Seine Yumnam
Quant
Date Joined
13th December, 2016
Bootcamp progress
46% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2020-04-17 03:35:07
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2020-04-19 04:14:32
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2020-04-16 00:12:49
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Activity on QuantConnect
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Public Backtests (5)
View More-32.463Net Profit
0.331PSR
-0.166Sharpe Ratio
-0.117Alpha
0.758Beta
-7.12CAR
52.3Drawdown
45Loss Rate
11Parameters
1Security Types
-0.0334Sortino Ratio
1337Tradeable Dates
593Trades
-0.055Treynor Ratio
55Win Rate
-15.803Net Profit
0.116PSR
-0.173Sharpe Ratio
-0.016Alpha
-0.044Beta
-3.188CAR
26.3Drawdown
44Loss Rate
16Parameters
1Security Types
-0.0238Sortino Ratio
1334Tradeable Dates
520Trades
0.45Treynor Ratio
56Win Rate
15Parameters
0Security Types
1276Tradeable Dates
20.728Net Profit
29.379PSR
0.686Sharpe Ratio
0.08Alpha
-0.078Beta
8.541CAR
12Drawdown
48Loss Rate
6Parameters
1Security Types
0.2094Sortino Ratio
576Tradeable Dates
90Trades
-0.976Treynor Ratio
52Win Rate
20.728Net Profit
29.379PSR
0.686Sharpe Ratio
0.08Alpha
-0.078Beta
8.541CAR
12Drawdown
48Loss Rate
6Parameters
1Security Types
0.2094Sortino Ratio
576Tradeable Dates
90Trades
-0.976Treynor Ratio
52Win Rate
Community
View MoreSeine started the discussion Calculating signal before market close and executing trades
Hi, I am new to writing algos here. Here is the area I would like some help.
Seine started the discussion Calculating return vol
Hi, I am trying to do something simple here - calculate volatility.
Seine started the discussion Backtesting a simple rule: help needed
Hi, I am backtesting a simple idea:
Seine started the discussion How do we exit positions after a specific holding time?
Hi,
Seine started the discussion Comparing indicator value to 0 while using rolling window
Hi, I am using rolling window to be able to access previous indicator values. However, I am getting...
-32.463Net Profit
0.331PSR
-0.166Sharpe Ratio
-0.117Alpha
0.758Beta
-7.12CAR
52.3Drawdown
45Loss Rate
11Parameters
1Security Types
-0.0334Sortino Ratio
1337Tradeable Dates
593Trades
-0.055Treynor Ratio
55Win Rate
-15.803Net Profit
0.116PSR
-0.173Sharpe Ratio
-0.016Alpha
-0.044Beta
-3.188CAR
26.3Drawdown
44Loss Rate
16Parameters
1Security Types
-0.0238Sortino Ratio
1334Tradeable Dates
520Trades
0.45Treynor Ratio
56Win Rate
15Parameters
0Security Types
1276Tradeable Dates
20.728Net Profit
29.379PSR
0.686Sharpe Ratio
0.08Alpha
-0.078Beta
8.541CAR
12Drawdown
48Loss Rate
6Parameters
1Security Types
0.2094Sortino Ratio
576Tradeable Dates
90Trades
-0.976Treynor Ratio
52Win Rate
20.728Net Profit
29.379PSR
0.686Sharpe Ratio
0.08Alpha
-0.078Beta
8.541CAR
12Drawdown
48Loss Rate
6Parameters
1Security Types
0.2094Sortino Ratio
576Tradeable Dates
90Trades
-0.976Treynor Ratio
52Win Rate
Seine started the discussion Calculating signal before market close and executing trades
Hi, I am new to writing algos here. Here is the area I would like some help.
Seine started the discussion Calculating return vol
Hi, I am trying to do something simple here - calculate volatility.
Seine started the discussion Backtesting a simple rule: help needed
Hi, I am backtesting a simple idea:
Seine started the discussion How do we exit positions after a specific holding time?
Hi,
Seine started the discussion Comparing indicator value to 0 while using rolling window
Hi, I am using rolling window to be able to access previous indicator values. However, I am getting...
Seine started the discussion Cash VIX Term structure
Hi, does QC have VIX9D, VIX, VIX3M, VIX6M and VIX1Y? thanks!
Seine left a comment in the discussion Calculating signal before market close and executing trades
Hi Rahul,
Seine left a comment in the discussion Calculating signal before market close and executing trades
Thanks Rahul. Apologies for the code picture. I have implemented rolling window using EOD data and...
Seine left a comment in the discussion Comparing indicator value to 0 while using rolling window
perfect.
Seine left a comment in the discussion Calculating signal before market close and executing trades
Thank you, Rahul.
Seine left a comment in the discussion Backtesting a simple rule: help needed
this was a perfect answer. Thank you.
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Seine left a comment in the discussion 9 Ways to Get Your Alpha Rejected!
Hi Jared, when you say Alpha code, are you referring to the part of the code that calculates the...
4 years ago