Team Quantpedia
Quant
Date Joined
13th May, 2019
Bootcamp progress
29% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2021-01-25 11:24:49
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2019-07-16 11:44:54
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2019-10-07 13:40:55
Parallel Live Trading
Run multiple live algorithms simultaneously.
2024-04-08 07:01:49
Cloner
Clone at least 100 algorithms from the community.
2020-04-22 10:05:05
C# Programming
Choose C# as your preferred programming language.
2022-07-04 18:43:25
Python Programming
Choose Python as your preferred programming language.
2019-05-13 21:24:29
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2020-09-30 17:01:09
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2020-09-30 15:17:28
Alpha Streams Developer
Have at least 1 Alpha Stream submission approved.
2020-05-11 18:38:19
- Profile
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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 (15613)
View More177.321Net Profit
0.706PSR
0.222Sharpe Ratio
0.015Alpha
0Beta
5.169CAR
18.4Drawdown
31Loss Rate
22Parameters
2Security Types
0.208Sortino Ratio
7388Tradeable Dates
259Trades
-32.101Treynor Ratio
69Win Rate
337.798Net Profit
0.276PSR
0.307Sharpe Ratio
0.036Alpha
0.002Beta
7.571CAR
29.2Drawdown
37Loss Rate
23Parameters
2Security Types
0.302Sortino Ratio
7387Tradeable Dates
149Trades
16.232Treynor Ratio
63Win Rate
202.055Net Profit
7.934PSR
0.489Sharpe Ratio
0Alpha
0Beta
8.717CAR
20.2Drawdown
37Loss Rate
9Parameters
1Security Types
0.426Sortino Ratio
3323Tradeable Dates
1115Trades
0Treynor Ratio
63Win Rate
-12.269Net Profit
0PSR
-2.425Sharpe Ratio
-0.021Alpha
-0.048Beta
-1.003CAR
12.4Drawdown
-0.03Loss Rate
343Parameters
0Security Types
3264Tradeable Dates
1258Trades
0.525Treynor Ratio
0.12Win Rate
260.178Net Profit
0.017PSR
0.183Sharpe Ratio
-0.004Alpha
0.54Beta
5.21CAR
39.4Drawdown
40Loss Rate
25Parameters
2Security Types
0.187Sortino Ratio
9210Tradeable Dates
5049Trades
0.034Treynor Ratio
60Win Rate
Community
View More177.321Net Profit
0.706PSR
0.222Sharpe Ratio
0.015Alpha
0Beta
5.169CAR
18.4Drawdown
31Loss Rate
22Parameters
2Security Types
0.208Sortino Ratio
7388Tradeable Dates
259Trades
-32.101Treynor Ratio
69Win Rate
337.798Net Profit
0.276PSR
0.307Sharpe Ratio
0.036Alpha
0.002Beta
7.571CAR
29.2Drawdown
37Loss Rate
23Parameters
2Security Types
0.302Sortino Ratio
7387Tradeable Dates
149Trades
16.232Treynor Ratio
63Win Rate
202.055Net Profit
7.934PSR
0.489Sharpe Ratio
0Alpha
0Beta
8.717CAR
20.2Drawdown
37Loss Rate
9Parameters
1Security Types
0.426Sortino Ratio
3323Tradeable Dates
1115Trades
0Treynor Ratio
63Win Rate
-12.269Net Profit
0PSR
-2.425Sharpe Ratio
-0.021Alpha
-0.048Beta
-1.003CAR
12.4Drawdown
-0.03Loss Rate
343Parameters
0Security Types
3264Tradeable Dates
1258Trades
0.525Treynor Ratio
0.12Win Rate
260.178Net Profit
0.017PSR
