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 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 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 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 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 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 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...
2 years ago