Taylor Jensen
Quant
Date Joined
23rd August, 2017
Bootcamp progress
26% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2020-07-28 07:08:30
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2020-08-03 07:35:15
C# Programming
Choose C# as your preferred programming language.
2018-08-07 01:37:03
Python Programming
Choose Python as your preferred programming language.
2020-07-24 06:20:11
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2020-07-23 05:18:13
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2020-07-28 01:06:59
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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 (3)
View More0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
2160Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
4Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
6Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Community
View MoreTaylor started the discussion Simple Moving Average (algorithm.SMA) calculation vs security.Price?
I have a couple questions after looking into security prices vs the SMA returned for a set of...
Taylor started the discussion OnData not being called on valid trading days?
Hello,In the attached backtest, I log the day for the self.Time in the 'onData' function. It...
Taylor left a comment in the discussion Simple Moving Average (algorithm.SMA) calculation vs security.Price?
Hi Derek,Thanks for the response, it looks like your link for `this discussion thread` is a 404...
Taylor left a comment in the discussion Simple Moving Average (algorithm.SMA) calculation vs security.Price?
Additional point I found interesting, when setting the window size to 1 day, shouldn't the price...
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
2160Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
4Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
6Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Taylor started the discussion Simple Moving Average (algorithm.SMA) calculation vs security.Price?
I have a couple questions after looking into security prices vs the SMA returned for a set of...
Taylor started the discussion OnData not being called on valid trading days?
Hello,In the attached backtest, I log the day for the self.Time in the 'onData' function. It...
Taylor left a comment in the discussion Simple Moving Average (algorithm.SMA) calculation vs security.Price?
Hi Derek,The link is no longer 404'ing so I was able to see what you are talking about. I'm still a...
Taylor left a comment in the discussion Simple Moving Average (algorithm.SMA) calculation vs security.Price?
Hi Derek,Thanks for the response, it looks like your link for `this discussion thread` is a 404...
Taylor left a comment in the discussion Simple Moving Average (algorithm.SMA) calculation vs security.Price?
Additional point I found interesting, when setting the window size to 1 day, shouldn't the price...
Taylor started the discussion Rebalancing Monthly using PortfolioConstructionModel? - Algorithm Framework
Hi There,
Taylor started the discussion RateOfChange not working in Classic C# algorithm?
Hello,
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Taylor left a comment in the discussion Simple Moving Average (algorithm.SMA) calculation vs security.Price?
Hi Derek,The link is no longer 404'ing so I was able to see what you are talking about. I'm still a...
4 years ago