Sean Tiffen
Quant
Date Joined
12th October, 2020
Bootcamp progress
11% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2022-03-22 04:40:26
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2021-11-24 05:57:00
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2022-02-07 16:55:56
C# Programming
Choose C# as your preferred programming language.
2021-10-31 18:54:21
Python Programming
Choose Python as your preferred programming language.
2020-10-12 22:46:08
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2020-10-26 05:39:58
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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 (3)
View More205.784Net Profit
88.815PSR
8.71Sharpe Ratio
0Alpha
0Beta
1273.637CAR
29.5Drawdown
-9.67Loss Rate
40Parameters
0Security Types
24.662Sortino Ratio
134Tradeable Dates
12Trades
0Treynor Ratio
65.52Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
10Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
123Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
9Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
123Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Community
View MoreSean started the discussion Futures Rollovers
I can't find any good examples or any documentation on how to rollover a contract for futures. I...
Sean started the discussion IB Live Trading with Continuous Futures
I was reading over the continuous futures implementation and was wondering how this would look for...
Sean started the discussion Pumping history into SymbolData Indicators
I've been looking around and was wondering if there was any examples of using custom data (IB...
Sean started the discussion Indicator Values Not Working
I'm trying to implement indicators for multiple futures assets, but when I run the backtest to...
Sean started the discussion "The security is marked as non-tradable"
In my backtest here, any time I try to trade one of the symbolData symbols, it says
205.784Net Profit
88.815PSR
8.71Sharpe Ratio
0Alpha
0Beta
1273.637CAR
29.5Drawdown
-9.67Loss Rate
40Parameters
0Security Types
24.662Sortino Ratio
134Tradeable Dates
12Trades
0Treynor Ratio
65.52Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
10Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
123Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
9Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
123Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Sean started the discussion Futures Rollovers
I can't find any good examples or any documentation on how to rollover a contract for futures. I...
Sean started the discussion IB Live Trading with Continuous Futures
I was reading over the continuous futures implementation and was wondering how this would look for...
Sean started the discussion Pumping history into SymbolData Indicators
I've been looking around and was wondering if there was any examples of using custom data (IB...
Sean started the discussion Indicator Values Not Working
I'm trying to implement indicators for multiple futures assets, but when I run the backtest to...
Sean started the discussion "The security is marked as non-tradable"
In my backtest here, any time I try to trade one of the symbolData symbols, it says
Sean started the discussion Futures Mapping: Trading One at a Time
So in my backtest here, Ive been trying to wrap my head around looping through my SymbolData...
Sean started the discussion Managing risk with Daily Resolution
I was just curious how it would work if I'm monitoring positions with data that has a daily...
Sean started the discussion Ineffective Risk Management
I'm having some frustrations with this platform in regards to risk management, and was hoping...
Sean left a comment in the discussion Futures Rollovers
Thanks. Does this contract mapping transfer to live trading? Or would a separate roll over feature...
Sean started the discussion Creating Breakout Signal
Maybe I'm just totally lost, but how would one going about using the Max attribute? Im trying to...
Sean started the discussion Comparing Price to Support
I'm trying to basically set a trade to fire when the price of the current symbol goes above the 125...
Sean left a comment in the discussion Creating Breakout Signal
import numpy as np import pandas as pd from clr import...
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Sean left a comment in the discussion Futures Mapping: Trading One at a Time
Basically, I just don't know how to say “I'm at my max position for GC, so don't add more,...
2 years ago