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Activity on QuantConnect

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Public Backtests (5)

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Jumping Red Cormorant

3842.072Net Profit

92.346PSR

2.564Sharpe Ratio

0.943Alpha

1.897Beta

103.315CAR

40.9Drawdown

-0.61Loss Rate

8Parameters

1Security Types

2.414Sortino Ratio

1303Tradeable Dates

2280Trades

0.699Treynor Ratio

0.79Win Rate

Hyper-Active Tan Chicken

923.102Net Profit

29.155PSR

1.087Sharpe Ratio

-0.084Alpha

0.786Beta

57.252CAR

91.8Drawdown

-0.39Loss Rate

12Parameters

1Security Types

1.013Sortino Ratio

1875Tradeable Dates

25985Trades

1.027Treynor Ratio

0.66Win Rate

Upgraded Yellow Dolphin

8792.703Net Profit

76.114PSR

1.933Sharpe Ratio

1.253Alpha

-0.154Beta

138.186CAR

83.8Drawdown

-1.51Loss Rate

36Parameters

2Security Types

2.847Sortino Ratio

1887Tradeable Dates

20Trades

-8.015Treynor Ratio

2901.77Win Rate

Sleepy Brown Snake

-38.734Net Profit

0.021PSR

-0.41Sharpe Ratio

-0.067Alpha

0.008Beta

-9.324CAR

43.2Drawdown

-0.11Loss Rate

4Parameters

1Security Types

-0.71Sortino Ratio

0Tradeable Dates

10871Trades

-7.911Treynor Ratio

0.14Win Rate

Jumping Red Beaver

14.811Net Profit

92.116PSR

4.447Sharpe Ratio

0.639Alpha

-0.087Beta

74.02CAR

4Drawdown

-0.02Loss Rate

5Parameters

0Security Types

8.067Sortino Ratio

0Tradeable Dates

1059Trades

-7.05Treynor Ratio

0.07Win Rate


Community

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Sheikh started the discussion How to Generate Insights for Top 10 and Bottom 10

Hello,

3 years ago

Sheikh started the discussion Insight Count increasing daily for Top 5 and Bottom 5

Hello Varad kabade,

3 years ago

Sheikh started the discussion Please add targets attribute to the notification payload

Hi QCSupport,

3 years ago

Sheikh started the discussion Machine Learning SPY ETF

Hello QC Support,

3 years ago

Sheikh started the discussion AccumulationDistribution does not support the `Update(DateTime, decimal)` method

Hi QC Support:

3 years ago

Jumping Red Cormorant

3842.072Net Profit

92.346PSR

2.564Sharpe Ratio

0.943Alpha

1.897Beta

103.315CAR

40.9Drawdown

-0.61Loss Rate

8Parameters

1Security Types

2.414Sortino Ratio

1303Tradeable Dates

2280Trades

0.699Treynor Ratio

0.79Win Rate

Hyper-Active Tan Chicken

923.102Net Profit

29.155PSR

1.087Sharpe Ratio

-0.084Alpha

0.786Beta

57.252CAR

91.8Drawdown

-0.39Loss Rate

12Parameters

1Security Types

1.013Sortino Ratio

1875Tradeable Dates

25985Trades

1.027Treynor Ratio

0.66Win Rate

Upgraded Yellow Dolphin

8792.703Net Profit

76.114PSR

1.933Sharpe Ratio

1.253Alpha

-0.154Beta

138.186CAR

83.8Drawdown

-1.51Loss Rate

36Parameters

2Security Types

2.847Sortino Ratio

1887Tradeable Dates

20Trades

-8.015Treynor Ratio

2901.77Win Rate

Sleepy Brown Snake

-38.734Net Profit

0.021PSR

-0.41Sharpe Ratio

-0.067Alpha

0.008Beta

-9.324CAR

43.2Drawdown

-0.11Loss Rate

4Parameters

1Security Types

-0.71Sortino Ratio

0Tradeable Dates

10871Trades

-7.911Treynor Ratio

0.14Win Rate

Jumping Red Beaver

14.811Net Profit

92.116PSR

4.447Sharpe Ratio

0.639Alpha

-0.087Beta

74.02CAR

4Drawdown

-0.02Loss Rate

5Parameters

0Security Types

8.067Sortino Ratio

0Tradeable Dates

1059Trades

-7.05Treynor Ratio

0.07Win Rate

Sheikh started the discussion How to Generate Insights for Top 10 and Bottom 10

Hello,

3 years ago

Sheikh started the discussion Insight Count increasing daily for Top 5 and Bottom 5

Hello Varad kabade,

3 years ago

Sheikh started the discussion Please add targets attribute to the notification payload

Hi QCSupport,

3 years ago

Sheikh started the discussion Machine Learning SPY ETF

Hello QC Support,

3 years ago

Sheikh started the discussion AccumulationDistribution does not support the `Update(DateTime, decimal)` method

Hi QC Support:

3 years ago

Sheikh started the discussion Machine Learning Crypto Algo

Hi QC Community,

3 years ago

Sheikh started the discussion Price Action Long Short SPY ETF Algo

Hi QC Community,

3 years ago

Sheikh started the discussion RFE: Backtest meta-data availability to Alpha Streams clients

Hi QC,

3 years ago

Sheikh started the discussion Billion Dollar Cryptocurrency Strategy Python

Hi QC Community,

3 years ago

Sheikh started the discussion Converting Rolling Window to DataFrame

Hello QC Support,

3 years ago

Sheikh started the discussion Multiple Alphas in a Single Algo

Hi QC Support,

3 years ago

Sheikh started the discussion Train ML model on dates prior to backtest start date

Hello QC Support,

3 years ago

Sheikh started the discussion Hedged Equity Algo

Hello QC Community!

3 years ago

Sheikh left a comment in the discussion Hedged Equity Algo

Thanks guys, Spacetime & Vladimir!

3 years ago

Sheikh left a comment in the discussion Machine Learning Crypto Algo

(Thanks Varad)

3 years ago

Sheikh left a comment in the discussion Billion Dollar Cryptocurrency Strategy Python

Thanks for all of your responses on my support requests, Louis!

3 years ago

Sheikh left a comment in the discussion Multiple Alphas in a Single Algo

Thanks for all of your responses on my support requests, Varad!

3 years ago

Sheikh left a comment in the discussion Machine Learning Crypto Algo

Hi Varade,

3 years ago

Sheikh left a comment in the discussion Price Action Long Short SPY ETF Algo

Sorry, attached is the code / algo. Thanks.

3 years ago