment in the discussion Strategy Library Addition: Optimal Pairs Trading through Ornstein-Uhlenbeck modeling
Interesting study, how is it possible to extend OU optimization to a meanreverting portfolio ?...
Quant left a comment in the discussion Issues with connections
Same problem today when I build in python :
Quant left a comment in the discussion Massive Speed & Memory Upgrade
Works fine today with no bugs and with good speed improvment on multi asset algo
-4.55Net Profit
0PSR
-9.943Sharpe Ratio
0Alpha
0Beta
-44.726CAR
4.5Drawdown
-0.02Loss Rate
7Parameters
0Security Types
-11.755Sortino Ratio
19Tradeable Dates
540Trades
0Treynor Ratio
0.01Win Rate
73.458Net Profit
0.613Sharpe Ratio
0.078Alpha
-0.033Beta
8.476CAR
24.3Drawdown
44Loss Rate
1Security Types
0.04971578181695Sortino Ratio
1703Tradeable Dates
3148Trades
-2.208Treynor Ratio
56Win Rate
Quant left a comment in the discussion Alpha Streams Portfolio Optimization Notebook
Hi Derek,
Quant left a comment in the discussion Inter-Exchange Arbitrage with Atreyu Brokerage
Hi,
Quant left a comment in the discussion Strategy Library Addition: Optimal Pairs Trading through Ornstein-Uhlenbeck modeling
Interesting study, how is it possible to extend OU optimization to a meanreverting portfolio ?...
Quant left a comment in the discussion Issues with connections
Same problem today when I build in python :
Quant left a comment in the discussion Massive Speed & Memory Upgrade
Works fine today with no bugs and with good speed improvment on multi asset algo
Quant left a comment in the discussion Fundamental Factor Notebook
Try to use your multi factors in a long-short algo but don't get your good result as...
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Quant left a comment in the discussion Alpha Streams Portfolio Optimization Notebook
Hi Derek,
2 years ago