Ruslan
Quant
Date Joined
17th December, 2017
Bootcamp progress
8% Complete
Achievements
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2018-01-24 04:15:01
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Activity on QuantConnect
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Public Backtests (5)
View More679.665Net Profit
0.787Sharpe Ratio
0.016Alpha
4.838Beta
10.782CAR
18.7Drawdown
73Loss Rate
1Security Types
4.5440325460867Sortino Ratio
5043Tradeable Dates
71Trades
0.023Treynor Ratio
27Win Rate
676.279Net Profit
0.782Sharpe Ratio
0.016Alpha
4.834Beta
10.761CAR
19Drawdown
65Loss Rate
1Security Types
6.947769653387Sortino Ratio
5042Tradeable Dates
57Trades
0.023Treynor Ratio
35Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
4538Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
296.21Net Profit
0.758Sharpe Ratio
0.051Alpha
1.522Beta
7.928CAR
19.4Drawdown
22Loss Rate
1Security Types
1.4687865477136Sortino Ratio
4537Tradeable Dates
19Trades
0.054Treynor Ratio
78Win Rate
1024.61Net Profit
1.192Sharpe Ratio
0.472Alpha
-8.833Beta
30.706CAR
26.6Drawdown
11Loss Rate
1Security Types
0.098904623131152Sortino Ratio
2274Tradeable Dates
96Trades
-0.034Treynor Ratio
89Win Rate
Community
View MoreRuslan started the discussion Using multiple symbols in SMA crossover strategy
I've been having trouble adding multiple symbols in the following 50/200 SMA Crossover...
Ruslan started the discussion SMA Crossover Strategy
This is a simple SMA Crossover strategy that longs/shorts the SPY during strong trends, and...
Ruslan left a comment in the discussion Using multiple symbols in SMA crossover strategy
Here is my attempt at implementing the 50/200 SMA Crossover in the "Multiple Symbol...
Ruslan left a comment in the discussion Pairs Trading with Coke & Pepsi
Pretty interesting results with Visa and Mastercard:
679.665Net Profit
0.787Sharpe Ratio
0.016Alpha
4.838Beta
10.782CAR
18.7Drawdown
73Loss Rate
1Security Types
4.5440325460867Sortino Ratio
5043Tradeable Dates
71Trades
0.023Treynor Ratio
27Win Rate
676.279Net Profit
0.782Sharpe Ratio
0.016Alpha
4.834Beta
10.761CAR
19Drawdown
65Loss Rate
1Security Types
6.947769653387Sortino Ratio
5042Tradeable Dates
57Trades
0.023Treynor Ratio
35Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
4538Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
296.21Net Profit
0.758Sharpe Ratio
0.051Alpha
1.522Beta
7.928CAR
19.4Drawdown
22Loss Rate
1Security Types
1.4687865477136Sortino Ratio
4537Tradeable Dates
19Trades
0.054Treynor Ratio
78Win Rate
1024.61Net Profit
1.192Sharpe Ratio
0.472Alpha
-8.833Beta
30.706CAR
26.6Drawdown
11Loss Rate
1Security Types
0.098904623131152Sortino Ratio
2274Tradeable Dates
96Trades
-0.034Treynor Ratio
89Win Rate
Ruslan started the discussion Using multiple symbols in SMA crossover strategy
I've been having trouble adding multiple symbols in the following 50/200 SMA Crossover...
Ruslan started the discussion SMA Crossover Strategy
This is a simple SMA Crossover strategy that longs/shorts the SPY during strong trends, and...
Ruslan left a comment in the discussion SMA Crossover Strategy
Here is the backtest with $10,000 starting capital:
Ruslan left a comment in the discussion Using multiple symbols in SMA crossover strategy
Here is my attempt at implementing the 50/200 SMA Crossover in the "Multiple Symbol...
Ruslan left a comment in the discussion Pairs Trading with Coke & Pepsi
Pretty interesting results with Visa and Mastercard:
Ruslan left a comment in the discussion Converting from Quantopian to QuantConnect
Any updates on the algorithm?
Ruslan left a comment in the discussion Trend-Volatility Multi-Currency Portfolio Strategy with Risk Control
Nevermind, it seems I was able to make it work by adding QuoteBars along with
Ruslan left a comment in the discussion Trend-Volatility Multi-Currency Portfolio Strategy with Risk Control
Has anyone had luck with the ThreeSigmaVolatilityModel error?
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Ruslan left a comment in the discussion SMA Crossover Strategy
Here is the backtest with $10,000 starting capital:
6 years ago