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Robert Bach

Quant Researcher

Date Joined

22nd February, 2024

Bootcamp progress

94% Complete

Achievements

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Algorithm Sharing

Share an algorithm with the community by making your algorithm public.

2024-06-10 19:39:39
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Backtester

Run at least 100 backtests on QuantConnect's cloud.

2024-05-24 09:34:39
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Live Trading

Deploy a live trading algorithm using one of QuantConnect's supported brokerages.

2024-06-14 06:44:43
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Parallel Live Trading

Run multiple live algorithms simultaneously.

2024-06-26 16:27:36
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C# Programming

Choose C# as your preferred programming language.

2024-05-23 15:43:53
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Python Programming

Choose Python as your preferred programming language.

2024-02-22 13:40:34
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Boot Camp Private

Complete a beginner bootcamp in the algorithm lab.

2024-05-14 16:03:41
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Boot Camp Corporal

Complete an advanced bootcamp in the algorithm lab.

2024-05-25 11:37:00
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Biography

With high proficiency in Python and C#, I have been developing, backtesting, and deploying trading strategies for traders on the QuantConnect platform. I also contribute to and maintain Backtrader, a quantitative backtesting framework. Additionally, I conduct quantitative research such as the impact of the Black-Litterman model in portfolio construction and ML/AI applications for pair trading algorithms.

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 (29)

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Creative Magenta Gaur

58.459Net Profit

6.539PSR

0.319Sharpe Ratio

-0.01Alpha

0.821Beta

10.035CAR

37.7Drawdown

-0.28Loss Rate

0Parameters

0Security Types

1210Tradeable Dates

3357Trades

0.079Treynor Ratio

0.19Win Rate

Calm Brown Butterfly

59.057Net Profit

48.499PSR

0.816Sharpe Ratio

0.059Alpha

0.766Beta

29.218CAR

19Drawdown

-0.96Loss Rate

0Parameters

0Security Types

467Tradeable Dates

794Trades

0.216Treynor Ratio

1.13Win Rate

Logical Asparagus Gull

51.375Net Profit

38.688PSR

0.633Sharpe Ratio

0.031Alpha

0.733Beta

23.4CAR

22.6Drawdown

49Loss Rate

0Parameters

1Security Types

0.483Sortino Ratio

510Tradeable Dates

906Trades

0.172Treynor Ratio

51Win Rate

Adaptable Brown Albatross

111.072Net Profit

41.867PSR

0.961Sharpe Ratio

0.214Alpha

1.755Beta

53.962CAR

41Drawdown

-2.21Loss Rate

0Parameters

0Security Types

446Tradeable Dates

782Trades

0.259Treynor Ratio

2.53Win Rate

Geeky Brown Elephant

114.096Net Profit

51.814PSR

1.095Sharpe Ratio

0.248Alpha

1.056Beta

55.376CAR

26Drawdown

-1.49Loss Rate

0Parameters

0Security Types

445Tradeable Dates

1028Trades

0.372Treynor Ratio

1.86Win Rate

Community

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Robert left a comment in the discussion High Volume Node Retracements