0.183Sharpe Ratio
-0.004Alpha
0.54Beta
5.21CAR
39.4Drawdown
40Loss Rate
25Parameters
2Security Types
0.187Sortino Ratio
9210Tradeable Dates
5049Trades
0.034Treynor Ratio
60Win Rate
19.045Net Profit
0PSR
-0.865Sharpe Ratio
-0.021Alpha
0.085Beta
0.693CAR
6.7Drawdown
38Loss Rate
28Parameters
2Security Types
-0.856Sortino Ratio
9209Tradeable Dates
406Trades
-0.207Treynor Ratio
62Win Rate
150.337Net Profit
0.002PSR
0.078Sharpe Ratio
-0.014Alpha
0.51Beta
3.704CAR
37.9Drawdown
39Loss Rate
28Parameters
2Security Types
0.077Sortino Ratio
9209Tradeable Dates
2746Trades
0.014Treynor Ratio
61Win Rate
206.856Net Profit
0.002PSR
0.133Sharpe Ratio
-0.01Alpha
0.63Beta
4.544CAR
42.8Drawdown
42Loss Rate
24Parameters
2Security Types
0.134Sortino Ratio
9209Tradeable Dates
3532Trades
0.026Treynor Ratio
58Win Rate
599.899Net Profit
0.024PSR
0.289Sharpe Ratio
0.009Alpha
0.879Beta
8.017CAR
52.7Drawdown
40Loss Rate
24Parameters
2Security Types
0.294Sortino Ratio
9209Tradeable Dates
5606Trades
0.051Treynor Ratio
60Win Rate
-99.33Net Profit
0PSR
-1.205Sharpe Ratio
-0.204Alpha
-0.026Beta
-28.044CAR
99.3Drawdown
53Loss Rate
22Parameters
1Security Types
-0.746Sortino Ratio
3822Tradeable Dates
31893Trades
7.793Treynor Ratio
47Win Rate
-99.382Net Profit
0PSR
-1.438Sharpe Ratio
-0.211Alpha
-0.035Beta
-28.429CAR
99.4Drawdown
55Loss Rate
22Parameters
1Security Types
-0.863Sortino Ratio
3822Tradeable Dates
30887Trades
6.104Treynor Ratio
45Win Rate
-99.423Net Profit
0PSR
-1.232Sharpe Ratio
-0.211Alpha
-0.009Beta
-28.754CAR
99.4Drawdown
53Loss Rate
22Parameters
1Security Types
-0.766Sortino Ratio
3821Tradeable Dates
31928Trades
24.22Treynor Ratio
47Win Rate
-99.382Net Profit
0PSR
-1.438Sharpe Ratio
-0.211Alpha
-0.035Beta
-28.433CAR
99.4Drawdown
55Loss Rate
22Parameters
1Security Types
-0.863Sortino Ratio
3821Tradeable Dates
30887Trades
6.107Treynor Ratio
45Win Rate
184.626Net Profit
1.007PSR
0.345Sharpe Ratio
0Alpha
0Beta
7.121CAR
32Drawdown
39Loss Rate
3Parameters
3Security Types
0.316Sortino Ratio
5550Tradeable Dates
835Trades
0Treynor Ratio
61Win Rate
416.494Net Profit
0.123PSR
0.285Sharpe Ratio
0.032Alpha
-0.085Beta
6.733CAR
33.9Drawdown
31Loss Rate
37Parameters
1Security Types
0.337Sortino Ratio
9201Tradeable Dates
15667Trades
-0.339Treynor Ratio
69Win Rate
-3.328Net Profit
0.008PSR
-3.623Sharpe Ratio
-0.028Alpha
-0.031Beta
-0.682CAR
5.5Drawdown
-0.03Loss Rate
317Parameters
0Security Types
1244Tradeable Dates
489Trades
1.021Treynor Ratio
0.12Win Rate
-3.337Net Profit
0.008PSR
-3.616Sharpe Ratio
-0.028Alpha
-0.031Beta
-0.685CAR
5.5Drawdown
-0.03Loss Rate
317Parameters
0Security Types
1242Tradeable Dates
488Trades
1.02Treynor Ratio
0.12Win Rate
2.839Net Profit
0PSR
-2.11Sharpe Ratio
-0.023Alpha
0.031Beta
0.111CAR
3.6Drawdown
38Loss Rate
28Parameters
2Security Types
-1.809Sortino Ratio
9196Tradeable Dates
138Trades
-0.707Treynor Ratio
62Win Rate
19.658Net Profit
0PSR
