RYAN J BROWN
Quant
Date Joined
27th November, 2018
Bootcamp progress
23% Complete
Achievements
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2019-08-16 14:20:33
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2019-08-15 21:44:10
Python Programming
Choose Python as your preferred programming language.
2018-11-27 17:25:32
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2018-11-30 22:42:48
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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 More1908.342Net Profit
73.421PSR
1.409Sharpe Ratio
0.295Alpha
0.577Beta
32.628CAR
46Drawdown
3Loss Rate
12Parameters
1Security Types
250.9316Sortino Ratio
2671Tradeable Dates
62Trades
0.651Treynor Ratio
97Win Rate
7Parameters
1Security Types
3680Tradeable Dates
Community
View More1908.342Net Profit
73.421PSR
1.409Sharpe Ratio
0.295Alpha
0.577Beta
32.628CAR
46Drawdown
3Loss Rate
12Parameters
1Security Types
250.9316Sortino Ratio
2671Tradeable Dates
62Trades
0.651Treynor Ratio
97Win Rate
7Parameters
1Security Types
3680Tradeable Dates
RYAN left a comment in the discussion Strategy - Defensive Adaptive Asset Allocation using the Algorithm Framework (+ Research Notebook)
How would I go about adjusting this to be based off calendar month instead of 21 trading days?
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RYAN left a comment in the discussion Strategy - Defensive Adaptive Asset Allocation using the Algorithm Framework (+ Research Notebook)
How would I go about adjusting this to be based off calendar month instead of 21 trading days?
4 years ago