cover
  • Profile
  • Backtests
  • Community

Biography

I like to study, understand, experiment and create at the intersection of Finance and DataScience. Full-time Quant working to build his fund quantitatively.

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
Virtual Blue Gaur

771.174Net Profit

45.126PSR

1.027Sharpe Ratio

0.107Alpha

0.061Beta

15.624CAR

31.6Drawdown

-0.07Loss Rate

22Parameters

1Security Types

1.805Sortino Ratio

3753Tradeable Dates

4425Trades

1.842Treynor Ratio

0.27Win Rate


Community

View More

soumya started the discussion Is it possible to customize and edit python files of Models ( Alpha , Risk, Portfolio, Execution ) to create an Algorithm

I want to create an Algorithm using the provided Models ( Alpha , Universe, Risk, Portfolio,...

4 years ago

soumya left a comment in the discussion Dynamic Indicator and Indicator Values Based On Universe Stocks

If the Indicator is not ready  ( which is the warm up period) , then the while loop will continue...

4 years ago

soumya left a comment in the discussion Trading options on time base

Please check out this tutorial on Options and you should be able to place the orders.

4 years ago

soumya left a comment in the discussion Dynamic Indicator and Indicator Values Based On Universe Stocks

Here are a few tips and see if this helps:

4 years ago

soumya left a comment in the discussion Coming Soon - L1 Equity Quote Data!

Looking forward to it

4 years ago

Virtual Blue Gaur

771.174Net Profit

45.126PSR

1.027Sharpe Ratio

0.107Alpha

0.061Beta

15.624CAR

31.6Drawdown

-0.07Loss Rate

22Parameters

1Security Types

1.805Sortino Ratio

3753Tradeable Dates

4425Trades

1.842Treynor Ratio

0.27Win Rate

soumya started the discussion Is it possible to customize and edit python files of Models ( Alpha , Risk, Portfolio, Execution ) to create an Algorithm

I want to create an Algorithm using the provided Models ( Alpha , Universe, Risk, Portfolio,...

4 years ago

soumya left a comment in the discussion Dynamic Indicator and Indicator Values Based On Universe Stocks

If the Indicator is not ready  ( which is the warm up period) , then the while loop will continue...

4 years ago

soumya left a comment in the discussion Trading options on time base

Please check out this tutorial on Options and you should be able to place the orders.

4 years ago

soumya left a comment in the discussion Dynamic Indicator and Indicator Values Based On Universe Stocks

Here are a few tips and see if this helps:

4 years ago

soumya left a comment in the discussion Coming Soon - L1 Equity Quote Data!

Looking forward to it

4 years ago