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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 (2)

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Swimming Red-Orange Llama

0Parameters

0Security Types

19Tradeable Dates

SR-000100--20191224-2

16.233Net Profit

81.522PSR

1.994Sharpe Ratio

0.213Alpha

-0.082Beta

33.481CAR

5.8Drawdown

35Loss Rate

0Parameters

1Security Types

0.1989Sortino Ratio

331Tradeable Dates

9980Trades

-2.5Treynor Ratio

65Win Rate


Community

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Shailesh started the discussion Best way to introspect or explore/browse Python Object when working with QC Algorithms?

Best way to introspect or explore/browse Python Object when working with QC Algorithms?

4 years ago

Shailesh started the discussion How to set filter parameter to call self.Transactions.GetOpenOrderTickets( filter = null )

From Documentation:

4 years ago

Shailesh started the discussion Any limitation on time duration for bacttest?

I have set backtest period to 2010 to 2019.  Backtest stops after around 2012.  Data resolution...

4 years ago

Shailesh started the discussion How to save / restore backtest's current status / environment?

Hi,

4 years ago

Shailesh started the discussion How to get historical transactions from broker?

During Live trading, this is what I want to accomplish..

4 years ago

Swimming Red-Orange Llama

0Parameters

0Security Types

19Tradeable Dates

SR-000100--20191224-2

16.233Net Profit

81.522PSR

1.994Sharpe Ratio

0.213Alpha

-0.082Beta

33.481CAR

5.8Drawdown

35Loss Rate

0Parameters

1Security Types

0.1989Sortino Ratio

331Tradeable Dates

9980Trades

-2.5Treynor Ratio

65Win Rate

Shailesh started the discussion Best way to introspect or explore/browse Python Object when working with QC Algorithms?

Best way to introspect or explore/browse Python Object when working with QC Algorithms?

4 years ago

Shailesh started the discussion How to set filter parameter to call self.Transactions.GetOpenOrderTickets( filter = null )

From Documentation:

4 years ago

Shailesh started the discussion Any limitation on time duration for bacttest?

I have set backtest period to 2010 to 2019.  Backtest stops after around 2012.  Data resolution...

4 years ago

Shailesh started the discussion How to save / restore backtest's current status / environment?

Hi,

4 years ago

Shailesh started the discussion How to get historical transactions from broker?

During Live trading, this is what I want to accomplish..

4 years ago

Shailesh started the discussion What next? after successfull Lean install and first run..

Hello,

4 years ago

Shailesh started the discussion Trading strategy NOT requiring market direction prediction.. Possible? Available?

Hi,

4 years ago

Shailesh started the discussion Docker build error

Now, I am trying to run lean on windows 8.1 without Visual Studio.

4 years ago

Shailesh started the discussion Can I attach the backtest run from local lean installation over here for community feedback/review/comments? If yes, how?

Hi,

4 years ago

Shailesh left a comment in the discussion Docker build error

Hi Alexandre Catarino,,

4 years ago

Shailesh left a comment in the discussion What next? after successfull Lean install and first run..

Thank you Jared.

4 years ago

Shailesh left a comment in the discussion What next? after successfull Lean install and first run..

Hi Rahul,

4 years ago

Shailesh left a comment in the discussion Docker build error

Hi Rahul,

4 years ago

Shailesh left a comment in the discussion Trading strategy NOT requiring market direction prediction.. Possible? Available?

Hi Rahul,

4 years ago

Shailesh left a comment in the discussion EURUSD Portfolio Issue

How did you run sample code for "EURUSD" instead of SPY?

4 years ago