Manual warming up indicator

6 months ago

Creative Magenta Gaur

58.459Net Profit

6.539PSR

0.319Sharpe Ratio

-0.01Alpha

0.821Beta

10.035CAR

37.7Drawdown

-0.28Loss Rate

0Parameters

0Security Types

1210Tradeable Dates

3357Trades

0.079Treynor Ratio

0.19Win Rate

Calm Brown Butterfly

59.057Net Profit

48.499PSR

0.816Sharpe Ratio

0.059Alpha

0.766Beta

29.218CAR

19Drawdown

-0.96Loss Rate

0Parameters

0Security Types

467Tradeable Dates

794Trades

0.216Treynor Ratio

1.13Win Rate

Logical Asparagus Gull

51.375Net Profit

38.688PSR

0.633Sharpe Ratio

0.031Alpha

0.733Beta

23.4CAR

22.6Drawdown

49Loss Rate

0Parameters

1Security Types

0.483Sortino Ratio

510Tradeable Dates

906Trades

0.172Treynor Ratio

51Win Rate

Adaptable Brown Albatross

111.072Net Profit

41.867PSR

0.961Sharpe Ratio

0.214Alpha

1.755Beta

53.962CAR

41Drawdown

-2.21Loss Rate

0Parameters

0Security Types

446Tradeable Dates

782Trades

0.259Treynor Ratio

2.53Win Rate

Geeky Brown Elephant

114.096Net Profit

51.814PSR

1.095Sharpe Ratio

0.248Alpha

1.056Beta

55.376CAR

26Drawdown

-1.49Loss Rate

0Parameters

0Security Types

445Tradeable Dates

1028Trades

0.372Treynor Ratio

1.86Win Rate

Swimming Violet Rabbit

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

4Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Energetic Black Galago

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

4Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Focused Yellow Llama

1200.059Net Profit

86.636PSR

3.879Sharpe Ratio

3.014Alpha

3.661Beta

412.868CAR

35Drawdown

52Loss Rate

0Parameters

1Security Types

4.212Sortino Ratio

405Tradeable Dates

1910Trades

0.956Treynor Ratio

48Win Rate

Energetic Red Orange Armadillo

-86.327Net Profit

0PSR

-1.348Sharpe Ratio

-0.274Alpha

-0.061Beta

-36.912CAR

86.3Drawdown

-10.74Loss Rate

0Parameters

0Security Types

1086Tradeable Dates

204Trades

4.557Treynor Ratio

15.41Win Rate

Hipster Asparagus Jaguar

-90.24Net Profit

0PSR

-1.279Sharpe Ratio

-0.321Alpha

0.103Beta

-41.649CAR

90.7Drawdown

-10.83Loss Rate

0Parameters

0Security Types

1086Tradeable Dates

272Trades

-3.033Treynor Ratio

14.82Win Rate

Sleepy Brown Kangaroo

-94.773Net Profit

0PSR

-1.46Sharpe Ratio

-0.393Alpha

0.195Beta

-49.502CAR

94.9Drawdown

-11.02Loss Rate

0Parameters

0Security Types

1086Tradeable Dates

272Trades

-1.928Treynor Ratio

12.73Win Rate

Calm Apricot Bear

46.336Net Profit

31.436PSR

0.698Sharpe Ratio

0Alpha

0Beta

34.263CAR

61.7Drawdown

-0.26Loss Rate

0Parameters

1Security Types

332Tradeable Dates

7444Trades

0Treynor Ratio

0.42Win Rate

Measured Asparagus Hippopotamus

40.096Net Profit

37.3PSR

0.673Sharpe Ratio

0Alpha

0Beta

29.811CAR

35Drawdown

-0.26Loss Rate

0Parameters

1Security Types

332Tradeable Dates

3644Trades

0Treynor Ratio

0.41Win Rate

Adaptable Yellow Whale

0Parameters

1Security Types

332Tradeable Dates

Crawling Brown Chicken

0Parameters

1Security Types

332Tradeable Dates

Calculating Violet Alligator

0Parameters

1Security Types

332Tradeable Dates

Logical Yellow Owlet

0Parameters

1Security Types

332Tradeable Dates

Square Fluorescent Orange Baboon

4629.797Net Profit

96.129PSR

14.275Sharpe Ratio

17.634Alpha

9.045Beta

2141.2CAR

66.8Drawdown

-2.07Loss Rate

0Parameters

0Security Types

386Tradeable Dates

3139Trades

2.107Treynor Ratio

3.56Win Rate

