Rahul Chowdhury
Number Cruncher
Date Joined
5th October, 2019
Bootcamp progress
81% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2019-12-18 01:41:40
Chatter Box
Leave at least 100 comments on community posts.
2020-01-30 22:53:44
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2019-12-18 21:42:42
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2020-01-04 05:36:08
Parallel Live Trading
Run multiple live algorithms simultaneously.
2020-02-04 23:50:08
Cloner
Clone at least 100 algorithms from the community.
2021-12-02 19:59:46
C# Programming
Choose C# as your preferred programming language.
2019-12-12 22:46:47
Python Programming
Choose Python as your preferred programming language.
2019-10-05 15:51:26
Popular
Receive at least 10 upvotes from different users in the community.
2020-01-03 08:54:43
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2019-10-10 03:24:59
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2019-12-10 00:30:31
Verified User
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2020-07-15 17:45:36
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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 (474)
View More-0.239Net Profit
3.881PSR
-15.113Sharpe Ratio
-0.054Alpha
0Beta
-0.217CAR
0.7Drawdown
-0.03Loss Rate
34Parameters
0Security Types
274Tradeable Dates
89Trades
427.794Treynor Ratio
0.04Win Rate
-0.356Net Profit
2.38PSR
-16.583Sharpe Ratio
-0.057Alpha
-0.001Beta
-0.415CAR
0.6Drawdown
-0.03Loss Rate
34Parameters
0Security Types
214Tradeable Dates
91Trades
70.398Treynor Ratio
0.03Win Rate
-0.239Net Profit
3.881PSR
-15.113Sharpe Ratio
-0.054Alpha
0Beta
-0.217CAR
0.7Drawdown
-0.03Loss Rate
34Parameters
0Security Types
274Tradeable Dates
89Trades
424.211Treynor Ratio
0.04Win Rate
-0.351Net Profit
2.436PSR
-16.845Sharpe Ratio
-0.056Alpha
-0.002Beta
-0.423CAR
0.5Drawdown
-0.03Loss Rate
34Parameters
0Security Types
208Tradeable Dates
87Trades
30.56Treynor Ratio
0.03Win Rate
-3.489Net Profit
6.126PSR
-2.299Sharpe Ratio
-0.142Alpha
0.121Beta
-11.338CAR
7.2Drawdown
-0.07Loss Rate
31Parameters
1Security Types
76Tradeable Dates
987Trades
-1.104Treynor Ratio
0.09Win Rate
Community
View MoreRahul started the discussion Reversal Fakeout Alpha
Hey Guys!I wrote a momentum strategy which trades the top 1000 liquid stocks. The strategy was...
Rahul started the discussion History Request For Expired Futures
I am attempting to warm up indicators/rolling windows with historical futures data. The goal is to...
Rahul left a comment in the discussion OptionStrategies - Limit Orders
Hey Daniel,1. We can create a OptionStrategy that executes using limit orders by changing the...
Rahul left a comment in the discussion Back testing option strategy for sp 500 is taking very long time
Hey Saravana,The implied volatility isn't available because the contract hasn't been added yet and...