-0.175Sharpe Ratio
-0.015Alpha
0.029Beta
0.715CAR
41.7Drawdown
50Loss Rate
14Parameters
1Security Types
-0.165Sortino Ratio
9195Tradeable Dates
8870Trades
-0.493Treynor Ratio
50Win Rate
-9.02Net Profit
0PSR
-0.437Sharpe Ratio
-0.026Alpha
0.025Beta
-0.467CAR
31.3Drawdown
29Loss Rate
20Parameters
1Security Types
-0.418Sortino Ratio
7368Tradeable Dates
12575Trades
-0.961Treynor Ratio
71Win Rate
-62.145Net Profit
0PSR
-0.319Sharpe Ratio
-0.046Alpha
0.115Beta
-3.783CAR
76.6Drawdown
53Loss Rate
0Parameters
1Security Types
-0.331Sortino Ratio
9195Tradeable Dates
614Trades
-0.356Treynor Ratio
47Win Rate
845.59Net Profit
2.915PSR
0.548Sharpe Ratio
0.078Alpha
0.425Beta
15.951CAR
33.3Drawdown
15Loss Rate
11Parameters
1Security Types
0.544Sortino Ratio
5542Tradeable Dates
23Trades
0.27Treynor Ratio
85Win Rate
39.062Net Profit
0.005PSR
0.081Sharpe Ratio
-0.045Alpha
0.7Beta
2.196CAR
49Drawdown
51Loss Rate
14Parameters
2Security Types
0.096Sortino Ratio
5542Tradeable Dates
60340Trades
0.022Treynor Ratio
49Win Rate
72.466Net Profit
67.349PSR
-0.526Sharpe Ratio
-0.007Alpha
-0.015Beta
2.187CAR
2.8Drawdown
48Loss Rate
26Parameters
2Security Types
-0.626Sortino Ratio
9195Tradeable Dates
133Trades
0.51Treynor Ratio
52Win Rate
31.693Net Profit
0.017PSR
-0.071Sharpe Ratio
-0.005Alpha
0.018Beta
1.716CAR
18.9Drawdown
50Loss Rate
15Parameters
1Security Types
-0.054Sortino Ratio
4067Tradeable Dates
10036Trades
-0.202Treynor Ratio
50Win Rate
303.785Net Profit
0.031PSR
0.216Sharpe Ratio
0.005Alpha
0.407Beta
5.698CAR
33.6Drawdown
34Loss Rate
14Parameters
1Security Types
0.139Sortino Ratio
6329Tradeable Dates
236Trades
0.054Treynor Ratio
66Win Rate
170.241Net Profit
1.004PSR
0.338Sharpe Ratio
0Alpha
0Beta
5.956CAR
18.8Drawdown
38Loss Rate
0Parameters
1Security Types
0.408Sortino Ratio
4319Tradeable Dates
688Trades
0Treynor Ratio
62Win Rate
1207.023Net Profit
0.096PSR
0.38Sharpe Ratio
0Alpha
0Beta
10.743CAR
50.8Drawdown
38Loss Rate
0Parameters
1Security Types
0.413Sortino Ratio
6329Tradeable Dates
1076Trades
0Treynor Ratio
62Win Rate
393.873Net Profit
0.863PSR
0.385Sharpe Ratio
0Alpha
0Beta
8.8CAR
32Drawdown
24Loss Rate
17Parameters
1Security Types
0.419Sortino Ratio
4759Tradeable Dates
1197Trades
0Treynor Ratio
76Win Rate
101.224Net Profit
0PSR
0.05Sharpe Ratio
-0.007Alpha
0.324Beta
2.815CAR
24.5Drawdown
49Loss Rate
26Parameters
1Security Types
0.045Sortino Ratio
9194Tradeable Dates
471Trades
0.022Treynor Ratio
51Win Rate
Team left a comment in the discussion IVW, Daily The issue starts from Oct 19th, 2020; and continues until now
Hi, we've noticed same split issue with DSI etf on 2020-12-07.2:1 split this time.
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Team left a comment in the discussion IVW, Daily The issue starts from Oct 19th, 2020; and continues until now
Hi, we've noticed same split issue with DSI etf on 2020-12-07.2:1 split this time.
4 years ago