Smooth Fluorescent Yellow Albatross

4629.797Net Profit

96.129PSR

14.275Sharpe Ratio

17.634Alpha

9.045Beta

2141.2CAR

66.8Drawdown

-2.07Loss Rate

0Parameters

0Security Types

386Tradeable Dates

3139Trades

2.107Treynor Ratio

3.56Win Rate

Focused Brown Caterpillar

4629.797Net Profit

96.129PSR

14.275Sharpe Ratio

17.634Alpha

9.045Beta

2141.2CAR

66.8Drawdown

-2.07Loss Rate

0Parameters

0Security Types

386Tradeable Dates

3139Trades

2.107Treynor Ratio

3.56Win Rate

Dancing Brown Cow

2199.016Net Profit

91.286PSR

9.195Sharpe Ratio

10.338Alpha

9.91Beta

1152.726CAR

74.6Drawdown

-19.81Loss Rate

0Parameters

0Security Types

386Tradeable Dates

174Trades

1.2Treynor Ratio

7.97Win Rate

Logical Blue Penguin

18.202Net Profit

52.595PSR

0.559Sharpe Ratio

-0.068Alpha

0.794Beta

14.967CAR

12.9Drawdown

-0.26Loss Rate

25Parameters

0Security Types

300Tradeable Dates

1126Trades

0.068Treynor Ratio

0.61Win Rate

Alert Brown Buffalo

112.465Net Profit

7.568PSR

0.434Sharpe Ratio

0.019Alpha

0.831Beta

12.925CAR

37Drawdown

-0.3Loss Rate

14Parameters

0Security Types

1558Tradeable Dates

3835Trades

0.104Treynor Ratio

0.23Win Rate

Swimming Asparagus Lemur

20.97Net Profit

1.262PSR

0.07Sharpe Ratio

-0.037Alpha

0.616Beta

3.226CAR

29.2Drawdown

-1.76Loss Rate

11Parameters

0Security Types

1509Tradeable Dates

423Trades

0.015Treynor Ratio

1.11Win Rate

Crawling Fluorescent Pink Parrot

111.967Net Profit

7.65PSR

0.436Sharpe Ratio

0.021Alpha

0.832Beta

12.961CAR

37Drawdown

-0.3Loss Rate

14Parameters

0Security Types

1549Tradeable Dates

3791Trades

0.104Treynor Ratio

0.23Win Rate

Crawling Magenta Mosquito

52.599Net Profit

3.108PSR

0.252Sharpe Ratio

-0.021Alpha

0.873Beta

7.295CAR

35.4Drawdown

-0.17Loss Rate

2Parameters

0Security Types

1509Tradeable Dates

4793Trades

0.051Treynor Ratio

0.16Win Rate

Adaptable Fluorescent Yellow Anguilline

71.3Net Profit

3.98PSR

0.314Sharpe Ratio

0Alpha

0Beta

9.381CAR

36Drawdown

-1.5Loss Rate

2Parameters

0Security Types

0Tradeable Dates

561Trades

0Treynor Ratio

1.46Win Rate

Adaptable Red Owlet

-2.892Net Profit

0.426PSR

0.022Sharpe Ratio

-0.068Alpha

0.985Beta

-0.488CAR

49.4Drawdown

-0.78Loss Rate

12Parameters

0Security Types

1509Tradeable Dates

1451Trades

0.006Treynor Ratio

0.62Win Rate

Adaptable Red Tapir

-6.054Net Profit

14.36PSR

0.102Sharpe Ratio

-0.147Alpha

1.181Beta

-6.038CAR

48.2Drawdown

-1.51Loss Rate

13Parameters

0Security Types

253Tradeable Dates

219Trades

0.037Treynor Ratio

0.96Win Rate

Robert left a comment in the discussion High Volume Node Retracements

Manual warming up indicator

6 months ago

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Open Quant League

The Open-Quant League is a quarterly competition between universities and investment clubs for the best-performing strategy. The previous quarter's code is open-sourced, and competitors must adapt to survive.

Get this certificate by participating in our Open Quant League

Download as PDF

Open Quant League

The Open-Quant League is a quarterly competition between universities and investment clubs for the best-performing strategy. The previous quarter's code is open-sourced, and competitors must adapt to survive.

Get this certificate by participating in our Open Quant League

Download as PDF

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