Teddy Brosevelt
Quant
Date Joined
5th December, 2018
Bootcamp progress
58% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2019-06-11 00:57:11
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2018-12-06 04:05:47
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2018-12-09 22:43:13
Broadcaster
Share a live running algorithm with the community.
2019-06-20 14:44:54
Cloner
Clone at least 100 algorithms from the community.
2019-02-08 17:00:01
C# Programming
Choose C# as your preferred programming language.
2018-12-05 00:36:43
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2019-11-05 21:57:16
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2019-11-07 00:53:10
Alpha Streams Developer
Have at least 1 Alpha Stream submission approved.
2019-07-20 00:03:08
Alpha Streams Artisan
Have at least 3 Alpha Stream submissions approved.
2019-09-23 21:40:50
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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 (2)
View More11Parameters
1Security Types
0Tradeable Dates
60.904Net Profit
0.884Sharpe Ratio
0.529Alpha
-19.822Beta
24.237CAR
11.4Drawdown
34Loss Rate
1Security Types
0.16207271708842Sortino Ratio
0Tradeable Dates
444Trades
-0.01Treynor Ratio
66Win Rate
Community
View MoreTeddy started the discussion Algo: Fundamental Factor Long Universe Template Using Morningstar Asset Classification Groupings
This is my implementation of the Fundamental Factor Long Strategy using Morningstar Asset...
Teddy left a comment in the discussion How to only request trades during market hours
Ah, I see your problem now. I had not really thought about it prior to this but here's how I did it...
Teddy left a comment in the discussion How to only request trades during market hours
Actually, you could use it as is and execute your daily buy/sell at 9:31am.
Teddy left a comment in the discussion How to only request trades during market hours
I'm not really that good at writing python but I believe this example from...
11Parameters
1Security Types
0Tradeable Dates
60.904Net Profit
0.884Sharpe Ratio
0.529Alpha
-19.822Beta
24.237CAR
11.4Drawdown
34Loss Rate
1Security Types
0.16207271708842Sortino Ratio
0Tradeable Dates
444Trades
-0.01Treynor Ratio
66Win Rate
Teddy started the discussion Algo: Fundamental Factor Long Universe Template Using Morningstar Asset Classification Groupings
This is my implementation of the Fundamental Factor Long Strategy using Morningstar Asset...
Teddy left a comment in the discussion How to only request trades during market hours
You could also create a trade queue (List) and have the schedule fire every minute, trying to sell...
Teddy left a comment in the discussion How to only request trades during market hours
Ah, I see your problem now. I had not really thought about it prior to this but here's how I did it...
Teddy left a comment in the discussion How to only request trades during market hours
Actually, you could use it as is and execute your daily buy/sell at 9:31am.
Teddy left a comment in the discussion How to only request trades during market hours
I'm not really that good at writing python but I believe this example from...
Teddy left a comment in the discussion Is C# dead on Quantconnect?
I use C# and their support has been helping me a great deal. I can't really speak to basictemplates...
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Teddy left a comment in the discussion How to only request trades during market hours
You could also create a trade queue (List) and have the schedule fire every minute, trying to sell...
5 years ago