-0.239Net Profit
3.881PSR
-15.113Sharpe Ratio
-0.054Alpha
0Beta
-0.217CAR
0.7Drawdown
-0.03Loss Rate
34Parameters
0Security Types
274Tradeable Dates
89Trades
427.794Treynor Ratio
0.04Win Rate
-0.356Net Profit
2.38PSR
-16.583Sharpe Ratio
-0.057Alpha
-0.001Beta
-0.415CAR
0.6Drawdown
-0.03Loss Rate
34Parameters
0Security Types
214Tradeable Dates
91Trades
70.398Treynor Ratio
0.03Win Rate
-0.239Net Profit
3.881PSR
-15.113Sharpe Ratio
-0.054Alpha
0Beta
-0.217CAR
0.7Drawdown
-0.03Loss Rate
34Parameters
0Security Types
274Tradeable Dates
89Trades
424.211Treynor Ratio
0.04Win Rate
-0.351Net Profit
2.436PSR
-16.845Sharpe Ratio
-0.056Alpha
-0.002Beta
-0.423CAR
0.5Drawdown
-0.03Loss Rate
34Parameters
0Security Types
208Tradeable Dates
87Trades
30.56Treynor Ratio
0.03Win Rate
-3.489Net Profit
6.126PSR
-2.299Sharpe Ratio
-0.142Alpha
0.121Beta
-11.338CAR
7.2Drawdown
-0.07Loss Rate
31Parameters
1Security Types
76Tradeable Dates
987Trades
-1.104Treynor Ratio
0.09Win Rate
-0.184Net Profit
3.923PSR
-22.952Sharpe Ratio
-0.056Alpha
0.009Beta
-0.268CAR
0.3Drawdown
46Loss Rate
25Parameters
1Security Types
-0.0593Sortino Ratio
173Tradeable Dates
361Trades
-6.289Treynor Ratio
54Win Rate
0.615Net Profit
66.935PSR
-2.655Sharpe Ratio
-0.033Alpha
0.006Beta
3.17CAR
0.5Drawdown
41Loss Rate
18Parameters
1Security Types
0.1472Sortino Ratio
51Tradeable Dates
641Trades
-5.643Treynor Ratio
59Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
20Parameters
1Security Types
0Sortino Ratio
1Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
4.338Net Profit
92.667PSR
2.82Sharpe Ratio
0.122Alpha
0.115Beta
30.811CAR
1.4Drawdown
-0.02Loss Rate
18Parameters
1Security Types
40Tradeable Dates
921Trades
1.33Treynor Ratio
0.02Win Rate
627.293Net Profit
84.859PSR
1.377Sharpe Ratio
0.156Alpha
0.051Beta
22.981CAR
16.6Drawdown
-0.92Loss Rate
42Parameters
0Security Types
2.403Sortino Ratio
2414Tradeable Dates
281Trades
3.146Treynor Ratio
3.14Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
34Parameters
0Security Types
0Sortino Ratio
2Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
4.527Net Profit
95.462PSR
19.249Sharpe Ratio
5.814Alpha
0.287Beta
545.418CAR
1.5Drawdown
0Loss Rate
30Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
7Tradeable Dates
2Trades
19.655Treynor Ratio
4.53Win Rate
8.169Net Profit
72.736PSR
13.799Sharpe Ratio
6.635Alpha
-3.015Beta
989.539CAR
10.7Drawdown
0Loss Rate
11Parameters
0Security Types
18.643Sortino Ratio
8Tradeable Dates
5Trades
-2.368Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
9Parameters
1Security Types
7.9228162514264E+28Sortino Ratio
125Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
3.859Net Profit
79.941PSR
2.692Sharpe Ratio
0.121Alpha
0.227Beta
16.673CAR
2.3Drawdown
-0.41Loss Rate
22Parameters
0Security Types
3.267Sortino Ratio
62Tradeable Dates
28Trades
0.719Treynor Ratio
1.03Win Rate
26.8Net Profit
96.319PSR
7.496Sharpe Ratio
0.801Alpha
1.867Beta
235.347CAR
8.1Drawdown
-7.71Loss Rate
0Parameters
0Security Types
13.262Sortino Ratio
51Tradeable Dates
6Trades
0.93Treynor Ratio
22.55Win Rate
0Net Profit
24.151PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
11Parameters
2Security Types
0Sortino Ratio
124Tradeable Dates
11Trades
0Treynor Ratio
100Win Rate
2.936Net Profit
42.499PSR
0.75Sharpe Ratio
0.2Alpha
-0.24Beta
7.955CAR
5.6Drawdown
-0.48Loss Rate
13Parameters
0Security Types
0.837Sortino Ratio
95Tradeable Dates
90Trades
-0.292Treynor Ratio
0.51Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
24Parameters
2Security Types
7.9228162514264E+28Sortino Ratio
96Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-0.004Net Profit
