Rob Wishart
Quant
Date Joined
26th May, 2020
Bootcamp progress
26% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2020-06-19 08:41:57
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2020-06-18 20:12:55
Python Programming
Choose Python as your preferred programming language.
2020-05-26 09:55:47
- Profile
- Backtests
- Community
Biography
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 More0.112Net Profit
0.007PSR
0.209Sharpe Ratio
0Alpha
0Beta
0.006CAR
0.1Drawdown
11Loss Rate
8Parameters
1Security Types
0.5873Sortino Ratio
4910Tradeable Dates
36Trades
-0.312Treynor Ratio
89Win Rate
0.112Net Profit
0.007PSR
0.209Sharpe Ratio
0Alpha
0Beta
0.006CAR
0.1Drawdown
11Loss Rate
8Parameters
1Security Types
0.5873Sortino Ratio
4910Tradeable Dates
36Trades
-0.312Treynor Ratio
89Win Rate
Community
View MoreRob started the discussion LEAN Docker images for ARM64
Is the docker image for arm64 available yet ?
Rob started the discussion Self.Log - where is output being sent
I have issued a simple test message i.e. self.Log("testmessage") and cannot find where the message...
Rob left a comment in the discussion Psr and alpha market
Thanks for the advice.
Rob left a comment in the discussion Self.Log - where is output being sent
Here is a script that succeeded. It is an earlier backtest of the same script and the script was...
0.112Net Profit
0.007PSR
0.209Sharpe Ratio
0Alpha
0Beta
0.006CAR
0.1Drawdown
11Loss Rate
8Parameters
1Security Types
0.5873Sortino Ratio
4910Tradeable Dates
36Trades
-0.312Treynor Ratio
89Win Rate
0.112Net Profit
0.007PSR
0.209Sharpe Ratio
0Alpha
0Beta
0.006CAR
0.1Drawdown
11Loss Rate
8Parameters
1Security Types
0.5873Sortino Ratio
4910Tradeable Dates
36Trades
-0.312Treynor Ratio
89Win Rate
Rob started the discussion LEAN Docker images for ARM64
Is the docker image for arm64 available yet ?
Rob started the discussion Self.Log - where is output being sent
I have issued a simple test message i.e. self.Log("testmessage") and cannot find where the message...
Rob left a comment in the discussion Psr and alpha market
Thanks. That's exactly what I wanted to hear.
Rob left a comment in the discussion Psr and alpha market
Thanks for the advice.
Rob left a comment in the discussion Self.Log - where is output being sent
Here is a script that succeeded. It is an earlier backtest of the same script and the script was...
Rob left a comment in the discussion Self.Log - where is output being sent
Here is a script that failed. The log file was 204 bytes long and contained only the message...
Rob left a comment in the discussion Self.Log - where is output being sent
Thank you for responding.
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Rob left a comment in the discussion Psr and alpha market
Thanks. That's exactly what I wanted to hear.
4 years ago