Sdoof
Quant
Date Joined
29th September, 2017
Bootcamp progress
8% Complete
Achievements
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2018-02-08 16:41:10
Cloner
Clone at least 100 algorithms from the community.
2018-02-09 01:05:51
- Profile
- Backtests
- Community
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 (1)
View More-3.274Net Profit
-16.489Sharpe Ratio
-0.703Alpha
1.109Beta
-98.259CAR
3.5Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
3Tradeable Dates
27Trades
-1.878Treynor Ratio
0Win Rate
Community
View MoreSdoof started the discussion Feature request: Order Auto Expire and Take profit embeded
Hello,
Sdoof started the discussion Stop Loss and Take Profit filled simultaneously
Hi Team
Sdoof left a comment in the discussion Piotroski F-Score Fundamental Filter / Value Screen
Thank you so much Aaron for making the Python implementation available. This is indeed a seminal...
Sdoof left a comment in the discussion Algorithm Examples
Lastly there is some growing evidence around the superiority of Agent Based algos, the enclosed...
-3.274Net Profit
-16.489Sharpe Ratio
-0.703Alpha
1.109Beta
-98.259CAR
3.5Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
3Tradeable Dates
27Trades
-1.878Treynor Ratio
0Win Rate
Sdoof started the discussion Feature request: Order Auto Expire and Take profit embeded
Hello,
Sdoof started the discussion Stop Loss and Take Profit filled simultaneously
Hi Team
Sdoof left a comment in the discussion Classical Asset Allocation with Mean-Variance Optimization
Thanks Jing , this is a really cool paper (and Python code!)
Sdoof left a comment in the discussion Piotroski F-Score Fundamental Filter / Value Screen
Thank you so much Aaron for making the Python implementation available. This is indeed a seminal...
Sdoof left a comment in the discussion Algorithm Examples
Lastly there is some growing evidence around the superiority of Agent Based algos, the enclosed...
Sdoof left a comment in the discussion Algorithm Examples
Hi this is a great and timely initiative Jing,
Sdoof left a comment in the discussion New Backtesting Cloud
Hi Jared, is that just me or is the backtesting platform slow again. Each of my simple backtests...
Sdoof left a comment in the discussion New Backtesting Cloud
Well done folks. It seems to work like a breeze. Mega Kudos =-)
QuantConnect™ 2024. All Rights Reserved
Sdoof left a comment in the discussion Classical Asset Allocation with Mean-Variance Optimization
Thanks Jing , this is a really cool paper (and Python code!)
6 years ago