Samuel Schoening
Quant
Date Joined
27th April, 2020
Bootcamp progress
26% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2020-07-23 17:04:12
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2020-05-18 00:47:51
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2020-04-28 19:23:12
Cloner
Clone at least 100 algorithms from the community.
2020-08-24 21:45:36
Python Programming
Choose Python as your preferred programming language.
2020-04-27 07:59:19
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2020-05-18 01:28:22
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Activity on QuantConnect
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Public Backtests (5)
View More320.26Net Profit
80.343PSR
1.366Sharpe Ratio
0.116Alpha
0.272Beta
15.084CAR
15.3Drawdown
-0.07Loss Rate
19Parameters
1Security Types
1.863Sortino Ratio
2569Tradeable Dates
2202Trades
0.585Treynor Ratio
0.17Win Rate
0Parameters
1Security Types
5032Tradeable Dates
194.29Net Profit
0.906PSR
0.483Sharpe Ratio
0.037Alpha
0.352Beta
5.541CAR
57.3Drawdown
37Loss Rate
0Parameters
1Security Types
0.069Sortino Ratio
5032Tradeable Dates
3911Trades
0.185Treynor Ratio
63Win Rate
628.707Net Profit
15.829PSR
0.833Sharpe Ratio
0.093Alpha
-0.014Beta
10.431CAR
16.1Drawdown
55Loss Rate
0Parameters
1Security Types
0.8689Sortino Ratio
5032Tradeable Dates
186Trades
-6.559Treynor Ratio
45Win Rate
605.723Net Profit
39.875PSR
0.997Sharpe Ratio
0.082Alpha
0.377Beta
11.764CAR
16.7Drawdown
52Loss Rate
0Parameters
1Security Types
0.2128Sortino Ratio
4420Tradeable Dates
1441Trades
0.337Treynor Ratio
48Win Rate
Community
View MoreSamuel started the discussion Backtests are not loading for multiple algorithms
I am unable to access any of the backtests for my more heavily tested strategies. It has kept track...
Samuel started the discussion UVXY reverse split May 25th 2021 not adjusted.
Without this adjustment I can get very little information on backtests with UVXY through May 25th...
Samuel left a comment in the discussion Rolling Correlation calculation throwing error only in quantconnect
Hello Derek, I am also interested in rolling correlation calculations. Was just wondering if you...
Samuel left a comment in the discussion Using Levered ETFs in IRA - 10 years - 24% CAGR, 1.56 Sharpe
mark hatlan Feel free to check out my own exploration of this passive rebalancing concpet using...
320.26Net Profit
80.343PSR
1.366Sharpe Ratio
0.116Alpha
0.272Beta
15.084CAR
15.3Drawdown
-0.07Loss Rate
19Parameters
1Security Types
1.863Sortino Ratio
2569Tradeable Dates
2202Trades
0.585Treynor Ratio
0.17Win Rate
0Parameters
1Security Types
5032Tradeable Dates
194.29Net Profit
0.906PSR
0.483Sharpe Ratio
0.037Alpha
0.352Beta
5.541CAR
57.3Drawdown
37Loss Rate
0Parameters
1Security Types
0.069Sortino Ratio
5032Tradeable Dates
3911Trades
0.185Treynor Ratio
63Win Rate
628.707Net Profit
15.829PSR
0.833Sharpe Ratio
0.093Alpha
-0.014Beta
10.431CAR
16.1Drawdown
55Loss Rate
0Parameters
1Security Types
0.8689Sortino Ratio
5032Tradeable Dates
186Trades
-6.559Treynor Ratio
45Win Rate
605.723Net Profit
39.875PSR
0.997Sharpe Ratio
0.082Alpha
0.377Beta
11.764CAR
16.7Drawdown
52Loss Rate
0Parameters
1Security Types
0.2128Sortino Ratio
4420Tradeable Dates
1441Trades
0.337Treynor Ratio
48Win Rate
Samuel started the discussion Backtests are not loading for multiple algorithms
I am unable to access any of the backtests for my more heavily tested strategies. It has kept track...
Samuel started the discussion UVXY reverse split May 25th 2021 not adjusted.
Without this adjustment I can get very little information on backtests with UVXY through May 25th...
Samuel left a comment in the discussion UVXY, Daily The issue starts from May 26th, 2021; and continues until now
Just noticed the same thing in my data. Completely corrupts all recent data for algorithms...
Samuel left a comment in the discussion Rolling Correlation calculation throwing error only in quantconnect
Hello Derek, I am also interested in rolling correlation calculations. Was just wondering if you...
Samuel left a comment in the discussion Using Levered ETFs in IRA - 10 years - 24% CAGR, 1.56 Sharpe
mark hatlan Feel free to check out my own exploration of this passive rebalancing concpet using...
Samuel left a comment in the discussion Using Levered ETFs in IRA - 10 years - 24% CAGR, 1.56 Sharpe
mark hatlan this is something I have found on previous renditions of this strategy. It is not...
Samuel left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
It is a beautiful concept this. Do not be disheartened by the recent drawdown, the market as a...
Samuel started the discussion Hello community of people that actually know how to program! Please help me with something that I don't believe should be too hard.
I am self taught in Python but am still in the process of mastering it. I was told that the best...
Samuel started the discussion Requesting help with making separate portfolios within the same algorithm
I have been struggling to find a way to allocate a set percentage of my assets to a particular...
Samuel started the discussion How can one see how much of a portfolio is invested in a particular portion of a strategy?
I was trying to find the right syntax for allocating holdings within a rebalancing strategy.
Samuel started the discussion I can not open the lab
I suddenly can not access my lab page.
Samuel started the discussion So no one else can access the Lab right now either? Or should I get in contact with someone?
All i get when I open the lab is "loading quantconnect algorith environment v2.0"
Samuel started the discussion Please help whoever is able. Trend following, slope of moving average quotient.
class VentralParticlePrism(QCAlgorithm): def Initialize(self): self.SetStartDate(2012,...
Samuel started the discussion Is there a way to use MOMP on an indicator? Or is there some sort of rolling window operation that I need to do? Please Help
So I want to make trades based on the slope of the volume of shares being traded. It looks great in...
Samuel started the discussion Likely an Overfit Trend Strategy - Some help would be appreciated
This would be nice if the gods were kind to me.
Samuel started the discussion Methods for pulling long term daily data from Google Trends?
Hello QuantConnect community!
Samuel started the discussion Quick Question about data from foreign stock exchanges
As far as I can tell, only US stock market data is available on QuantConnect. I am attempting to...
Samuel started the discussion How to limit trade frequency when using alpha modules?
All of my algorithms at this point have just been built from scratch from the basic template. I was...
Samuel started the discussion Is there a way to use a trailing stop but instead for identifying the bottom?
I am trying to basically follow a bottom point as if using a trailing stop in reverse. Once the...
Samuel started the discussion Are treasury rates included in the FRED or Treasury datasets?
I have not been able to find just the rates on treasuries themselves? Was hoping to use it as a...
Samuel started the discussion Questions about Leverage with Brokers
Hello QC community, I was just wondering if leverage is applied universally considering the total...
Samuel started the discussion I am getting Runtime Errors for every backtest I launch. As of 9:00 PM EST
I don't know if there is some maintenance going on or something but I have been unable to run a...
Samuel left a comment in the discussion I am getting Runtime Errors for every backtest I launch. As of 9:00 PM EST
Thanks both of you - appreciate the quick fix!
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Samuel left a comment in the discussion UVXY, Daily The issue starts from May 26th, 2021; and continues until now
Just noticed the same thing in my data. Completely corrupts all recent data for algorithms...
3 years ago