Ritaelyn
Quant
Date Joined
9th June, 2017
Bootcamp progress
17% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2021-01-01 08:43:08
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2019-10-02 07:12:26
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2018-09-04 23:06:16
C# Programming
Choose C# as your preferred programming language.
2023-04-04 06:09:40
Python Programming
Choose Python as your preferred programming language.
2023-03-21 03:57:07
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2020-12-26 23:56:50
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2020-12-23 05:57:26
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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 (6)
View More0.746Net Profit
44.339PSR
0.864Sharpe Ratio
0.703Alpha
1.559Beta
9.445CAR
26.2Drawdown
-0.06Loss Rate
7Parameters
0Security Types
0.074Sortino Ratio
25Tradeable Dates
3Trades
0.674Treynor Ratio
0Win Rate
62.087Net Profit
42.439PSR
0.963Sharpe Ratio
0.053Alpha
0.442Beta
14.048CAR
13.4Drawdown
-4.24Loss Rate
7Parameters
0Security Types
1.173Sortino Ratio
1141Tradeable Dates
24Trades
0.265Treynor Ratio
9.84Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
7Parameters
0Security Types
-0.216Sortino Ratio
26Tradeable Dates
4Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
7Parameters
0Security Types
-0.216Sortino Ratio
26Tradeable Dates
4Trades
0Treynor Ratio
0Win Rate
0.06Net Profit
0PSR
3.15Sharpe Ratio
20.545Alpha
55.082Beta
6.104CAR
14.9Drawdown
-14.86Loss Rate
7Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
4Tradeable Dates
7Trades
0.147Treynor Ratio
8.77Win Rate
Community
View MoreRitaelyn started the discussion ZB Futures has bad trade data on 12/22/2016
ZB futures are priced at $0 on 12/22/2016. This is really problematic as buy and hold on any sort...
Ritaelyn left a comment in the discussion ZB Futures has bad trade data on 12/22/2016
Here is a buy&hold backtest rolling /ZB contracts. It's buying enough contracts with cash up to...
Ritaelyn left a comment in the discussion Shipped: L1 Equity Quote Data + Instant Universe Selection
Sweet! Thanks Derek!
Ritaelyn left a comment in the discussion Shipped: L1 Equity Quote Data + Instant Universe Selection
Great work! Does the L1 data include ETF quotes or is it just stocks for the time being? If it...
0.746Net Profit
44.339PSR
0.864Sharpe Ratio
0.703Alpha
1.559Beta
9.445CAR
26.2Drawdown
-0.06Loss Rate
7Parameters
0Security Types
0.074Sortino Ratio
25Tradeable Dates
3Trades
0.674Treynor Ratio
0Win Rate
62.087Net Profit
42.439PSR
0.963Sharpe Ratio
0.053Alpha
0.442Beta
14.048CAR
13.4Drawdown
-4.24Loss Rate
7Parameters
0Security Types
1.173Sortino Ratio
1141Tradeable Dates
24Trades
0.265Treynor Ratio
9.84Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
7Parameters
0Security Types
-0.216Sortino Ratio
26Tradeable Dates
4Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
7Parameters
0Security Types
-0.216Sortino Ratio
26Tradeable Dates
4Trades
0Treynor Ratio
0Win Rate
0.06Net Profit
0PSR
3.15Sharpe Ratio
20.545Alpha
55.082Beta
6.104CAR
14.9Drawdown
-14.86Loss Rate
7Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
4Tradeable Dates
7Trades
0.147Treynor Ratio
8.77Win Rate
2.298Net Profit
40.421PSR
0.887Sharpe Ratio
0.002Alpha
0.019Beta
0.62CAR
0.7Drawdown
-0.15Loss Rate
6Parameters
0Security Types
1.118Sortino Ratio
1141Tradeable Dates
24Trades
0.264Treynor Ratio
0.41Win Rate
Ritaelyn started the discussion ZB Futures has bad trade data on 12/22/2016
ZB futures are priced at $0 on 12/22/2016. This is really problematic as buy and hold on any sort...
Ritaelyn left a comment in the discussion ZB Futures has bad trade data on 12/22/2016
Fixed the notional value calculating as it should be ordering 7 contracts, not 13(which 13 is very...
Ritaelyn left a comment in the discussion ZB Futures has bad trade data on 12/22/2016
Here is a buy&hold backtest rolling /ZB contracts. It's buying enough contracts with cash up to...
Ritaelyn left a comment in the discussion Shipped: L1 Equity Quote Data + Instant Universe Selection
Sweet! Thanks Derek!
Ritaelyn left a comment in the discussion Shipped: L1 Equity Quote Data + Instant Universe Selection
Great work! Does the L1 data include ETF quotes or is it just stocks for the time being? If it...
Ritaelyn started the discussion Possible to model tax lot methods?
I'm considering going live with an algorithm but it does a lot of portfolio rebalancing across a...
Ritaelyn started the discussion Interactive Brokers Paper Account Won't fill certain securities even with a market order
I've launched a live algorithm against a paper account on Interactive Brokers. IBKR isn't letting...
Ritaelyn left a comment in the discussion Probabilistic Sharpe Ratio
Hi Jared,
Ritaelyn started the discussion Possible to use delayed data live trading?
I have a trading algorithm that trades futures that I want to test live using my Interactive...
Ritaelyn left a comment in the discussion Are extended market hours ignored with Resolution.Hour?
You can have it return extended hours in the AddEquity function by setting the extendedMarketHours...
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Ritaelyn left a comment in the discussion ZB Futures has bad trade data on 12/22/2016
Fixed the notional value calculating as it should be ordering 7 contracts, not 13(which 13 is very...
3 years ago