0.588PSR
-3.849Sharpe Ratio
-0.001Alpha
0Beta
-0.053CAR
0Drawdown
0Loss Rate
24Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
17Tradeable Dates
2Trades
-2.992Treynor Ratio
0Win Rate
-0.01Net Profit
17.087PSR
-0.908Sharpe Ratio
0Alpha
0Beta
-0.042CAR
0.1Drawdown
0Loss Rate
180Parameters
0Security Types
-1.1Sortino Ratio
61Tradeable Dates
4Trades
1.443Treynor Ratio
0Win Rate
1.301Net Profit
64.255PSR
1.585Sharpe Ratio
0.074Alpha
-0.067Beta
5.506CAR
1.1Drawdown
-0.33Loss Rate
17Parameters
0Security Types
1.54Sortino Ratio
60Tradeable Dates
16Trades
-0.686Treynor Ratio
0.46Win Rate
-0.033Net Profit
22.792PSR
-1.058Sharpe Ratio
0.005Alpha
-0.008Beta
-0.269CAR
0.2Drawdown
-0.44Loss Rate
19Parameters
0Security Types
-0.633Sortino Ratio
32Tradeable Dates
3Trades
0.332Treynor Ratio
0.41Win Rate
5.709Net Profit
68.459PSR
2.096Sharpe Ratio
0.264Alpha
-0.111Beta
25.894CAR
4.3Drawdown
-0.19Loss Rate
16Parameters
0Security Types
2.936Sortino Ratio
60Tradeable Dates
17Trades
-1.96Treynor Ratio
0.28Win Rate
-0.01Net Profit
17.087PSR
-0.908Sharpe Ratio
0Alpha
0Beta
-0.042CAR
0.1Drawdown
0Loss Rate
180Parameters
0Security Types
-1.1Sortino Ratio
61Tradeable Dates
4Trades
1.443Treynor Ratio
0Win Rate
0.904Net Profit
94.547PSR
3.758Sharpe Ratio
0.116Alpha
-0.084Beta
12.942CAR
0Drawdown
0Loss Rate
14Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
18Tradeable Dates
4Trades
-1.297Treynor Ratio
0.45Win Rate
-0.006Net Profit
21.742PSR
-0.252Sharpe Ratio
0Alpha
-0.001Beta
-0.018CAR
0Drawdown
0Loss Rate
11Parameters
1Security Types
-0.827Sortino Ratio
318Tradeable Dates
23Trades
0.176Treynor Ratio
0Win Rate
0.014Net Profit
43.229PSR
0.394Sharpe Ratio
-0.01Alpha
0.046Beta
0.166CAR
0.2Drawdown
-0.02Loss Rate
19Parameters
0Security Types
1.624Sortino Ratio
22Tradeable Dates
94Trades
0.067Treynor Ratio
0.02Win Rate
0.014Net Profit
43.229PSR
0.394Sharpe Ratio
-0.01Alpha
0.046Beta
0.166CAR
0.2Drawdown
-0.02Loss Rate
19Parameters
0Security Types
1.624Sortino Ratio
22Tradeable Dates
94Trades
0.067Treynor Ratio
0.02Win Rate
Rahul started the discussion Reversal Fakeout Alpha
Hey Guys!I wrote a momentum strategy which trades the top 1000 liquid stocks. The strategy was...
Rahul started the discussion History Request For Expired Futures
I am attempting to warm up indicators/rolling windows with historical futures data. The goal is to...
Rahul left a comment in the discussion Short Vertical Credit Put Spread
Hey Welly,1) Here is an example that uses OptionStrategies.Straddle.2) You define the strikes...
Rahul left a comment in the discussion OptionStrategies - Limit Orders
Hey Daniel,1. We can create a OptionStrategy that executes using limit orders by changing the...
Rahul left a comment in the discussion Back testing option strategy for sp 500 is taking very long time
Hey Saravana,The implied volatility isn't available because the contract hasn't been added yet and...
Rahul left a comment in the discussion One minute VIX data
Hey Mislav,
Rahul left a comment in the discussion Covered call example question
Hey Danfeng,In live trading, We can see a list of the current holdings in the Holdings tab....
Rahul left a comment in the discussion Tracking error is non-zero even without trading
Hey Serena,You're absolutely correct! Since the algorithm is not placing any trades, its returns...
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Rahul left a comment in the discussion Short Vertical Credit Put Spread
Hey Welly,1) Here is an example that uses OptionStrategies.Straddle.2) You define the strikes...
4 years ago