Roman Gutin
Quant
Date Joined
1st April, 2019
Bootcamp progress
23% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2022-10-10 19:38:54
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2019-12-05 03:47:20
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2019-12-01 03:34:54
Python Programming
Choose Python as your preferred programming language.
2019-04-01 15:57:01
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2019-11-30 07:26:03
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2020-08-30 17:06:32
- 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 (8)
View More57.545Net Profit
0PSR
0.495Sharpe Ratio
0.045Alpha
0.001Beta
6.054CAR
1.5Drawdown
-0.26Loss Rate
299Parameters
0Security Types
4.433Sortino Ratio
1946Tradeable Dates
3892Trades
34.959Treynor Ratio
0.27Win Rate
535.444Net Profit
92.84PSR
1.838Sharpe Ratio
0.289Alpha
0.743Beta
37.913CAR
20.7Drawdown
-3.66Loss Rate
301Parameters
0Security Types
2.451Sortino Ratio
1447Tradeable Dates
2139Trades
0.558Treynor Ratio
2.96Win Rate
546.231Net Profit
93.295PSR
1.856Sharpe Ratio
0.294Alpha
0.739Beta
38.317CAR
20.7Drawdown
-3.66Loss Rate
301Parameters
0Security Types
2.477Sortino Ratio
1447Tradeable Dates
2210Trades
0.566Treynor Ratio
2.95Win Rate
320Parameters
0Security Types
1298Tradeable Dates
61.723Net Profit
100PSR
4.277Sharpe Ratio
0.081Alpha
-0.024Beta
10.004CAR
0.7Drawdown
46Loss Rate
214Parameters
1Security Types
0.0462Sortino Ratio
1267Tradeable Dates
15670Trades
-3.271Treynor Ratio
54Win Rate
Community
View MoreRoman started the discussion Stock Split for LETFs Erroneously Generate P&L
Hi,
Roman started the discussion Build timeout
Anyone else having issues with building/backtesting? I haven't been able to complete a build for...
Roman started the discussion Any plans for Tensorflow Version 2 compatibility?
Its tragic that the TF Probability library isn't available. Are there any plans to get TF 2 working...
Roman started the discussion Simple trading strategy, but I am having a hard time understanding how to build this.
The strategy in abstract form is simple. There are two equities ZOO and POO and I want to test 30...
57.545Net Profit
0PSR
0.495Sharpe Ratio
0.045Alpha
0.001Beta
6.054CAR
1.5Drawdown
-0.26Loss Rate
299Parameters
0Security Types
4.433Sortino Ratio
1946Tradeable Dates
3892Trades
34.959Treynor Ratio
0.27Win Rate
535.444Net Profit
92.84PSR
1.838Sharpe Ratio
0.289Alpha
0.743Beta
37.913CAR
20.7Drawdown
-3.66Loss Rate
301Parameters
0Security Types
2.451Sortino Ratio
1447Tradeable Dates
2139Trades
0.558Treynor Ratio
2.96Win Rate
546.231Net Profit
93.295PSR
1.856Sharpe Ratio
0.294Alpha
0.739Beta
38.317CAR
20.7Drawdown
-3.66Loss Rate
301Parameters
0Security Types
2.477Sortino Ratio
1447Tradeable Dates
2210Trades
0.566Treynor Ratio
2.95Win Rate
320Parameters
0Security Types
1298Tradeable Dates
61.723Net Profit
100PSR
4.277Sharpe Ratio
0.081Alpha
-0.024Beta
10.004CAR
0.7Drawdown
46Loss Rate
214Parameters
1Security Types
0.0462Sortino Ratio
1267Tradeable Dates
15670Trades
-3.271Treynor Ratio
54Win Rate
342.613Net Profit
100PSR
6.747Sharpe Ratio
0.246Alpha
-0.025Beta
34.316CAR
3.8Drawdown
45Loss Rate
214Parameters
1Security Types
0.0456Sortino Ratio
1267Tradeable Dates
22054Trades
-9.774Treynor Ratio
55Win Rate
173Parameters
0Security Types
1504Tradeable Dates
51Parameters
0Security Types
544Tradeable Dates
Roman started the discussion Stock Split for LETFs Erroneously Generate P&L
Hi,
Roman left a comment in the discussion YANG, Minute The issue starts from Mar 23rd, 2016; and continues until Mar 25th, 2016
Hi, was this ever resolved? Im still seeing this behavior while backtesting
Roman started the discussion Build timeout
Anyone else having issues with building/backtesting? I haven't been able to complete a build for...
Roman started the discussion Any plans for Tensorflow Version 2 compatibility?
Its tragic that the TF Probability library isn't available. Are there any plans to get TF 2 working...
Roman started the discussion Simple trading strategy, but I am having a hard time understanding how to build this.
The strategy in abstract form is simple. There are two equities ZOO and POO and I want to test 30...
Roman started the discussion Using the notebook enviornemnt
Hi All!
Roman left a comment in the discussion Using the notebook enviornemnt
Hey Alex!
QuantConnect™ 2025. All Rights Reserved
Roman left a comment in the discussion YANG, Minute The issue starts from Mar 23rd, 2016; and continues until Mar 25th, 2016
Hi, was this ever resolved? Im still seeing this behavior while backtesting
2 years ago