Shaun Dawson
Quant
Date Joined
2nd May, 2022
Bootcamp progress
89% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2022-12-11 17:22:06
Python Programming
Choose Python as your preferred programming language.
2022-05-02 02:35:33
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2022-05-04 01:14:16
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2022-05-07 02:50:26
Investor
2022-11-26 00:40:51
- 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-36.289Net Profit
26.744PSR
0.652Sharpe Ratio
1.189Alpha
2.773Beta
-38.13CAR
82.2Drawdown
-5.59Loss Rate
8Parameters
1Security Types
-0.321Sortino Ratio
294Tradeable Dates
386Trades
0.325Treynor Ratio
6.45Win Rate
Community
View MoreShaun started the discussion Viewing Lean CLI backtests
I've been trying out the Lean CLI, but can't figure out how to view the backtests in the research...
Shaun left a comment in the discussion Viewing Lean CLI backtests
OK, thanks. This is tremendously helpful, and your viz tool is amazing!
Shaun started the discussion Error when trying to combine Slice with History
I am using the Algorithm Framework, and have an Alpha in which I'm trying to maintain a pandas...
Shaun left a comment in the discussion I'm a newbie, but let's develop the best strategy together!
Hi, Zhihan,
-36.289Net Profit
26.744PSR
0.652Sharpe Ratio
1.189Alpha
2.773Beta
-38.13CAR
82.2Drawdown
-5.59Loss Rate
8Parameters
1Security Types
-0.321Sortino Ratio
294Tradeable Dates
386Trades
0.325Treynor Ratio
6.45Win Rate
Shaun started the discussion Viewing Lean CLI backtests
I've been trying out the Lean CLI, but can't figure out how to view the backtests in the research...
Shaun left a comment in the discussion Futures Inverse Volatility Strategy
I ran it on 2020 (-17.65%) and 2022 (-36.2%), and it gets killed both years. I've attached 2022...
Shaun left a comment in the discussion Viewing Lean CLI backtests
OK, thanks. This is tremendously helpful, and your viz tool is amazing!
Shaun started the discussion Error when trying to combine Slice with History
I am using the Algorithm Framework, and have an Alpha in which I'm trying to maintain a pandas...
Shaun left a comment in the discussion I'm a newbie, but let's develop the best strategy together!
Hi, Zhihan,
Shaun left a comment in the discussion I'm a newbie, but let's develop the best strategy together!
Zi Han,
Shaun left a comment in the discussion How to consolidate 5 min bars?
I'm sure this is a stupid question, but isn't this just a matter of moving the logic that you...
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Shaun left a comment in the discussion Futures Inverse Volatility Strategy
I ran it on 2020 (-17.65%) and 2022 (-36.2%), and it gets killed both years. I've attached 2022...
1 years ago