Taylor Robertson
Quant
Date Joined
26th September, 2018
Bootcamp progress
47% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2020-02-15 03:43:33
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2020-02-12 03:44:12
Cloner
Clone at least 100 algorithms from the community.
2020-02-18 02:46:37
C# Programming
Choose C# as your preferred programming language.
2019-05-15 02:56:38
Python Programming
Choose Python as your preferred programming language.
2018-09-26 01:21:27
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2020-02-29 17:14:15
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Activity on QuantConnect
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Public Backtests (4)
View More25.272Net Profit
62.599PSR
1.366Sharpe Ratio
0.151Alpha
0.01Beta
14.494CAR
9.6Drawdown
22Loss Rate
13Parameters
1Security Types
2.3192Sortino Ratio
418Tradeable Dates
158Trades
15.556Treynor Ratio
78Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
14Parameters
1Security Types
0Sortino Ratio
71Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
840.602Net Profit
88.265PSR
1.559Sharpe Ratio
0.194Alpha
0.576Beta
24.689CAR
26.5Drawdown
7Loss Rate
12Parameters
1Security Types
3.0641Sortino Ratio
2557Tradeable Dates
784Trades
0.461Treynor Ratio
93Win Rate
3.91Net Profit
5.13PSR
0.182Sharpe Ratio
-0.023Alpha
0.232Beta
0.935CAR
16Drawdown
40Loss Rate
14Parameters
1Security Types
0.1584Sortino Ratio
1037Tradeable Dates
20Trades
0.048Treynor Ratio
60Win Rate
Community
View MoreTaylor started the discussion Indicator Extension Help
I'm still quite new to coding algos and am having some issues with the indicator extensions. The...
Taylor left a comment in the discussion First Attempt at a Trading Algorithm Not Going Well - 52 Week High Breakout
Hi Logan - I'm no expert coder, but from what I can see, it looks like you're selling as soon as...
Taylor left a comment in the discussion Using Levered ETFs in IRA - 10 years - 24% CAGR, 1.56 Sharpe
Also, I think the post GFC era of monetary policy is different than prior to that, as witnessed by...
Taylor left a comment in the discussion Using Levered ETFs in IRA - 10 years - 24% CAGR, 1.56 Sharpe
All good points about the danger of backtesting and history. I think the best solution to that is...
25.272Net Profit
62.599PSR
1.366Sharpe Ratio
0.151Alpha
0.01Beta
14.494CAR
9.6Drawdown
22Loss Rate
13Parameters
1Security Types
2.3192Sortino Ratio
418Tradeable Dates
158Trades
15.556Treynor Ratio
78Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
14Parameters
1Security Types
0Sortino Ratio
71Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
840.602Net Profit
88.265PSR
1.559Sharpe Ratio
0.194Alpha
0.576Beta
24.689CAR
26.5Drawdown
7Loss Rate
12Parameters
1Security Types
3.0641Sortino Ratio
2557Tradeable Dates
784Trades
0.461Treynor Ratio
93Win Rate
3.91Net Profit
5.13PSR
0.182Sharpe Ratio
-0.023Alpha
0.232Beta
0.935CAR
16Drawdown
40Loss Rate
14Parameters
1Security Types
0.1584Sortino Ratio
1037Tradeable Dates
20Trades
0.048Treynor Ratio
60Win Rate
Taylor started the discussion Indicator Extension Help
I'm still quite new to coding algos and am having some issues with the indicator extensions. The...
Taylor left a comment in the discussion Indicator Extension Help
Thanks Rahul, that was helpful. I'd also like to try this by using a FRAMA moving average in...
Taylor left a comment in the discussion First Attempt at a Trading Algorithm Not Going Well - 52 Week High Breakout
Hi Logan - I'm no expert coder, but from what I can see, it looks like you're selling as soon as...
Taylor left a comment in the discussion Using Levered ETFs in IRA - 10 years - 24% CAGR, 1.56 Sharpe
Also, I think the post GFC era of monetary policy is different than prior to that, as witnessed by...
Taylor left a comment in the discussion Using Levered ETFs in IRA - 10 years - 24% CAGR, 1.56 Sharpe
All good points about the danger of backtesting and history. I think the best solution to that is...
Taylor left a comment in the discussion Using Levered ETFs in IRA - 10 years - 24% CAGR, 1.56 Sharpe
Ted - the addition of TVIX is a great idea. I sell options as another part of my portfolio, so...
Taylor left a comment in the discussion From Research To Production: Hidden Markov Models
Is there a reason from the mathematical theory behind HMM that it should be left to randomize? ...
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Taylor left a comment in the discussion Indicator Extension Help
Thanks Rahul, that was helpful. I'd also like to try this by using a FRAMA moving average in...
4 years ago