Ross Wendt
Quant
Date Joined
6th February, 2022
Bootcamp progress
0% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2022-03-08 20:45:16
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2022-02-07 15:02:20
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2022-05-02 17:14:51
C# Programming
Choose C# as your preferred programming language.
2022-03-05 16:45:44
Python Programming
Choose Python as your preferred programming language.
2022-02-06 21:46:15
Investor
2022-11-19 01:34:55
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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 More-17.04Net Profit
3.937PSR
-0.953Sharpe Ratio
-0.148Alpha
0.691Beta
-31.288CAR
23.2Drawdown
-0.07Loss Rate
16Parameters
1Security Types
-1.91Sortino Ratio
0Tradeable Dates
9834Trades
-0.294Treynor Ratio
0.02Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
16Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Community
View MoreRoss started the discussion Black Litterman Sadness
I have been having problems using multiple Alphas with Black Litterman in python. I have tried to...
Ross left a comment in the discussion Black Litterman Sadness
Upon further testing, points 3 and 4 seems can be relaxed substantially. I am not sure under what...
Ross left a comment in the discussion Black Litterman Sadness
I may have fixed the blocking bugs. 😊
-17.04Net Profit
3.937PSR
-0.953Sharpe Ratio
-0.148Alpha
0.691Beta
-31.288CAR
23.2Drawdown
-0.07Loss Rate
16Parameters
1Security Types
-1.91Sortino Ratio
0Tradeable Dates
9834Trades
-0.294Treynor Ratio
0.02Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
16Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Ross started the discussion Black Litterman Sadness
I have been having problems using multiple Alphas with Black Litterman in python. I have tried to...
Ross left a comment in the discussion Alpha Streams Refactoring 2.0
This looks like the right move given the performance of current Alpha. I support it, though it does...
Ross left a comment in the discussion Black Litterman Sadness
Upon further testing, points 3 and 4 seems can be relaxed substantially. I am not sure under what...
Ross left a comment in the discussion Black Litterman Sadness
I may have fixed the blocking bugs. 😊
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Ross left a comment in the discussion Alpha Streams Refactoring 2.0
This looks like the right move given the performance of current Alpha. I support it, though it does...
2 years ago