Rakesh Gopal
Quant
Date Joined
7th September, 2019
Bootcamp progress
33% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2021-06-08 02:17:13
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2020-05-02 08:11:58
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2020-05-15 06:19:41
C# Programming
Choose C# as your preferred programming language.
2020-05-14 05:49:24
Python Programming
Choose Python as your preferred programming language.
2019-09-07 00:02:20
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2020-04-30 04:28:34
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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 (3)
View More16.81Net Profit
82.74PSR
2.81Sharpe Ratio
-0.005Alpha
0.997Beta
36.416CAR
5.4Drawdown
0Loss Rate
1Parameters
1Security Types
0Sortino Ratio
125Tradeable Dates
1Trades
0.376Treynor Ratio
0Win Rate
13.411Net Profit
19.554PSR
0.499Sharpe Ratio
0.055Alpha
-0.07Beta
5.359CAR
16.7Drawdown
-0.01Loss Rate
7Parameters
0Security Types
0.515Sortino Ratio
0Tradeable Dates
56Trades
-0.694Treynor Ratio
0.08Win Rate
14.485Net Profit
20.884PSR
0.53Sharpe Ratio
0.058Alpha
-0.07Beta
5.772CAR
16.8Drawdown
-0.01Loss Rate
7Parameters
0Security Types
0.556Sortino Ratio
0Tradeable Dates
103Trades
-0.745Treynor Ratio
0.06Win Rate
Community
View MoreRakesh started the discussion Need help with quarterly or biweekly rebalancing in Algorithm Framework
Ref:
Rakesh started the discussion Lean CLI Backtesting issues
Hi -
Rakesh started the discussion 5/10/20 year performance in Universe
Hi,
Rakesh left a comment in the discussion Need help with quarterly or biweekly rebalancing in Algorithm Framework
Attached the backtest of your cloned code (Only change is delta is set to 2 weeks and 4 weeks)
16.81Net Profit
82.74PSR
2.81Sharpe Ratio
-0.005Alpha
0.997Beta
36.416CAR
5.4Drawdown
0Loss Rate
1Parameters
1Security Types
0Sortino Ratio
125Tradeable Dates
1Trades
0.376Treynor Ratio
0Win Rate
13.411Net Profit
19.554PSR
0.499Sharpe Ratio
0.055Alpha
-0.07Beta
5.359CAR
16.7Drawdown
-0.01Loss Rate
7Parameters
0Security Types
0.515Sortino Ratio
0Tradeable Dates
56Trades
-0.694Treynor Ratio
0.08Win Rate
14.485Net Profit
20.884PSR
0.53Sharpe Ratio
0.058Alpha
-0.07Beta
5.772CAR
16.8Drawdown
-0.01Loss Rate
7Parameters
0Security Types
0.556Sortino Ratio
0Tradeable Dates
103Trades
-0.745Treynor Ratio
0.06Win Rate
Rakesh started the discussion Need help with quarterly or biweekly rebalancing in Algorithm Framework
Ref:
Rakesh started the discussion Lean CLI Backtesting issues
Hi -
Rakesh started the discussion 5/10/20 year performance in Universe
Hi,
Rakesh left a comment in the discussion Lean CLI Backtesting issues
Error Trace:
Rakesh left a comment in the discussion Need help with quarterly or biweekly rebalancing in Algorithm Framework
Attached the backtest of your cloned code (Only change is delta is set to 2 weeks and 4 weeks)
Rakesh left a comment in the discussion Need help with quarterly or biweekly rebalancing in Algorithm Framework
Thanks for your reply. The code is just a clone of your code. I have just modified the delta to 2...
Rakesh started the discussion How to Consolidators work?
If I have a hourly resolution, and I considate to Daily, how does Lean calculate OHLC values?
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Rakesh left a comment in the discussion Lean CLI Backtesting issues
Error Trace:
3 years ago