Rulak
Quant
Date Joined
8th September, 2020
Bootcamp progress
26% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2020-12-19 21:28:50
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2020-12-28 01:40:25
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2020-12-25 07:48:06
Parallel Live Trading
Run multiple live algorithms simultaneously.
2023-03-24 21:41:40
C# Programming
Choose C# as your preferred programming language.
2020-09-08 04:23:52
Python Programming
Choose Python as your preferred programming language.
2020-09-08 04:23:47
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2020-09-08 19:01:43
- 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 (3)
View More-14.593Net Profit
0.004PSR
-2.021Sharpe Ratio
-0.449Alpha
0.027Beta
-58.389CAR
14.6Drawdown
80Loss Rate
0Parameters
1Security Types
-0.3909Sortino Ratio
44Tradeable Dates
220Trades
-16.303Treynor Ratio
20Win Rate
13415.466Net Profit
73.186PSR
1.605Sharpe Ratio
0.678Alpha
0.678Beta
57.098CAR
70.6Drawdown
-8.17Loss Rate
38Parameters
1Security Types
1.52Sortino Ratio
2736Tradeable Dates
306Trades
1.334Treynor Ratio
18.14Win Rate
78703.245Net Profit
95.45PSR
2.244Sharpe Ratio
0.996Alpha
0.996Beta
84.784CAR
54.1Drawdown
-6.49Loss Rate
33Parameters
1Security Types
2.38Sortino Ratio
2735Tradeable Dates
159Trades
1.934Treynor Ratio
18.27Win Rate
Community
View MoreRulak started the discussion Finviz screener with Quantconnect
Is there any examples to use Finviz screeners to pull Stocks that I want to trade based on screener...
Rulak started the discussion Getting exceptions when trying to pass indicators to the OnData
Attached is my code that throws an exceptions trying to add multiple indicators for multiple equity...
Rulak started the discussion Find out how each Stock did from backtest Trade report
Is there any easy tool to analyze data from backtest trade report? I am interested in the following
Rulak started the discussion HFT Scalping
I tried converting this ( https://github.com/alpacahq/example-scalping/blob/master/main.py ) python...
-14.593Net Profit
0.004PSR
-2.021Sharpe Ratio
-0.449Alpha
0.027Beta
-58.389CAR
14.6Drawdown
80Loss Rate
0Parameters
1Security Types
-0.3909Sortino Ratio
44Tradeable Dates
220Trades
-16.303Treynor Ratio
20Win Rate
13415.466Net Profit
73.186PSR
1.605Sharpe Ratio
0.678Alpha
0.678Beta
57.098CAR
70.6Drawdown
-8.17Loss Rate
38Parameters
1Security Types
1.52Sortino Ratio
2736Tradeable Dates
306Trades
1.334Treynor Ratio
18.14Win Rate
78703.245Net Profit
95.45PSR
2.244Sharpe Ratio
0.996Alpha
0.996Beta
84.784CAR
54.1Drawdown
-6.49Loss Rate
33Parameters
1Security Types
2.38Sortino Ratio
2735Tradeable Dates
159Trades
1.934Treynor Ratio
18.27Win Rate
Rulak started the discussion Finviz screener with Quantconnect
Is there any examples to use Finviz screeners to pull Stocks that I want to trade based on screener...
Rulak started the discussion Getting exceptions when trying to pass indicators to the OnData
Attached is my code that throws an exceptions trying to add multiple indicators for multiple equity...
Rulak started the discussion Find out how each Stock did from backtest Trade report
Is there any easy tool to analyze data from backtest trade report? I am interested in the following
Rulak started the discussion HFT Scalping
I tried converting this ( https://github.com/alpacahq/example-scalping/blob/master/main.py ) python...
Rulak left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
Peter Guenther thanks for the update, are you using V8 version of this algo?
Rulak left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
Attemtp with Stop trail loss, keep getting warning with message
Rulak left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
Peter is there a reason you didn't add some type of stop trail loss to this strategy? Especially...
Rulak left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
Peter Guenther i changed paramater on v5 for wait days 5, which seems to generate 78,000% but...
QuantConnect™ 2024. All Rights Reserved
Rulak left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
Peter Guenther thanks for the update, are you using V8 version of this algo?
1 years ago