Ryland Mathews
Quant
Date Joined
31st July, 2019
Bootcamp progress
8% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2019-09-10 19:54:27
Python Programming
Choose Python as your preferred programming language.
2019-07-31 17:53:09
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2019-07-31 19:53:29
- Profile
- Backtests
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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 (2)
View More61.482Net Profit
0.28Sharpe Ratio
0.082Alpha
-0.055Beta
4.887CAR
46.4Drawdown
54Loss Rate
3Parameters
1Security Types
0.0555Sortino Ratio
0Tradeable Dates
2785Trades
-1.353Treynor Ratio
46Win Rate
1.615Net Profit
12.26Sharpe Ratio
0.343Alpha
0.581Beta
107.719CAR
0Drawdown
33Loss Rate
2Parameters
1Security Types
11.5844Sortino Ratio
0Tradeable Dates
30Trades
0.995Treynor Ratio
67Win Rate
Community
View MoreRyland started the discussion Python Version of this
https://www.quantconnect.com/lean/documentation/topic16.html
Ryland started the discussion QuantConnect IDE vs QuantConnect API
Hello,
Ryland started the discussion UniverseSettings
After figuring out the prices in my backtest were not what I needed due do the default Adjusted...
Ryland started the discussion Subscription Tiers
I am subscribed to the Hobbyist tier a few months ago {Thank you for subscribing for...
Ryland started the discussion Leverage effect on backtest
Hello,
61.482Net Profit
0.28Sharpe Ratio
0.082Alpha
-0.055Beta
4.887CAR
46.4Drawdown
54Loss Rate
3Parameters
1Security Types
0.0555Sortino Ratio
0Tradeable Dates
2785Trades
-1.353Treynor Ratio
46Win Rate
1.615Net Profit
12.26Sharpe Ratio
0.343Alpha
0.581Beta
107.719CAR
0Drawdown
33Loss Rate
2Parameters
1Security Types
11.5844Sortino Ratio
0Tradeable Dates
30Trades
0.995Treynor Ratio
67Win Rate
Ryland started the discussion Python Version of this
https://www.quantconnect.com/lean/documentation/topic16.html
Ryland started the discussion QuantConnect IDE vs QuantConnect API
Hello,
Ryland started the discussion UniverseSettings
After figuring out the prices in my backtest were not what I needed due do the default Adjusted...
Ryland started the discussion Subscription Tiers
I am subscribed to the Hobbyist tier a few months ago {Thank you for subscribing for...
Ryland started the discussion Leverage effect on backtest
Hello,
Ryland left a comment in the discussion Leverage effect on backtest
Thank you for the reponse. I understand you will end up buying a different number of shares but %...
Ryland left a comment in the discussion Documentation discussion algorithm-reference/trading-and-orders
def OnData(self, slice):
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Ryland left a comment in the discussion Leverage effect on backtest
Also, if it helps after toggling back and forth between 1 and 0 in the below lines of code :
5 years ago