ThatBlokeDave
Dreamer
Date Joined
8th August, 2017
Bootcamp progress
10% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2018-10-22 05:41:22
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2018-07-16 10:31:45
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2018-07-10 01:46:33
Parallel Live Trading
Run multiple live algorithms simultaneously.
2019-02-20 04:02:41
Python Programming
Choose Python as your preferred programming language.
2018-07-10 01:33:26
- Profile
- Backtests
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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 (4)
View More41.039Net Profit
0.678Sharpe Ratio
0.032Alpha
0.624Beta
4.389CAR
10.3Drawdown
20Loss Rate
1Security Types
0.12773353936538Sortino Ratio
2012Tradeable Dates
57Trades
0.07Treynor Ratio
80Win Rate
205.709Net Profit
1.422Sharpe Ratio
0.02Alpha
6.215Beta
14.98CAR
8.2Drawdown
22Loss Rate
1Security Types
-0.34281705180233Sortino Ratio
2012Tradeable Dates
79Trades
0.023Treynor Ratio
78Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
2Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
2Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Community
View MoreThatBlokeDave started the discussion Beginner - Scheduling Events Every Friday
Hello All,
ThatBlokeDave started the discussion UK100GBP Datafeed and working in Exchange timezone
Hello All,
ThatBlokeDave started the discussion Adding Color to a Bar Chart (Bugs or User Mistakes?)
Hello All,
ThatBlokeDave started the discussion Framework Algorithm - Template created from the wizard generates a runtime error
Not sure if I am misunderstanding the framework algorithm wizard. The one where we can select what...
ThatBlokeDave started the discussion Dividends: DataNormalizationMode.TotalReturn Price Adjustment
Hello All,
41.039Net Profit
0.678Sharpe Ratio
0.032Alpha
0.624Beta
4.389CAR
10.3Drawdown
20Loss Rate
1Security Types
0.12773353936538Sortino Ratio
2012Tradeable Dates
57Trades
0.07Treynor Ratio
80Win Rate
205.709Net Profit
1.422Sharpe Ratio
0.02Alpha
6.215Beta
14.98CAR
8.2Drawdown
22Loss Rate
1Security Types
-0.34281705180233Sortino Ratio
2012Tradeable Dates
79Trades
0.023Treynor Ratio
78Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
2Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
2Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
ThatBlokeDave started the discussion Beginner - Scheduling Events Every Friday
Hello All,
ThatBlokeDave started the discussion UK100GBP Datafeed and working in Exchange timezone
Hello All,
ThatBlokeDave started the discussion Adding Color to a Bar Chart (Bugs or User Mistakes?)
Hello All,
ThatBlokeDave started the discussion Framework Algorithm - Template created from the wizard generates a runtime error
Not sure if I am misunderstanding the framework algorithm wizard. The one where we can select what...
ThatBlokeDave started the discussion Dividends: DataNormalizationMode.TotalReturn Price Adjustment
Hello All,
ThatBlokeDave started the discussion Buying Power - returning $0.65, No Holdings, $5000 starting cash
Hello All,
ThatBlokeDave started the discussion Redeploying an Algorithm: GDAX Average Price
Hello All,
ThatBlokeDave left a comment in the discussion Buying Power - returning $0.65, No Holdings, $5000 starting cash
Thanks! I will take a look into the models.
ThatBlokeDave left a comment in the discussion Buying Power - returning $0.65, No Holdings, $5000 starting cash
Here is the comparison with an equity
ThatBlokeDave left a comment in the discussion Dividends: DataNormalizationMode.TotalReturn Price Adjustment
Ok - So seems my ex-div question is not valid. The data provided IS the ex-div date according to...
ThatBlokeDave left a comment in the discussion Dividends: DataNormalizationMode.TotalReturn Price Adjustment
One other thing, I just noticed that if I comment out the `SetDataNormalizationMode` lines and run...
ThatBlokeDave left a comment in the discussion Framework Algorithm - Template created from the wizard generates a runtime error
Ok - Thanks to both of you for the info and support. Appreciated.
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ThatBlokeDave left a comment in the discussion Redeploying an Algorithm: GDAX Average Price
Thanks @Jared Broad!
6 years ago