Ruming Jiang
Quant
Date Joined
28th May, 2021
Bootcamp progress
69% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2021-07-02 18:46:35
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2021-07-03 18:52:19
Python Programming
Choose Python as your preferred programming language.
2021-05-28 00:31:21
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2021-06-22 15:42:34
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2021-06-27 04:42:49
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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 (5)
View More0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
3Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
253Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
7Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-24.517Net Profit
6.135PSR
-0.95Sharpe Ratio
-0.406Alpha
0.62Beta
-43.178CAR
47.9Drawdown
-1.31Loss Rate
2Parameters
0Security Types
-1.485Sortino Ratio
125Tradeable Dates
281Trades
-0.62Treynor Ratio
3.8Win Rate
-20.249Net Profit
2.977PSR
-1.45Sharpe Ratio
-0.355Alpha
0.196Beta
-36.536CAR
27.4Drawdown
-1.4Loss Rate
5Parameters
0Security Types
-1.61Sortino Ratio
125Tradeable Dates
101Trades
-1.778Treynor Ratio
3.77Win Rate
18.053Net Profit
44.91PSR
1.214Sharpe Ratio
1.044Alpha
1.787Beta
39.588CAR
44.4Drawdown
-1.53Loss Rate
7Parameters
0Security Types
0.561Sortino Ratio
125Tradeable Dates
232Trades
0.619Treynor Ratio
3.9Win Rate
Community
View MoreRuming started the discussion LEAN CLI installation error
Trying to get it installed following this video:
Ruming started the discussion Question BootCamp 101 Lesson6 Task5 volatility
I must have missed something. Thought it would be self.volatility but why it is...
Ruming started the discussion Where is my research notebook?
Trying the things out but what I see is different from the documentation at following link. What...
Ruming started the discussion Indicator plotting setting while dropping data
# QuantBook Analysis Tool # For more information see...
Ruming started the discussion Indicator Extensions example
Was confused by this example on Documentation - Research - Research on Indicators - QuantConnect.com
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
3Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
253Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
7Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-24.517Net Profit
6.135PSR
-0.95Sharpe Ratio
-0.406Alpha
0.62Beta
-43.178CAR
47.9Drawdown
-1.31Loss Rate
2Parameters
0Security Types
-1.485Sortino Ratio
125Tradeable Dates
281Trades
-0.62Treynor Ratio
3.8Win Rate
-20.249Net Profit
2.977PSR
-1.45Sharpe Ratio
-0.355Alpha
0.196Beta
-36.536CAR
27.4Drawdown
-1.4Loss Rate
5Parameters
0Security Types
-1.61Sortino Ratio
125Tradeable Dates
101Trades
-1.778Treynor Ratio
3.77Win Rate
18.053Net Profit
44.91PSR
1.214Sharpe Ratio
1.044Alpha
1.787Beta
39.588CAR
44.4Drawdown
-1.53Loss Rate
7Parameters
0Security Types
0.561Sortino Ratio
125Tradeable Dates
232Trades
0.619Treynor Ratio
3.9Win Rate
Ruming started the discussion LEAN CLI installation error
Trying to get it installed following this video:
Ruming started the discussion Question BootCamp 101 Lesson6 Task5 volatility
I must have missed something. Thought it would be self.volatility but why it is...
Ruming started the discussion Where is my research notebook?
Trying the things out but what I see is different from the documentation at following link. What...
Ruming started the discussion Indicator plotting setting while dropping data
# QuantBook Analysis Tool # For more information see...
Ruming started the discussion Indicator Extensions example
Was confused by this example on Documentation - Research - Research on Indicators - QuantConnect.com
Ruming started the discussion Warning on Setbenchmark
Got warning on self.SetBenchmark("SPY")
Ruming started the discussion Backtest runs infinitely
Still learning the basics with some trial and error. These lines of code runs like forever. Tried...
Ruming started the discussion Stop order log, repeating buying order and insufficient buying power
The idea is to buy, exit with profit or stop loss target, wait and hour and start over again.
Ruming started the discussion Logging OrderTicket time
Hi QC,
Ruming started the discussion Fillforward, price vs close
Trying to understand how fillforward works but the attached algo seems to log data once in a while...
Ruming started the discussion Is SPY default on benchmark chart?
Was trying to plot benchmark chart with a stock's sma and 30day high, but SPY seems to stay on the...
Ruming started the discussion RegisterIndicator() with consolidator?
I feel a bit confused reading through the documentation of indicator and consolidators. On...
Ruming left a comment in the discussion Fillforward, price vs close
Hi Louis,
Ruming left a comment in the discussion Stop order log, repeating buying order and insufficient buying power
Hi Louis,
Ruming left a comment in the discussion Stop order log, repeating buying order and insufficient buying power
Hi Louis,
Ruming left a comment in the discussion Stop order log, repeating buying order and insufficient buying power
Hi Louis,
Ruming left a comment in the discussion Stop order log, repeating buying order and insufficient buying power
I thought every time order gets generated(placed), filled or cancelled by SetHoldings or Liquidate...
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Ruming left a comment in the discussion Price Action Long Short SPY ETF Algo
Guys,
3 years ago