Thomas Beauchamp-Arnold
Quant
Date Joined
28th March, 2021
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Biography
Activity on QuantConnect
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Public Backtests (5)
View More0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
12Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
2.903Net Profit
32.037PSR
0.362Sharpe Ratio
0Alpha
0Beta
7.264CAR
14.9Drawdown
-1.31Loss Rate
13Parameters
0Security Types
0.517Sortino Ratio
0Tradeable Dates
193Trades
0Treynor Ratio
2.25Win Rate
14.19Net Profit
52.252PSR
1.274Sharpe Ratio
0Alpha
0Beta
38.426CAR
16.5Drawdown
-1.54Loss Rate
13Parameters
0Security Types
2.048Sortino Ratio
0Tradeable Dates
141Trades
0Treynor Ratio
2.13Win Rate
35.987Net Profit
59.913PSR
2.042Sharpe Ratio
0Alpha
0Beta
112.39CAR
30.6Drawdown
-2.89Loss Rate
13Parameters
0Security Types
3.059Sortino Ratio
0Tradeable Dates
234Trades
0Treynor Ratio
4.27Win Rate
-60.005Net Profit
0.207PSR
-1.2Sharpe Ratio
0Alpha
0Beta
-99.586CAR
71.2Drawdown
-3.95Loss Rate
12Parameters
0Security Types
-1.413Sortino Ratio
0Tradeable Dates
156Trades
0Treynor Ratio
3.65Win Rate
Community
View MoreThomas started the discussion Liquidating equities during non-market hours
Suppose I have a universe selection that runs on Midnight on Fridays, and some equities are removed...
Thomas started the discussion Apparently unusual behavior of StopMarketOrder
I am seeing what appears to be unusual behavior of StopMarketOrder in combination with MarketOrder...
Thomas left a comment in the discussion Apparently unusual behavior of StopMarketOrder
I've done these tests now dozens of times. Earlier in the runs, I had determined that the signs for...
Thomas left a comment in the discussion Apparently unusual behavior of StopMarketOrder
Conversely, if I change the Execute method to issue a StopMarketOrder with a quantity with the same...
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
12Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
2.903Net Profit
32.037PSR
0.362Sharpe Ratio
0Alpha
0Beta
7.264CAR
14.9Drawdown
-1.31Loss Rate
13Parameters
0Security Types
0.517Sortino Ratio
0Tradeable Dates
193Trades
0Treynor Ratio
2.25Win Rate
14.19Net Profit
52.252PSR
1.274Sharpe Ratio
0Alpha
0Beta
38.426CAR
16.5Drawdown
-1.54Loss Rate
13Parameters
0Security Types
2.048Sortino Ratio
0Tradeable Dates
141Trades
0Treynor Ratio
2.13Win Rate
35.987Net Profit
59.913PSR
2.042Sharpe Ratio
0Alpha
0Beta
112.39CAR
30.6Drawdown
-2.89Loss Rate
13Parameters
0Security Types
3.059Sortino Ratio
0Tradeable Dates
234Trades
0Treynor Ratio
4.27Win Rate
-60.005Net Profit
0.207PSR
-1.2Sharpe Ratio
0Alpha
0Beta
-99.586CAR
71.2Drawdown
-3.95Loss Rate
12Parameters
0Security Types
-1.413Sortino Ratio
0Tradeable Dates
156Trades
0Treynor Ratio
3.65Win Rate
Thomas left a comment in the discussion Ask Mia - Interactive AI LLM
I have a bronze support seat. I don't see any panel for Ask Mia in my Algorithm Lab. Logging out...
Thomas started the discussion Liquidating equities during non-market hours
Suppose I have a universe selection that runs on Midnight on Fridays, and some equities are removed...
Thomas started the discussion Apparently unusual behavior of StopMarketOrder
I am seeing what appears to be unusual behavior of StopMarketOrder in combination with MarketOrder...
Thomas left a comment in the discussion Apparently unusual behavior of StopMarketOrder
I've done these tests now dozens of times. Earlier in the runs, I had determined that the signs for...
Thomas left a comment in the discussion Apparently unusual behavior of StopMarketOrder
Conversely, if I change the Execute method to issue a StopMarketOrder with a quantity with the same...
Thomas left a comment in the discussion Apparently unusual behavior of StopMarketOrder
In this next backtest, StopMarketOrder is implemented as per my understanding in my original post....
Thomas left a comment in the discussion Apparently unusual behavior of StopMarketOrder
The reason I make this request is that I have good empirical evidence that MarketOrder and...
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Thomas left a comment in the discussion Ask Mia - Interactive AI LLM
I have a bronze support seat. I don't see any panel for Ask Mia in my Algorithm Lab. Logging out...
1 years ago